The Karush--Kuhn--Tucker optimality conditions in an optimization problem with interval-valued objective function (Q2432881)

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scientific article; zbMATH DE number 5067640
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    The Karush--Kuhn--Tucker optimality conditions in an optimization problem with interval-valued objective function
    scientific article; zbMATH DE number 5067640

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      The Karush--Kuhn--Tucker optimality conditions in an optimization problem with interval-valued objective function (English)
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      25 October 2006
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      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.
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      Hausdorff metric
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      Hukuhara difference
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      H-differentiability
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      interval-valued function
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      KKT optimality conditions
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