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

  • University of Colorado Denver
  • University of Seville

Research output: Contribution to journalArticlepeer-review

148 Scopus citations

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 (gH-derivative) for interval-valued functions. The gH-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.

Original languageEnglish
Pages (from-to)305-322
Number of pages18
JournalFuzzy Optimization and Decision Making
Volume12
Issue number3
DOIs
StatePublished - Sep 2013

Keywords

  • Derivative for set-valued functions
  • Interval-valued functions
  • KKT conditions
  • Optimization under interval uncertainty

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