Interval Quadratic Programming Problem with Interval-Valued Decision Variables
摘要
This chapter contains an interval-oriented and multi-objective optimization-based method for interval quadratic programming problems (IQPP) with interval decision variables. Interval-valued quadratic objective functions are converted to center and width form using finite interval arithmetic. Linear interval constraints are handled using interval order relations defined in terms of decision makers’ point of view. The IQPP is then converted to a non-interval (crisp) bi-objective optimization problem and solved by the Global Criterion Method (GCM). The main intention of our technique is to find an efficient solution from the decision makers’ viewpoint out of uncountably many such solutions. Finally, the method is applied to several test problems and the results are compared with the existing solutions supporting the technique.