scholarly journals Efficient Solutions of Interval Programming Problems with Inexact Parameters and Second Order Cone Constraints

Mathematics ◽  
2018 ◽  
Vol 6 (11) ◽  
pp. 270
Author(s):  
Ali Sadeghi ◽  
Mansour Saraj ◽  
Nezam Amiri

In this article, a methodology is developed to solve an interval and a fractional interval programming problem by converting into a non-interval form for second order cone constraints, with the objective function and constraints being interval valued functions. We investigate the parametric and non-parametric forms of the interval valued functions along with their convexity properties. Two approaches are developed to obtain efficient and properly efficient solutions. Furthermore, the efficient solutions or Pareto optimal solutions of fractional and non-fractional programming problems over R + n ⋃ { 0 } are also discussed. The main idea of the present article is to introduce a new concept for efficiency, called efficient space, caused by the lower and upper bounds of the respective intervals of the objective function which are shown in different figures. Finally, some numerical examples are worked through to illustrate the methodology and affirm the validity of the obtained results.

2018 ◽  
Vol 35 (06) ◽  
pp. 1850044
Author(s):  
Jiani Wang ◽  
Liwei Zhang

The randomness of the second-order cone programming problems is mainly reflected in the objective function and the constraints both having random vectors. In this paper, we discuss the statistical properties of estimates of the respective optimal value and optimal solutions when the random vectors are estimated by their sample both in the objective function and the constraints, which are based on perturbation analysis theory of second-order cone programming. As an example we consider the problem of minimizing a sum of norms with weights.


2015 ◽  
Vol 44 (2) ◽  
pp. 457-469 ◽  
Author(s):  
Julio López ◽  
Sebastián Maldonado ◽  
Miguel Carrasco

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