Hindawi

Journal of Applied Mathematics

Volume 2017, Article ID 9037857, 6 pages
https://doi.org/10.1155/2017/9037857

Research Article
Extension of Wolfe Method for Solving Quadratic
Programming with Interval Coefficients

Syaripuddin,1 Herry Suprajitno,2 and Fatmawati2

1
Department of Mathematics, Faculty of Mathematics and Natural Sciences, Mulawarman University,
Kampus Gunung Kelua, Jl. Barong Tongkok, Samarinda 1068, Indonesia
2
Department of Mathematics, Faculty of Science and Technology, Airlangga University, Kampus C Unair,
Jl. Mulyorejo, Surabaya 60115, Indonesia

Correspondence should be addressed to Fatmawati; [email protected]

Received 10 April 2017; Accepted 1 August 2017; Published 14 September 2017

Academic Editor: Frank Werner

Copyright © 2017 Syaripuddin et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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.

1. Introduction of the objective function and constraint functions are in the

interval form.
Quadratic programming is a special form of nonlinear pro- Research on quadratic programming with interval coef-
gramming which has special characteristics; that is, the objec- ficients has been conducted by Liu and Wang [4]. However,
tive function is in quadratic forms and constraint functions the coefficients of quadratic forms in the objective function
are linear form [1]. Although the quadratic programming is on the developed model are not in the interval form yet.
part of nonlinear programming, the completion is still adopt- Furthermore, Li and Tian [5] generalized the model in [4]
ing some linear programming problem solving methods, one by assuming that the quadratic coefficients of the objective
of which is the Wolfe method. This method transforms the function are in the interval form. References [4, 5] used the
quadratic programming problem into a linear programming duality theory to create a method of solving the quadratic
problem. Wolfe [2] modified the simplex method to solve programming with interval coefficients. Quadratic program-
quadratic programming problem by adding conditions of ming model with interval coefficients is transformed into
the Karush-Kuhn-Tucker (KKT) and changing the objective two classic quadratic programming models with the special
function of quadratic forms into a linear form. characteristics, called the best optimum and worst optimum
Interval quadratic programming is a development of the problem. A completion method was developed based on
classic quadratic programming that utilizes interval analysis the method of solving the linear programming with interval
theory developed by Moore [3]. This development aim is to coefficients that have been discussed by some researchers [6–
accommodate cases which contain the uncertainty, that is, 10].
when the data value is unknown for certain, but the data This paper will discuss the extension of Wolfe method
lies within an interval where the values of the upper limit to solve quadratic programming with interval coefficients.
and lower limit are known. The special characteristics of the Therefore, this article will focus on how to transform the
interval quadratic programming problem are the coefficients quadratic programming with interval coefficients into linear
2 Journal of Applied Mathematics

