Extension of Wolfe Method for Solving Quadratic Programming with Interval Coefficients
Quadratic programming with interval coefficients developed to overcome cases in classic quadratic programming where the coefficient value is unknown and must be estimated. This paper discusses the extension of Wolfe method. The extended Wolfe method can be used to solve quadratic programming with in...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2017-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2017/9037857 |
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| Summary: | Quadratic programming with interval coefficients developed to overcome cases in classic quadratic programming where the coefficient value is unknown and must be estimated. This paper discusses the extension of Wolfe method. The extended Wolfe method can be used to solve quadratic programming with interval coefficients. The extension process of Wolfe method involves the transformation of the quadratic programming with interval coefficients model into linear programming with interval coefficients model. The next step is transforming linear programming with interval coefficients model into two classic linear programming models with special characteristics, namely, the optimum best and the worst optimum problem. |
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| ISSN: | 1110-757X 1687-0042 |