DocumentCode
507196
Title
Algorithm for Interval Quadratic Programming with Equality Constraints
Author
Li, Wei
Author_Institution
Inst. of Operational Res. & Cybern., Hangzhou Dianzi Univ., Hangzhou, China
Volume
6
fYear
2009
fDate
14-16 Aug. 2009
Firstpage
78
Lastpage
81
Abstract
Recently, Li and Tian described an interesting numerical method of interval quadratic programming with inequality constraints, where all coefficients in the objective function and constraints are interval numbers. In this paper, we generalize Li and Tian´s method to interval quadratic programming with equality constraint, which is more difficult to handle. A practical algorithm is established via an effective transformation of interval programming to conventional mathematic programming.
Keywords
quadratic programming; inequality constraints; interval programming; interval quadratic programming; mathematic programming; numerical method; objective function; Cybernetics; Fuzzy sets; Fuzzy systems; Linear programming; Mathematical programming; Mathematics; Probability distribution; Quadratic programming; Stochastic processes; Upper bound;
fLanguage
English
Publisher
ieee
Conference_Titel
Fuzzy Systems and Knowledge Discovery, 2009. FSKD '09. Sixth International Conference on
Conference_Location
Tianjin
Print_ISBN
978-0-7695-3735-1
Type
conf
DOI
10.1109/FSKD.2009.152
Filename
5359799
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