• A THREE-LEVEL QUADRATIC PROGRAMMING PROBLEM WITH RANDOM ROUGH COEFFICIENT IN CONSTRAINTS

Abstract

This paper presents three-level quadratic programming problem with random rough coefficient in constraints. At the first phase of the solution algorithm and to avoid the complexity of this problem, we begin with converting the rough nature in constraints into equivalent crisp using intervals technique. At the second phase, a membership function is constructed to develop a fuzzy model for obtaining a compromise solution of the three-level quadratic programming problem. In addition, the theoretical results are illustrated with the help of a numerical example.