Characterization results of solutions in interval-valued optimization problems with mixed constraints
From MaRDI portal
Convexity of real functions of several variables, generalizations (26B25) Continuous and differentiable maps in nonlinear functional analysis (46T20) Optimality conditions for problems involving partial differential equations (49K20) Numerical optimization and variational techniques (65K10) Reasoning under uncertainty in the context of artificial intelligence (68T37) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)
Recommendations
- On a new class of interval-valued variational control problems
- A saddle point characterization of efficient solutions for interval optimization problems
- Approximate solutions of interval-valued optimization problems
- On a class of interval-valued optimization problems
- Optimality and duality in constrained interval-valued optimization
Cites work
- A new approach to multiobjective programming with a modified objective function
- A Saddle-Point Optimality Criterion for Nonconvex Programming in Normed Spaces
- Efficiency conditions in vector control problems governed by multiple integrals
- Efficiency in generalised V-KT-pseudoinvex control problems
- Generalized type I invexity and duality in nondifferentiable multiobjective variational problems
- KT-pseudoinvex multidimensional control problem
- Lagrange multipliers theorem and saddle point optimality criteria in mathematical programming
- Multiobjective control problem with V-invexity
- On a modified optimal control problem with first-order PDE constraints and the associated saddle-point optimality criterion
- On generalized KT-pseudoinvex control problems involving multiple integral functionals
- Optimality and mixed saddle point criteria in multiobjective optimization
- Saddle point criteria for second order -approximated vector optimization problems.
- Saddle point criteria in nonsmooth semi-infinite minimax fractional programming problems
- Saddle point optimality criteria for mathematical programming problems with equilibrium constraints
- Saddle-Point Optimality Criteria of Nonlinear Programming Problems over Cones without Differentiability
Cited in
(14)- A saddle point characterization of efficient solutions for interval optimization problems
- On nondifferentiable semi-infinite multiobjective programming with interval-valued functions
- Relations between multidimensional interval-valued variational problems and variational inequalities
- Interval optimization problems for financial investment and its real-world applications
- Optimality conditions for nonsmooth fuzzy optimization models under the gH-weak subdifferentiability
- Lagrangian dual theory and stability analysis for fuzzy optimization problems
- Lagrange Duality and Saddle Point Optimality Conditions for Multiobjective Semi-Infinite Programming with Vanishing Constraints
- E-optimality and E-duality results for multiobjective variational problems and application to the cake-eating problem
- On optimal control problems with generalized invariant convex interval-valued functionals
- Optimality and duality for nonconvex fuzzy optimization using granular differentiability method
- On dual problems of second order for ( , )-bonvex interval-valued control problems
- Necessary and sufficient optimality conditions for fuzzy fractional variational problems under granular fuzzy Caputo fractional derivatives
- Levitin-Polyak well-posedness and stability in multiobjective interval-valued optimization problems with applications
- A new approach for solving multi-objective interval-valued variational problems and its applications
This page was built for publication: Characterization results of solutions in interval-valued optimization problems with mixed constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2124810)
