Necessary optimality conditions for interval optimization problems with inequality constraints using constrained interval arithmetic
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This article is devoted to obtaining necessary optimality conditions for optimization problems with interval-valued objective and interval inequality constraints. These objective and constraint functions are obtained from continuous functions by using constrained interval arithmetic. We give a concept of derivative for this class of interval-valued functions and we find necessary conditions based on Karush-Kunh-Tucker theorem in their interval version. We present an example to illustrate our results.
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Constrained interval arithmetic, Interval optimization problem
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Inglês
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Communications in Computer and Information Science, v. 831, p. 439-449.
