Recently, Li and Tian described an interesting numerical method of interval quadratic programming with inequality constraints, where all coefficients in the objective function and constraints are interval numbers. In this paper, we generalize Li and Tian's method to interval quadratic programming with equality constraint, which is more difficult to handle. A practical algorithm is established via an effective transformation of interval programming to conventional mathematic programming.
['Wei Li']
Algorithm for Interval Quadratic Programming with Equality Constraints