Optimal solution set in interval quadratic programming problem

Mahdieh Ghorbani Hormazdabadi, Hassan Mishmast Nehi, Mehdi Allahdadi

Abstract


There are several methods to compute the optimal bounds of the objective function for interval quadratic programming (IQP) problems, but no method has yet been suggested to calculate a set of optimal solutions of IQP problems. This paper presents an accurate set of optimal solutions for the interval quadratic programming problems. The optimal solution of the quadratic programming problem is not essentially an extreme point. We rst propose conditions that make the optimal solutions of the IQP to extreme points and then, using these conditions, we compute the exact set of optimal solutions for the IQP problem.

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