Determining the Objective Value Range for a Class of Interval Convex Optimization Problems


Authors

Akbar Hashemi Borzabadi - School of Mathematics and Computer Science, Damghan University, Damghan, Iran Leila Heidarian - School of Mathematics and Computer Science, Damghan University, Damghan, Iran


Abstract

This paper generalizes a method of determining the objective value range of quadratic programming problems to a general class of interval convex programming ones, where all coefficients in objective function and constraints are interval numbers. The upper bound and lower bound of the objective values of the interval quadratic program is calculated by formulating a pair of two-level mathematical programs. Based on the duality theorem and by applying the variable transformation technique, the pair of two-level mathematical programs is transformed into conventional one-level convex programming problem. Solving the pair of convex programs produces the interval of the objective values of the problem. Numerical results confirms the procedure of the presented approach.


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ISRP Style

Akbar Hashemi Borzabadi, Leila Heidarian, Determining the Objective Value Range for a Class of Interval Convex Optimization Problems, Journal of Mathematics and Computer Science, 3 (2011), no. 4, 396--402

AMA Style

Hashemi Borzabadi Akbar, Heidarian Leila, Determining the Objective Value Range for a Class of Interval Convex Optimization Problems. J Math Comput SCI-JM. (2011); 3(4):396--402

Chicago/Turabian Style

Hashemi Borzabadi, Akbar, Heidarian, Leila. "Determining the Objective Value Range for a Class of Interval Convex Optimization Problems." Journal of Mathematics and Computer Science, 3, no. 4 (2011): 396--402


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