A New Approach for Solving Interval Quadratic Programming Problem
محورهای موضوعی : Non linear Programmingنعمت اله تقی نژاد 1 , فاطمه تالشیان 2 , مهدی شهینی 3
1 - Department of Mathematics, Faculty of basic sciences, Gonbad Kavous University, Gonbad, Iran
2 - Department of Mathematics, Shahrood University of Technology, Iran
3 - Department of Mathematics, Faculty of basic sciences, Gonbad Kavous University, Gonbad, Iran
کلید واژه: Quadratic programming, Interval number, Interval programming, Interval quadratic programming,
چکیده مقاله :
This paper discusses an Interval Quadratic Programming (IQP) problem, where the constraints coefficients and the right-hand sides are represented by interval data. First, the focus is on a common method for solving Interval Linear Programming problem. Then the idea is extended to the IQP problem. Based on this method each IQP problem is reduced to two classical Quadratic Programming (QP) problems. Afterwards these classical problems are solved using the SQP algorithm and the numerical results are presented.
در این مقاله یک مسئله برنامه ریزی درجه دوم بازه ای(IQP) مورد بحث قرار می گیرد، جایی که ضریب محدودیت ها و سمت راست قیود با داده های بازه ای نمایش داده شده است. در ابتدا، یک روش معمول برای حل مسئله برنامه نویسی خطی بازه ای مورد بررسی قرار میگیرد سپس این ایده به مساله IQP گسترش می یابد.بر اساس این روش، هر مسئله IQP به دو مسئله برنامه ریزی درجه دوم کلاسیک تجزیه میشود که با استفاده از الگوریتم SQPحل میشود. در انتها نیز نتایج عددی ارائه می شوند.
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