programming with interval coefficients. Furthermore, the The model in (2a)–(2c) is solved by means of transform-
linear programming with interval coefficients which has been ing the linear programming with interval coefficients into two
obtained from the transformation will be solved by using the classic linear programming models with the special charac-
method in [8]. teristics, namely, the best optimum and the worst optimum
This paper is organized as follows. Section 2 discusses problems. The best optimum problem has properties of best
interval arithmetic operations. In Section 3, a general form version on the objective function and maximum feasible area
of linear programming with interval coefficients is stated. In on the constraint function. On the other hand, the worst
Section 4, a general form of quadratic programming with optimum problem has a characteristic that it is the worst
interval coefficients is stated. Extension of Wolfe method version of the objective function and the minimum feasible
as one method of solving the quadratic programming with area of the constraint function.
interval coefficients is discussed in Section 5, whereas Sec- Chinneck and Ramadan [8] provide a rule to determine
tion 6 discusses numerical examples, and Section 7 provides the best and worst optimum problem in a linear program-
some concluding remarks. ming problem with interval coefficients. The constraints of
linear programming with interval coefficients which have
an inequality sign (≤) in (2b) have characteristics of the
2. Interval Arithmetic
maximum feasible area and the minimum feasible area which
The basic definition and properties of interval number and is given by the following theorem.
interval arithmetic can be seen at Moore [3], Alefeld and
Herzberg [11], and Hansen [12]. Theorem 4 (Chinneck and Ramadan [8]). Suppose that we
have an interval inequality given ∑𝑛𝑗=1 [𝑎𝑗𝐼 , 𝑎𝑗𝑆 ]𝑥𝑗 ≤ [𝑏𝐼 , 𝑏𝑆 ],
Definition 1. A closed real interval 𝑥 = [𝑥𝐼 , 𝑥𝑆 ] denoted by 𝑥 where 𝑥𝑗 ≥ 0. Then, ∑𝑛𝑗=1 𝑎𝑗𝐼 𝑥𝑗 ≤ 𝑏𝑆 is maximum feasible area
is a real interval number which can be defined completely by and ∑𝑛𝑗=1 𝑎𝑗𝑆 𝑥𝑗 ≤ 𝑏𝐼 is minimum feasible area.
𝑥 = [𝑥𝐼 , 𝑥𝑆 ] = {𝑥 ∈ R | 𝑥𝐼 ≤ 𝑥 ≤ 𝑥𝑆 ; 𝑥𝐼 , 𝑥𝑆 ∈ R} , (1) The objective function of linear programming with
interval coefficients for the case of maximizing (2a) has
where 𝑥𝐼 and 𝑥𝑆 are called infimum and supremum, respec- characteristics of the best version and the worst version of the
tively. objective function is expressed in the following theorem.
Definition 2. A real interval number 𝑥 = [𝑥𝐼 , 𝑥𝑆 ] is called Theorem 5 (Chinneck and Ramadan [8]). If 𝑧 = ∑𝑛𝑗=1 [𝑐𝑗𝐼 ,
degenerate, if 𝑥𝐼 = 𝑥𝑆 .
𝑐𝑗𝑆 ]𝑥𝑗 is the objective function for 𝑥𝑗 ≥ 0, then ∑𝑛𝑗=1 𝑐𝑗𝑆 𝑥𝑗 ≥
Definition 3. Let 𝑥 = [𝑥𝐼 , 𝑥𝑆 ] and 𝑦 = [𝑦𝐼 , 𝑦𝑆 ]; then ∑𝑛𝑗=1 𝑐𝑗𝐼 𝑥𝑗 , where ∑𝑛𝑗=1 𝑐𝑗𝑆 𝑥𝑗 is the best version of the objective
function and ∑𝑛𝑗=1 𝑐𝑗𝐼 𝑥𝑗 is the worst version of the objective
1. 𝑥 + 𝑦 = [𝑥𝐼 + 𝑦𝐼 , 𝑥𝑆 + 𝑦𝑆 ] (addition), function.
2. 𝑥 − 𝑦 = [𝑥𝐼 , 𝑥𝑆 ] − [𝑦𝐼 , 𝑦𝑆 ] = [𝑥𝐼 , 𝑥𝑆 ] + [−𝑦𝑆 , −𝑦𝐼 ] =
[𝑥𝐼 − 𝑦𝑆 , 𝑥𝑆 − 𝑦𝐼 ] (subtraction),
4. Quadratic Programming with
3. 𝑥 ⋅ 𝑦 = [min{𝑥𝐼 𝑦𝐼 , 𝑥𝐼 𝑦𝑆 , 𝑥𝑆 𝑦𝐼 , 𝑥𝑆 𝑦𝑆 }, max{𝑥𝐼 𝑦𝐼 , 𝑥𝐼 𝑦𝑆 , Interval Coefficients
𝑥𝑆 𝑦𝐼 , 𝑥𝑆 𝑦𝑆 }] (multiplication),
The general form of quadratic programming with interval
4. 𝑥/𝑦 = 𝑥(1/𝑦) = [𝑥𝐼 , 𝑥𝑆 ][1/𝑦𝑆 , 1/𝑦𝐼 ], 0 ∉ 𝑦 (division).
coefficients introduced by Li and Tian [5] is defined as
follows:
3. Linear Programming with
Interval Coefficients Maximize 𝑧
The general form of linear programming with interval coeffi- 𝑛

