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Optimality conditions for interval valued optimization problems

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Autor(es):
Villanueva, Fabiola R. ; de Oliveira, Valeriano A. ; Costa, Tiago M.
Número total de Autores: 3
Tipo de documento: Artigo Científico
Fonte: FUZZY SETS AND SYSTEMS; v. 454, p. 18-pg., 2023-02-28.
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. (c) 2022 Elsevier B.V. All rights reserved. (AU)

Processo FAPESP: 13/07375-0 - CeMEAI - Centro de Ciências Matemáticas Aplicadas à Indústria
Beneficiário:Francisco Louzada Neto
Modalidade de apoio: Auxílio à Pesquisa - Centros de Pesquisa, Inovação e Difusão - CEPIDs