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Solving Quadratic Programming with Fuzzy Parameters Based On Extension Principle

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1 Author(s)
Shiang-Tai Liu ; Vanung Univ., Chung-Li

The quadratic programming has been widely applied to solving real world problems. The conventional quadratic programming model requires the parameters to be known constants. In the real world, however, the parameters are seldom known exactly and have to be estimated. This paper discusses the fuzzy quadratic programming problems where the cost coefficients, constraint coefficients, and right-hand sides are represented by fuzzy data. Since the parameters are fuzzy numbers, the derived objective value is a fuzzy number as well. Using Zadeh's extension principle, 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. An example illustrates method proposed in this paper.

Published in:

Fuzzy Systems Conference, 2007. FUZZ-IEEE 2007. IEEE International

Date of Conference:

23-26 July 2007

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