Abstract
Abstract This paper proposes a grey fuzzy quadratic programming (GFQP) approach as a means for optimization analysis under uncertainty. The method combines the ideas of grey fuzzy linear programming (GFLP) and fuzzy quadratic programming (FQP) within a general optimization famework. It improves upon the previous GFLP method by using n grey control variables, ® (A,j (i = 1,2,..., n), for n constraints instead of one ® (X) for n constraints in order to incorporate the independent properties of the stipulation uncertainties; it also improves upon the FQP method by further introducing grey numbers for coefficients in A and C to effectively reflect the lefthand side uncertainties. Compared with the GFLP method, the GFQP approach is helpful for better satisfying model objective/constraints and providing grey solutions with higher system certainty and lower system cost; compared with the FQP method, more information of the independent uncertain features of not only the stipulations but also the lefthand side coe...
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