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Fuzzy costs in quadratic programming problems

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Abstract

Although quadratic programming problems are a special class of nonlinear programming, they can also be seen as general linear programming problems. These quadratic problems are of the utmost importance in an increasing variety of practical fields. As, in addition, ambiguity and vagueness are natural and ever-present in real-life situations requiring operative solutions, it makes perfect sense to address them using fuzzy concepts formulated as quadratic programming problems with uncertainty, i.e., as Fuzzy Quadratic Programming problems. This work proposes two novel fuzzy-sets-based methods to solve a particular class of Fuzzy Quadratic Programming problems which have vagueness coefficients in the objective function. Moreover, two other linear approaches are extended to solve the quadratic case. Finally, it is shown that the solutions reached from the extended approaches may be obtained from two proposed parametric multiobjective approaches.

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Acknowledgments

The authors want to thank the financial support from the agency FAPESP (project number 2010/51069-2) and the Spanish projects CEI BioTic GENIL from the MICINN, as well as TIN2011-27696-C02-01, P11-TIC-8001, TIN2008-06872-C04-04, and TIN2008-01948.

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Correspondence to Ricardo C. Silva.

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Silva, R.C., Cruz, C. & Verdegay, J.L. Fuzzy costs in quadratic programming problems. Fuzzy Optim Decis Making 12, 231–248 (2013). https://doi.org/10.1007/s10700-013-9153-1

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