Quadratic Programming with Fuzzy Numbers: A Linear Ranking Method

Quadratic programming has been widely applied to solve real world problems. The conventional quadratic programming model requires the parameters to be known constants. In the real world, however, the parameters are seldom known exactly and have to be estimated. In this paper, we define a quadratic programming with fuzzy numbers (QPFN) problem where the cost coefficients, constraint coefficients, and right-hand sides are represented by trapezoidal and/or triangular fuzzy numbers. Moreover, we give some important results concerning to the conditions of the existence of a unique solution. Then we will discuss how can solve these problems by using linear ranking functions