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Optimality conditions for interval valued optimization problems

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Author(s):
Villanueva, Fabiola R. ; de Oliveira, Valeriano A. ; Costa, Tiago M.
Total Authors: 3
Document type: Journal article
Source: FUZZY SETS AND SYSTEMS; v. 454, p. 18-pg., 2023-02-28.
Abstract

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. (c) 2022 Elsevier B.V. All rights reserved. (AU)

FAPESP's process: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
Grantee:Francisco Louzada Neto
Support Opportunities: Research Grants - Research, Innovation and Dissemination Centers - RIDC