Numerical solution method for general interval quadratic programming

Abstract Recently, Liu and Wang described an interesting numerical method to a special class of interval quadratic programming, where the linear term in objective function and constraints involved interval coefficients [S.-T. Liu, R.-T. Wang, A numerical solution method to interval quadratic programming, Applied Mathematics and Computation 189 (2007) 1274–1281]. In this paper, we generalize Liu and Wang’s method to general interval quadratic programming, where all coefficients in the objective function and constraints are interval numbers. Although the interval quadratic programming model considered in this paper is more general, the proposed method requires less computing compared with Liu and Wang’s method. Numerical examples are presented to illustrate the whole idea.