Fuzzy Quadratic Programming with Non-negative Parameters: A Solving method based on Decomposition

Quadratic programming problem is one of the important problem of classic optimization problems that the aim is to find maximum or minimum amount of a quadratic function under linear constraints. In this paper the quadratic programming problem where its parameters are all nonnegative fuzzy numbers is discussed and a new algorithm based on fuzzy operations and fuzzy arithmetic is presented where reduced the fuzzy model into three smaller and more simple crisp problem. Then, by solving these crisp models using conventional algorithms such as SQP and by combining these solutions, the optimal solution of the fuzzy problem is obtained. Finally, an example is solved to implement the proposed algorithm and showing applicability of it.