An exact \(l_1\) penalty approach for interval-valued programming problem

DOI10.1007/S40305-016-0120-8zbMath1365.90216OpenAlexW2322172784MaRDI QIDQ2361583

Anurag Jayswal, Jonaki Banerjee

Publication date: 30 June 2017

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-016-0120-8

zbMATH Keywords

convexityoptimality conditionssaddle-pointsinterval-valued programmingLU optimalexact \(l_1\) penalty method

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

Related Items (7)

Interval-valued programming problem with infinite constraints ⋮ G-penalty approach for multi-dimensional control optimisation problem with nonlinear dynamical system ⋮ On nondifferentiable semi-infinite multiobjective programming with interval-valued functions ⋮ Exactness property of the exact absolute value penalty function method for solving convex nondifferentiable interval-valued optimization problems ⋮ Saddle point criteria for multi-dimensional control optimisation problem involving first-order PDE constraints ⋮ An exact \(l_1\) penalty function method for multi-dimensional first-order PDE constrained control optimization problem ⋮ Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems

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