cients is defined as follows: = ∑ [𝑐𝑗𝐼 , 𝑐𝑗𝑆 ] 𝑥𝑗

𝑗=1 (3a)
𝑛
Maximize 𝑧 = ∑ [𝑐𝑗𝐼 , 𝑐𝑗𝑆 ] 𝑥𝑗 (2a) 1 𝑛 𝑛
+ ∑ ∑ [𝑞 , 𝑞 ] 𝑥 𝑥
𝑗=1
2 𝑗=1 𝑘=1 𝑗𝑘𝐼 𝑗𝑘𝑆 𝑗 𝑘
subject to
𝑛 subject to
∑ [𝑎𝑖𝑗𝐼 , 𝑎𝑖𝑗𝑆 ] 𝑥𝑗 ≤ [𝑏𝑖𝐼 , 𝑏𝑖𝑆 ] , 𝑖 = 1, 2, . . . , 𝑚 (2b)
𝑗=1 𝑛
∑ [𝑎𝑖𝑗𝐼 , 𝑎𝑖𝑗𝑆 ] 𝑥𝑗 ≤ [𝑏𝑖𝐼 , 𝑏𝑖𝑆 ] , 𝑖 = 1, 2, . . . , 𝑚 (3b)
𝑥𝑗 ≥ 0, 𝑗 = 1, 2, . . . , 𝑛, (2c) 𝑗=1

where 𝑥𝑗 ∈ R, [𝑐𝑗𝐼 , 𝑐𝑗𝑆 ], [𝑏𝑖𝐼 , 𝑏𝑖𝑆 ], and [𝑎𝑖𝑗𝐼 , 𝑎𝑖𝑗𝑆 ] ∈ 𝐼(R). 𝑥𝑗 ≥ 0, 𝑗 = 1, 2, . . . , 𝑛, (3c)
Journal of Applied Mathematics 3

where 𝑥𝑗 ∈ R, [𝑐𝑗𝐼 , 𝑐𝑗𝑆 ], [𝑞𝑖𝑗𝐼 , 𝑞𝑖𝑗𝑆 ], [𝑏𝑖𝐼 , 𝑏𝑖𝑆 ], [𝑎𝑖𝑗𝐼 , 𝑎𝑖𝑗𝑆 ] ∈ 𝐼(R), to the variables and equating to zero (KKT necessary condi-
∑𝑛𝑗=1 ∑𝑛𝑘=1 [𝑞𝑗𝑘𝐼 , 𝑞𝑗𝑘𝑆 ]𝑥𝑗 𝑥𝑘 is negative semidefinite, and 𝐼(R) tions) (see [13, 14]).
are the set of all interval numbers in R. 𝑛
The model as shown in (3a)–(3c) is a generalization of 𝜕𝐿
= [𝑐𝑗𝐼 , 𝑐𝑗𝑆 ] + ∑ [𝑞𝑗𝑘𝐼 , 𝑞𝑗𝑘𝑆 ] 𝑥𝑘
the model in [4]. The coefficient of the objective function 𝜕𝑥𝑖 𝑘=1
and constraints of the quadratic programming with interval
𝑚
coefficients model in (3a)–(3c) have an interval form. The (5a)
− ∑ [𝑎𝑖𝑗𝐼 , 𝑎𝑖𝑗𝑆 ] 𝜆 𝑖 + 𝜇𝑗 = 0,
idea to solve the model is the extension of Wolfe method. 𝑖=1
This method focuses on how to transform the quadratic
programming with interval coefficients in (3a)–(3c) into 𝑗 = 1, 2, . . . , 𝑛,
linear programming with interval coefficients in (2a)–(2c).
Furthermore, linear programming with interval coefficients 𝜕𝐿
= −2𝜆 𝑖 𝑦𝑖 = 0, 𝑖 = 1, 2, . . . , 𝑚, (5b)
obtained from the transformation is done using the method 𝜕𝑦𝑖
in [8].
𝜕𝐿
Extension of Wolfe method is the main result in this = −2𝜇𝑗 𝑟𝑗 = 0, 𝑗 = 1, 2, . . . , 𝑛, (5c)
𝜕𝑟𝑖
paper. The fundamental difference between the extensions of
Wolfe method and the method in [5] is, on the extension of 𝑛
𝜕𝐿
Wolfe method, quadratic programming model with interval = ∑ [𝑎𝑖𝑗𝐼 , 𝑎𝑖𝑗𝑠 ] 𝑥𝑗 + 𝑦𝑖 2 − [𝑏𝑖𝐼 , 𝑏𝑖𝑆 ]
𝜕𝜆 𝑖 𝑗=1 (5d)
coefficients is transformed into linear programming with
interval coefficients, while, in [5], the model of quadratic
programming with interval coefficients is maintained. = 0, 𝑖 = 1, 2, . . . , 𝑚,
𝜕𝐿
= 𝑥𝑗 − 𝑟𝑗2 = 0, 𝑗 = 1, 2, . . . , 𝑛, (5e)
5. Extension of Wolfe Method 𝜕𝜇𝑖

