The Karush--Kuhn--Tucker optimality conditions in an optimization problem with interval-valued objective function (Q2432881)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The Karush--Kuhn--Tucker optimality conditions in an optimization problem with interval-valued objective function |
scientific article |
Statements
The Karush--Kuhn--Tucker optimality conditions in an optimization problem with interval-valued objective function (English)
0 references
25 October 2006
0 references
Using two different partial orderings in the space of real intervals two types of minima for optimization problems with interval-valued objective functions are formulated. Using the gradients of the functions bounding the images of an interval-valued function respectively applying the Hukuhara difference for intervals directly in the formula for the gradient of a function, two different gradients of an interval-valued function are defined. Relations between both types of derivatives are proved. Both derivatives are then used to formulate sufficient optimality conditions of Karush-Kuhn-Tucker type for the investigated problems.
0 references
Hausdorff metric
0 references
Hukuhara difference
0 references
H-differentiability
0 references
interval-valued function
0 references
KKT optimality conditions
0 references