scholarly journals Solution of Quadratic Programming with Interval Variables Using a Two-Level Programming Approach

2018 ◽  
Vol 2018 ◽  
pp. 1-7 ◽  
Author(s):  
Syaripuddin ◽  
Herry Suprajitno ◽  
Fatmawati
Keyword(s):  
Quadratic Programming ◽  
Programming Model ◽  
Programming Models ◽  
Programming Approach ◽  
Optimum Point ◽  
Interval Variables ◽  
Interval Coefficients ◽  
Optimum Solution

Quadratic programming with interval variables is developed from quadratic programming with interval coefficients to obtain optimum solution in interval form, both the optimum point and optimum value. In this paper, a two-level programming approach is used to solve quadratic programming with interval variables. Procedure of two-level programming is transforming the quadratic programming model with interval variables into a pair of classical quadratic programming models, namely, the best optimum and worst optimum problems. The procedure to solve the best and worst optimum problems is also constructed to obtain optimum solution in interval form.

scholarly journals Extension of Wolfe Method for Solving Quadratic Programming with Interval Coefficients

2017 ◽  
Vol 2017 ◽  
pp. 1-6 ◽  
Author(s):  
Syaripuddin ◽  
Herry Suprajitno ◽  
Fatmawati
Keyword(s):  
Linear Programming ◽  
Quadratic Programming ◽  
Programming Models ◽  
Interval Coefficients ◽  
Extension Process

Quadratic programming with interval coefficients developed to overcome cases in classic quadratic programming where the coefficient value is unknown and must be estimated. This paper discusses the extension of Wolfe method. The extended Wolfe method can be used to solve quadratic programming with interval coefficients. The extension process of Wolfe method involves the transformation of the quadratic programming with interval coefficients model into linear programming with interval coefficients model. The next step is transforming linear programming with interval coefficients model into two classic linear programming models with special characteristics, namely, the optimum best and the worst optimum problem.

Sign in / Sign up

Export Citation Format

Share Document