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

Autor(es)

Chalco-Cano, Y. ^[1] ; Lodwick, W. A. ^[2] ; Rufian-Lizana, A. ^[3]

Afiliação do(s) autor(es)

^[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

• Tipo de documento: Artigo Científico
• Fonte: Fuzzy Optimization and Decision Making; v. 12, n. 3, p. 305-322, SEP 2013.
• Citações Web of Science: 26

Resumo

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)

• Processo FAPESP: 11/13985-0 - Incerteza generalizada aplicada à otimização
• Beneficiário: Geraldo Nunes Silva
• Modalidade de apoio: Auxílio à Pesquisa - Pesquisador Visitante - Internacional