A Novel Approach for Solving a Fully Rough Multi-Level Quadratic Programming Problem and Its Application

A. A. Abohany, Rizk Masoud Rizk-Allah, Diana T. Mosa and Aboul Ella Hassanien
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A. A. Abohany: Kafrelsheikh University, Egypt
Rizk Masoud Rizk-Allah: Menoufia University, Egypt
Diana T. Mosa: Kafrelsheikh University, Egypt
Aboul Ella Hassanien: Cairo Unversity, Egypt

International Journal of Service Science, Management, Engineering, and Technology (IJSSMET), 2020, vol. 11, issue 4, 137-165

Abstract: The most widely used actions and decisions of the real-world tasks frequently appear as hierarchical systems. To deal with these systems, the multi-level programming problem presents the most flourished technique. However, practical situations involve some the impreciseness regarding some decisions and performances; RST provides a vital role by considering the lower and upper bounds of any aspect of uncertain decision. By preserving the advantages of it, in the present study, solving fully rough multi-level quadratic programming problems over the variables, parameters of the objective functions, and the constraints such as rough intervals are focused on. The proposed approach incorporates the interval method, slice-sum method, Frank and Wolfe algorithm, and the decomposition algorithm to reach optimal values as rough intervals. The proposed is validated by an illustrative example, and also environmental-economic power dispatch is investigated as a real application. Finally, the proposed approach is capable of handling the fully rough multi-level quadratic programming models.

Date: 2020
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