Wolfe method is one method for solving quadratic pro- 𝑥𝑗 , 𝜆 𝑖 , 𝜇𝑗 , 𝑦𝑖 , 𝑟𝑗 ≥ 0, 𝑖 = 1, 2, . . . , 𝑚, 𝑗 = 1, 2, . . . , 𝑛. (5f)

gramming problems by means of transforming the quadratic
programming problems into a linear programming problem. Results simplification of (5a)–(5f) is
Wolfe [2] modified the simplex method to solve quadratic 𝑛 𝑚
programming problems by adding a requirement Karush- − ∑ [𝑞𝑗𝑘𝐼 , 𝑞𝑗𝑘𝑆 ] 𝑥𝑘 + ∑ [𝑎𝑖𝑗𝐼 , 𝑎𝑖𝑗𝑆 ] 𝜆 𝑖 − 𝜇𝑗
Kuhn-Tucker (KKT) and changing the quadratic objective 𝑘=1 𝑖=1 (6a)
function into a linear objective function.
The extension of Wolfe method is used to solve quadratic = [𝑐𝑗𝐼 , 𝑐𝑗𝑆 ] , 𝑗 = 1, 2, . . . , 𝑛,
programming problem with interval coefficients. Steps of
𝑛
extension of Wolfe method are declared as follows.
∑ [𝑎𝑖𝑗𝐼 , 𝑎𝑖𝑗𝑠 ] 𝑥𝑗 + 𝑠𝑖 = [𝑏𝑖𝐼 , 𝑏𝑖𝑆 ] , 𝑖 = 1, 2, . . . , 𝑚, (6b)
Form of Lagrange function for the problem in (3a)–(3c) 𝑗=1
is
𝑥𝑗 , 𝜆 𝑖 , 𝜇𝑗 , 𝑠𝑖 ≥ 0, 𝑗 = 1, 2, . . . , 𝑛, 𝑖 = 1, 2, . . . , 𝑚 (6c)
𝑛
1
𝐿 (𝑥, 𝑦, 𝑟, 𝜆, 𝜇) = ∑ [𝑐𝑗𝐼 , 𝑐𝑗𝑆 ] 𝑥𝑗 + and satisfies the complementary conditions,
𝑗=1 2
𝜇𝑗 𝑥𝑗 = 0, 𝑗 = 1, 2, . . . , 𝑛, 𝜆 𝑖 𝑠𝑖 = 0, 𝑖 = 1, 2, . . . , 𝑚. (6d)
𝑛 𝑛
⋅ ∑ ∑ [𝑞𝑗𝑘𝐼 , 𝑞𝑗𝑘𝑆 ] 𝑥𝑗 𝑥𝑘
𝑗=1 𝑘=1 Add artificial variables V𝑗 , 𝑗 = 1, 2, . . . , 𝑛, in (6a) for an initial
(4) basis, as follows:
𝑚 𝑛
2 𝑛 𝑚
− ∑ 𝜆 𝑖 ( ∑ ([𝑎𝑖𝑗𝐼 , 𝑎𝑖𝑗𝑆 ] 𝑥𝑗 − [𝑏𝑖𝐼 , 𝑏𝑖𝑆 ] + 𝑦𝑖 )) − ∑ [𝑞𝑗𝑘𝐼 , 𝑞𝑗𝑘𝑆 ] 𝑥𝑘 + ∑ [𝑎𝑖𝑗𝐼 , 𝑎𝑖𝑗𝑆 ] 𝜆 𝑖 − 𝜇𝑗 + V𝑗
𝑖=1 𝑗=1
𝑘=1 𝑖=1 (7)
𝑛
= [𝑐𝑗𝐼 , 𝑐𝑗𝑆 ] .
− ∑ 𝜇𝑗 (−𝑥𝑗 + 𝑟𝑗 2 ) ,
𝑗=1
Furthermore, create a linear programming with interval
coefficients, where the objective function is to minimize the
where 𝜆 𝑖 , 𝑖 = 1, 2, . . . , 𝑚, 𝜇𝑗 , 𝑗 = 1, 2, . . . , 𝑛, are Lagrange number of artificial variables V𝑗 , 𝑗 = 1, 2, . . . , 𝑛, and constraint
multipliers and 𝐿(𝑥, 𝑦, 𝑟, 𝜆, 𝜇) is Lagrange function with is (7), (6b), (6c), and (6d) obtained from necessary conditions
interval coefficients. of KKT.
Local minimum points of the function 𝐿 were obtained
by the first partial derivatives of the function 𝐿 with respect Minimize 𝑧 = V1 + V2 + ⋅ ⋅ ⋅ + V𝑛 (8a)
4 Journal of Applied Mathematics

