Abstract. In this paper, a new approach for solving the Fuzzy Quadratic Programming Problem (FQPP) is suggested. Here, the cost coefficients, constraint coefficients and the right hand side coefficients are represented by triangular fuzzy numbers. Here the approach is on the basis of - cut sets of fuzzy numbers and the fuzzy number quadratic programming problems are reduced to interval number quadratic programming problem. The problem of quadratic programming with interval number coefficients is reduced to a Fuzzy Linear Complementarity Problem (FLCP) using the KKT conditions and the principal pivoting method is proposed to solve the formulated model. The effectiveness of the proposed method is illustrated by means of an example.

Received: January 29, 2013

AMS Subject Classification: 03E72, 90C05, 90C33

Key Words and Phrases: fuzzy quadratic programming problem, fuzzy linear complementarity problem, triangular fuzzy numbers, interval numbers, principal pivoting method

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