Interval Quadratic Linear Programming in The Presence of Constraint Interval

In this paper the problem of computing optimal value of an interval quadratic programming is considered. In spite of all existing researches, this paper focuses on constraint interval concept. While the idea has been already applied by the authors to interval linear system and interval linear programming, contrary to the previous results, we present a novel methodology to deal with an interval nonlinear programming problems. The problem is constrained to linear equalities and without sign-restricted variables. Due to NP-hardness of the problem, we convert the original problem into a relaxed form which is technically converted into an interval linear system, then an approximation algorithm is applied.

Keywords:

Quadratic programming , Interval parameters , constraint interval.