SOLVING QUADRATIC PROGRAMMING PROBLEM WITH INTERVAL COEFFICIENTS USING BEAL’S METHOD

Abstract

Formulating and solving IQPP is a very interesting and challenging problem. The main difficulty is that if the constraints have interval coefficients, then the feasible region is not fixed. Instead there are an infinite number of possible feasible regions and gives different optimal values. In addition, if the coefficient of the objective function has interval coefficients then there is also an infinite choice of possible objective functions. For practical purpose, the problem is to determine the coefficient setting, that produce the best optimum and the worst optimum problem. This gives an idea of the range of solution spanned by imprecise interval model. Based on this idea we reduced the IQPP into two classical Quadratic Programming (QP) problems, one is the best problem and the other is the worst problem. Afterwards these classical QPP are solved using Beal’s algorithm. Numerical example is presented to strengthen the idea