TY - JOUR
T1 - Optimality conditions of type KKT for optimization problem with interval-valued objective function via generalized derivative
AU - Chalco-Cano, Y.
AU - Lodwick, W. A.
AU - Rufian-Lizana, A.
PY - 2013/9
Y1 - 2013/9
N2 - 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.
AB - 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.
KW - Derivative for set-valued functions
KW - Interval-valued functions
KW - KKT conditions
KW - Optimization under interval uncertainty
UR - https://www.scopus.com/pages/publications/84881377705
U2 - 10.1007/s10700-013-9156-y
DO - 10.1007/s10700-013-9156-y
M3 - Article
AN - SCOPUS:84881377705
SN - 1568-4539
VL - 12
SP - 305
EP - 322
JO - Fuzzy Optimization and Decision Making
JF - Fuzzy Optimization and Decision Making
IS - 3
ER -