Uncertain Quadratic Programming with Recourse and its Approximation Methods

Abstract

In practice, we often have to model optimization problems that involve uncertainty. In this paper, uncertain quadratic programming with recourse (UQPR) is discussed. In this paper, a recourse quadratic programming involved uncertainty is presented. Then, some commonly used form of this programming is presented after analysing the properties of uncertain measure. In addition, the effectiveness of this method is illustrated by an example.