Optimality Conditions for Fuzzy Number Quadratic Programming with Fuzzy Coefficients-Reference-Cited by-同舟云学术

Optimality Conditions for Fuzzy Number Quadratic Programming with Fuzzy Coefficients

Published:2014 Issue: Volume:2014 Page:1-8
ISSN:1110-757X
Container-title:Journal of Applied Mathematics
language:en
Short-container-title:Journal of Applied Mathematics

Author:

Zhou Xue-Gang¹²,Cao Bing-Yuan¹,Nasseri Seyed Hadi³

Affiliation:

1. School of Mathematics and Information Science, Key Laboratory of Mathematics and Interdisciplinary Sciences of Guangdong, Higher Education Institutes, Guangzhou University, Guangzhou, Guangdong 510006, China

2. Department of Applied Mathematics, Guangdong University of Finance, Guangzhou, Guangdong 510521, China

3. Department of Mathematical Sciences, University of Mazandaran, P.O. Box 47415-1468, Babolsar, Iran

Abstract

The purpose of the present paper is to investigate optimality conditions and duality theory in fuzzy number quadratic programming (FNQP) in which the objective function is fuzzy quadratic function with fuzzy number coefficients and the constraint set is fuzzy linear functions with fuzzy number coefficients. Firstly, the equivalent quadratic programming of FNQP is presented by utilizing a linear ranking function and the dual of fuzzy number quadratic programming primal problems is introduced. Secondly, we present optimality conditions for fuzzy number quadratic programming. We then prove several duality results for fuzzy number quadratic programming problems with fuzzy coefficients.

Funder

Natural Science Foundation of Guangdong Province, China

Publisher

Hindawi Limited

Subject

Applied Mathematics

Link

http://downloads.hindawi.com/journals/jam/2014/489893.pdf

Reference26 articles.

1. A quadratic programming approach to the multi-product newsvendor problem with side constraints

2. Fuzzy portfolio optimization a quadratic programming approach

3. On admissible efficient portfolio selection policy