A Numerical Solution Method to Fully Interval Quadratic Programming
Yifan Cai · Journal of Hangzhou Dianzi University · 2008
This paper discusses the fully interval quadratic programming problems where the coefficients of objective function,constraint functions and right-hand side are interval numbers.First,the question is changed into finding the upper and lower bound of the objective value.Second,the numerical solution method for the problems with both diagonal interval matrix and generic interval matrix are described separately.Finally,some examples illustrate the whole idea and the solution procedure.