subject to, satisfying the complementary conditions,

𝑛 𝑚
𝜇𝑗 𝑥𝑗 = 0, 𝑗 = 1, 2, . . . , 𝑛,
− ∑ [𝑞𝑗𝑘𝐼 , 𝑞𝑗𝑘𝑆 ] 𝑥𝑘 + ∑ [𝑎𝑖𝑗𝐼 , 𝑎𝑖𝑗𝑆 ] 𝜆 𝑖 − 𝜇𝑗 + V𝑗
𝑖=1
(9e)
𝑘=1 (8b) 𝜆 𝑖 𝑠𝑖 = 0, 𝑖 = 1, 2, . . . , 𝑚,
= [𝑐𝑗𝐼 , 𝑐𝑗𝑆 ] , 𝑗 = 1, 2, . . . , 𝑛
(b) the worst optimum problem is
𝑛
∑ [𝑎𝑖𝑗𝐼 , 𝑎𝑖𝑗𝑠 ] 𝑥𝑗 + 𝑠𝑖 = [𝑏𝑖𝐼 , 𝑏𝑖𝑆 ] , 𝑖 = 1, 2, . . . , 𝑚 (8c) Minimize 𝑧𝐼 = V1 + V2 + ⋅ ⋅ ⋅ + V𝑛 (10a)
𝑗=1

𝑥𝑗 , 𝜆 𝑖 , 𝜇𝑗 , 𝑠𝑖 , V𝑗 ≥ 0, 𝑗 = 1, 2, . . . , 𝑛, 𝑖 = 1, 2, . . . , 𝑚 (8d) subject to,

𝑛 𝑚
satisfying the complementary conditions,
− ∑ 𝑞𝑗𝑘𝐼 𝑥𝑘 + ∑ 𝑎𝑖𝑗𝑆 𝜆 𝑖 − 𝜇𝑗 + V𝑗 = 𝑐𝑗𝐼 ,
𝜇𝑗 𝑥𝑗 = 0, 𝑗 = 1, 2, . . . , 𝑛, 𝑘=1 𝑖=1 (10b)
(8e) 𝑗 = 1, 2, . . . , 𝑛
𝜆 𝑖 𝑠𝑖 = 0, 𝑖 = 1, 2, . . . , 𝑚,
𝑛
where V𝑗 ≥ 0 is artificial variable. ∑ 𝑎𝑖𝑗𝑆 𝑥𝑗 + 𝑠𝑖 = 𝑏𝑖𝐼 ,
The model as shown in (8a)–(8e) is linear programming 𝑗=1 (10c)
with interval coefficients which is added by complementary
conditions. This model is the result of the transformation 𝑖 = 1, 2, . . . , 𝑚
from the quadratic programming with interval coefficients
model by extension of Wolfe method. 𝑥𝑗 , 𝜆 𝑖 , 𝜇𝑗 , 𝑠𝑖 , V𝑗 ≥ 0,
The next step, linear programming with interval coeffi- (10d)
𝑗 = 1, 2, . . . , 𝑛, 𝑖 = 1, 2, . . . , 𝑚
cients model in (8a)–(8e), was solved by transforming into
two linear programming cases with the special characteris-
tics, namely, the best and the worst optimum problem. The satisfying the complementary conditions,
transformation process can be written in Algorithm 6 as
follows. 𝜇𝑗 𝑥𝑗 = 0, 𝑗 = 1, 2, . . . , 𝑛,
(10e)
Algorithm 6. 𝜆 𝑖 𝑠𝑖 = 0, 𝑖 = 1, 2, . . . , 𝑚.

