Necessary optimality conditions of KKT type for interval programming problems
DOI:
https://doi.org/10.5540/03.2021.008.01.0452Keywords:
Interval Optimization Problems, Necessary Optimality Conditions, KKT Conditions.Abstract
This work is concerned with mathematical programming problems with inequality constraints in which the objective function is interval-valued. Necessary optimality conditions of Karush-Kuhn-Tucker type are derived through a geometric approach and the use of the generalized Hukuhara differentiability concept.
Downloads
References
Inuiguchi, M. and Kume, Y. Goal programming problems with interval coefficients and target intervals, Eur. J. Oper. Res., 52(3):345-360, 1991. DOI: 10.1016/0377-2217(91)90169-V.
Osuna-Gómez, R., Chalco-Cano, Y., Hernández-Jiménez, B. and Ruiz-Garzón, G. Optimality conditions for generalized differentiable interval-valued functions, Inform. Sciences, 321:136- 146, 2015. DOI: 10.1016/j.ins.2015.05.039.
Osuna-Gómez, R., Hernández-Jiménez, B., Chalco-Cano, Y. and Ruiz-Garzón, G. New efficiency conditions for multiobjective interval-valued programming problems, Inform. Sciences, 420:235-248, 2017.
Pal, B. B., Kumar, M. and Sen, S. A priority-based goal programming method for solving academic personnel planning problems with interval-valued resource goals in university man- agement system, Int. J. Appl. Manag. Sei., 4(3):284-312, 2012.
Stefanini, L. and Arana-Jiménez, M. Karush-Kuhn-Tucker conditions for interval and fuzzy optimization in several variables under total and directional generalized differentiability, Fuzzy Set. Syst., 362:1-34, 2019. DOI: 10.1016/j.fss.2018.04.009. 6
Stefanini, L. and Bede, B. Generalized Hukuhara differentiability of interval-valued func tions and interval differential equations, Nonlinear Anal.-Theor., 71 (3): 1311-1328, 2009. DOI: 10.1016/j.na.2008.12.005.