A revisit to quadratic programming with fuzzy parameters

Shiang-Tai Liu

Chaos, Solitons & Fractals, 2009, vol. 41, issue 3, 1401-1407

Abstract: Quadratic programming has been widely applied to solving real-world problems. Recently, Liu describes a solution method for solving a class of fuzzy quadratic programming problems, where the cost coefficients of the linear terms in objective function, constraint coefficients, and right-hand sides are fuzzy numbers [Liu ST. Quadratic programming with fuzzy parameters: a membership function approach. Chaos, Solitons & Fractals 2009;40:237–45]. In this paper, we generalize Liu’s method to a more general fuzzy quadratic programming problem, where the cost coefficients in objective function, constraint coefficients, and right-hand sides are all fuzzy numbers. A pair of two-level mathematical programs is formulated to calculate the upper bound and lower bound of the objective values of the fuzzy quadratic program. Based on the duality theorem and by applying the variable transformation technique, the pair of two-level mathematical programs is transformed into a family of conventional one-level quadratic programs. Solving the pair of quadratic programs produces the fuzzy objective values of the problem. With the ability of calculating the fuzzy objective value developed in this paper, it might help initiate wider applications.

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:41:y:2009:i:3:p:1401-1407

DOI: 10.1016/j.chaos.2008.04.061

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