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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Optimality conditions of type KKT for optimization problem with interval-valued objective function via generalized derivative

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Author(s):
Chalco-Cano, Y. [1] ; Lodwick, W. A. [2] ; Rufian-Lizana, A. [3]
Total Authors: 3
Affiliation:
[1] Univ Tarapaca, Inst Alta Invest, Arica - Chile
[2] Univ Colorado, Dept Math & Stat Sci, Denver, CO 80217 - USA
[3] Univ Seville, Dpto Estadist & IO, E-41012 Seville - Spain
Total Affiliations: 3
Document type: Journal article
Source: Fuzzy Optimization and Decision Making; v. 12, n. 3, p. 305-322, SEP 2013.
Web of Science Citations: 26
Abstract

This paper addresses the optimization problems with interval-valued objective function. For this we consider two types of order relation on the interval space. For each order relation, we obtain KKT conditions using of the concept of generalized Hukuhara derivative (-derivative) for interval-valued functions. The -derivative is a concept more general of derivative for this class of functions than other concepts of derivative. We make some comparison with previous result given by other authors and we show some advantages of our result. (AU)

FAPESP's process: 11/13985-0 - Generalized uncertainty applied to optimization
Grantee:Geraldo Nunes Silva
Support Opportunities: Research Grants - Visiting Researcher Grant - International