• DocumentCode
    3382122
  • Title

    Generalized quadratic programming problem with interval uncertainty

  • Author

    Kumar, Pranaw ; Panda, Ganapati ; Gupta, U.C.

  • Author_Institution
    Dept. of Math., Indian Inst. of Technol., Kharagpur, Kharagpur, India
  • fYear
    2013
  • fDate
    7-10 July 2013
  • Firstpage
    1
  • Lastpage
    7
  • Abstract
    In this paper, a quadratic programming model is considered, wherein all parameters and decision variables take values in intervals. Existence of optimal solution for this model with certain acceptable level is justified and a methodology is proposed to derive such a solution. Finally, the theoretical development is illustrated by means of an example of portfolio selection.
  • Keywords
    quadratic programming; generalized quadratic programming problem; interval uncertainty; portfolio selection; Linear programming; Mathematical model; Portfolios; Quadratic programming; Uncertainty; Upper bound; Quadratic programming problem; Risk; interval; order relation; portfolio selection;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Fuzzy Systems (FUZZ), 2013 IEEE International Conference on
  • Conference_Location
    Hyderabad
  • ISSN
    1098-7584
  • Print_ISBN
    978-1-4799-0020-6
  • Type

    conf

  • DOI
    10.1109/FUZZ-IEEE.2013.6622375
  • Filename
    6622375
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3382122