(1) Given a quadratic programming problem with inter- (3) The optimum value of the quadratic programming
val coefficients in (3a)–(3c), Extension of Wolfe with interval coefficients is obtained by combining the
method is based on (3a)–(3c) equivalent to the linear optimum value from the worst and the best optimum
programming with interval coefficients in (8a)–(8e). problem; that is, 𝑧 = [𝑧𝐼 , 𝑧𝑆 ].
(2) Use Theorems 4 and 5 for transforming the linear
programming with interval coefficients in (8a)–(8e) Algorithm 6 shows that the best and the worst optimum
into two classic linear programming models with problem are linear programming models added by comple-
special characteristics; namely, mentary conditions. Thus, both problems can be solved by
simplex method.
(a) the best optimum problem is
Minimize 𝑧𝑆 = V1 + V2 + ⋅ ⋅ ⋅ + V𝑛 (9a) 6. Numerical Example

subject to, Consider the following example of quadratic programming

with interval coefficients in the journal Li and Tian [5].
𝑛 𝑚
− ∑ 𝑞𝑗𝑘𝑆 𝑥𝑘 + ∑ 𝑎𝑖𝑗𝐼 𝜆 𝑖 − 𝜇𝑗 + V𝑗 = 𝑐𝑗𝑆 , Minimize 𝑧
𝑘=1 𝑖=1 (9b)
= [−10, −6] 𝑥1 + [2, 3] 𝑥2 + [−1, 1] 𝑥1 𝑥2 (11a)
𝑗 = 1, 2, . . . , 𝑛
𝑛 + [4, 10] 𝑥12 + [10, 20] 𝑥22
∑ 𝑎𝑖𝑗𝐼 𝑥𝑗 + 𝑠𝑖 = 𝑏𝑖𝑆 ,
𝑗=1 (9c) subject to

𝑖 = 1, 2, . . . , 𝑚 [1, 2] 𝑥1 + 3𝑥2 ≤ [1, 10] (11b)

𝑥𝑗 , 𝜆 𝑖 , 𝜇𝑗 , 𝑠𝑖 , V𝑗 ≥ 0, [−2, 8] 𝑥1 + [4, 6] 𝑥2 ≤ [4, 6] (11c)

(9d)
𝑗 = 1, 2, . . . , 𝑛, 𝑖 = 1, 2, . . . , 𝑚 𝑥1 , 𝑥2 ≥ 0. (11d)
Journal of Applied Mathematics 5

Table 1: Two classic linear programming models with special characteristics.

The best optimum problem The worst optimum problem

(1) Classic linear programming model (2) Classic linear programming model
Minimize 𝑧𝑆 = V1 + V2 Minimize 𝑧𝐼 = V1 + V2
subject to subject to
8𝑥1 − 𝑥2 + 𝜆 1 − 2𝜆 2 − 𝜇1 + V1 = 10 20𝑥1 + 𝑥2 + 2𝜆 1 + 8𝜆 2 − 𝜇1 + V1 = 6
𝑥1 − 20𝑥2 − 3𝜆 1 − 4𝜆 2 + 𝜇2 + V2 = 2 −𝑥1 − 40𝑥2 − 3𝜆 1 − 6𝜆 2 + 𝜇2 + V2 = 3
𝑥1 + 3𝑥2 + 𝑠1 = 10 2𝑥1 + 3𝑥2 + 𝑠1 = 1
−2𝑥1 + 4𝑥2 + 𝑠2 = 6 8𝑥1 + 6𝑥2 + 𝑠2 = 4
𝑥𝑖 , 𝜆 𝑖 , 𝜇𝑖 , 𝑠𝑖 , V𝑖 ≥ 0, 𝑖 = 1, 2 𝑥𝑖 , 𝜆 𝑖 , 𝜇𝑖 , 𝑠𝑖 , V𝑖 ≥ 0, 𝑖 = 1, 2
satisfying complementary conditions: satisfying complementary conditions:
𝜆 1 𝑠1 = 0, 𝜆 2 𝑠2 = 0, and 𝜇1 𝑥1 = 0, 𝜇2 𝑥2 = 0 𝜆 1 𝑠1 = 0, 𝜆 2 𝑠2 = 0, and 𝜇1 𝑥1 = 0, 𝜇2 𝑥2 = 0
Solution: 𝑧𝑆 = 6.25, 𝑥1 = 1, 25, and 𝑥2 = 0. Solution: 𝑧𝐼 = 0.9, 𝑥1 = 0.3, and 𝑥2 = 0

