Optimality conditions for interval valued optimization problems
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Data
2022-01-01
Autores
Villanueva, Fabiola R.
de Oliveira, Valeriano A. [UNESP]
Costa, Tiago M.
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Resumo
This work addresses constrained optimization problems in which the objective function is interval-valued while the inequality constraints functions are real-valued. Both necessary and sufficient optimality conditions are derived. They are given through the gH-gradient and the gH-directional derivative of the interval objective function. The necessary ones are of KKT-type. The sufficient conditions are of generalized convexity type. The developed theory is illustrated by means of some numerical examples.
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Generalized convexity, Interval optimization, Karush-Kuhn-Tucker-type conditions, Necessary optimality conditions, Sufficient optimality conditions
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Fuzzy Sets and Systems.