According to Li and Tian [5], for the solution of the model in [−1, 1] 𝑥1 + [20, 40] 𝑥2 + [3, 3] 𝜆 1 + [4, 6] 𝜆 2 − 𝜇2
(11a)–(11c), the best optimum problem is 𝑧𝑆 = −0.9, 𝑥1 = 0.3, (13c)
+ V2 = [−3, −2]
and 𝑥2 = 0, the worst optimum problem is 𝑧𝐼 = −6.25, 𝑥1 =
1, 25, and 𝑥2 = 0, and the optimum value is 𝑧 = [𝑧𝐼 , 𝑧𝑆 ] = [1, 2] 𝑥1 + 3𝑥2 ≤ [1, 10] (13d)
[−6.25, −0.9].
This paper presents only the maximization problem [−2, 8] 𝑥1 + [4, 6] 𝑥2 ≤ [4, 6] (13e)
so that any minimization problem will be converted into
maximization problem, the simple procedure to convert a 𝑥1 , 𝑥2 ≥ 0. (13f)
minimization problem to a maximization problem and vice
versa. Simply multiply the objective function of a minimiza- We apply Algorithm 6 for transforming linear programming
tion problem by −1 converting it into a maximization problem with interval coefficients model in ((13a)–(13f)) into two clas-
and vice versa. sic linear programming models with special characteristics,
namely, the best optimum and the worst optimum problem.
Maximize 𝑧 The result of the transformation is shown in Table 1.
So, the optimum value of the quadratic programming
= [6, 10] 𝑥1 + [−3, −2] 𝑥2 with interval coefficients is obtained by combining the opti-
(12a) mum value from the worst and the best optimum problem;
+ [−1, 1] 𝑥1 𝑥2 + [−10, −4] 𝑥12 that is, 𝑧 = [𝑧𝐼 , 𝑧𝑆 ] = [0.9, 6.25]. This solution gives the same
value as obtained by Li and Tian [5].
+ [−20, −10] 𝑥22
7. Conclusion
subject to
This paper presents an extension of Wolfe method. The
[1, 2] 𝑥1 + 3𝑥2 ≤ [1, 10] (12b) extension of Wolfe method performed by transforming the
quadratic programming with interval coefficients model
[−2, 8] 𝑥1 + [4, 6] 𝑥2 ≤ [4, 6] (12c) into linear programming with interval coefficients model.
Furthermore, linear programming with interval coefficients
𝑥1 , 𝑥2 ≥ 0. model is transformed into two classic linear programming
(12d)
models using Algorithm 6. The extension of Wolfe method
has a particular benefit: the final model is linear program-
We apply the extension of Wolfe method for transforming
ming. Hence, it can be solved by the simplex method.
quadratic programming with interval coefficients model in
((12a)–(12d)) into linear programming with interval coeffi-
cients model. We have Conflicts of Interest
Minimize 𝑧 = V1 + V2 (13a) The authors declare that there are no conflicts of interest
regarding the publication of this paper.
subject to
References
[8, 20] 𝑥1 + [−1, 1] 𝑥2 + [1, 2] 𝜆 1 + [−2, 8] 𝜆 2 − 𝜇1
(13b) [1] F. S. Hillier and G. J. Lieberman, Introduction to operations
+ V1 = [6, 10] research, Holden-Day, Inc., Oakland, Calif., Third edition, 1980.
6 Journal of Applied Mathematics

[2] P. Wolfe, “The simplex method for quadratic programming,”

Econometrica, vol. 27, pp. 382–398, 1959.
[3] R. E. Moore, Interval Analysis, Prentice-Hall, Englewood Cliffs,
NJ, USA, 1966.
[4] S.-T. Liu and R.-T. Wang, “A numerical solution method to
interval quadratic programming,” Applied Mathematics and
Computation, vol. 189, no. 2, pp. 1274–1281, 2007.
[5] W. Li and X. Tian, “Numerical solution method for general
interval quadratic programming,” Applied Mathematics and
Computation, vol. 202, no. 2, pp. 589–595, 2008.
[6] S. C. Tong, “Interval number and fuzzy number linear pro-
grammings,” Fuzzy Sets and Systems. An International Journal
in Information Science and Engineering, vol. 66, no. 3, pp. 301–
306, 1994.
[7] K. Ramadan, Linear Programming with Interval [Msc. thesis],
Carleton University, Ottawa, Ontario, 1997.
[8] J. W. Chinneck and K. Ramadan, “Linear programming with
interval coefficients,” Journal of the Operational Research Soci-
ety, vol. 51, no. 2, pp. 209–220, 2000.
[9] D. Kuchta, “A modification of a solution concept of the
linear programming problem with interval coefficients in the
constraints,” Central European Journal of Operations Research
(CEJOR), vol. 16, no. 3, pp. 307–316, 2008.
[10] H. Suprajitno and I. B. Mohd, “Interval linear programming,” in
Proceedings of ICOMS-3, Bogor, Indonesia, 2008.
[11] G. Alefeld and J. Herzberger, Introduction to Interval Computa-
tions, Academic Press, New York, NY, USA, 1983.
[12] E. Hansen, Global optimization using interval analysis, vol. 165
of Monographs and Textbooks in Pure and Applied Mathematics,
Marcel Dekker, Inc., New York, 1992.
[13] J. Zhang, “Optimality condition and wolfe duality for invex
interval-valued nonlinear programming problems,” Journal of
Applied Mathematics, vol. 2013, Article ID 641345, 2013.
[14] H.-C. Wu, “The Karush-KUHn-Tucker optimality conditions
in an optimization problem with interval-valued objective
function,” European Journal of Operational Research, vol. 176,
no. 1, pp. 46–59, 2007.
Advances in Advances in Journal of Journal of
Operations Research
Hindawi Publishing Corporation
Decision Sciences
Hindawi Publishing Corporation
Applied Mathematics
Hindawi Publishing Corporation
Algebra
Hindawi Publishing Corporation
Probability and Statistics
Hindawi Publishing Corporation
http://www.hindawi.com Volume 2014 http://www.hindawi.com Volume 2014 http://www.hindawi.com Volume 2014 http://www.hindawi.com Volume 2014 http://www.hindawi.com Volume 2014

The Scientific International Journal of

World Journal
Hindawi Publishing Corporation
Differential Equations
Hindawi Publishing Corporation
http://www.hindawi.com Volume 2014 http://www.hindawi.com Volume 2014

Submit your manuscripts at

https://www.hindawi.com

International Journal of Advances in

Combinatorics
Hindawi Publishing Corporation
Mathematical Physics
Hindawi Publishing Corporation
http://www.hindawi.com Volume 2014 http://www.hindawi.com Volume 2014

Journal of Journal of Mathematical Problems Abstract and Discrete Dynamics in

Complex Analysis
Hindawi Publishing Corporation
Mathematics
Hindawi Publishing Corporation
in Engineering
Hindawi Publishing Corporation
Applied Analysis
Hindawi Publishing Corporation
Nature and Society
Hindawi Publishing Corporation
http://www.hindawi.com Volume 2014 http://www.hindawi.com Volume 2014 http://www.hindawi.com Volume 2014 http://www.hindawi.com Volume 2014 http://www.hindawi.com Volume 2014

International
Journal of Journal of
Mathematics and
Mathematical
#HRBQDSDĮ,@SGDL@SHBR
Sciences

Journal of International Journal of Journal of

Hindawi Publishing Corporation Hindawi Publishing Corporation Volume 2014

Function Spaces
Hindawi Publishing Corporation
Stochastic Analysis
Hindawi Publishing Corporation
Optimization
Hindawi Publishing Corporation
http://www.hindawi.com Volume 201 http://www.hindawi.com http://www.hindawi.com Volume 2014 http://www.hindawi.com Volume 2014 http://www.hindawi.com Volume 2014