Multi-objective optimization problem with bounded parameters

DOI10.1051/RO/2014023MaRDI QIDQ2928430zbMATH OpenOpenAlexFDO

Authors Ajay Kumar Bhurjee, Geetanjali Panda

Publication date 7 November 2014

Published in RAIRO. Operations Research (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=RO_2014__48_4_545_0/

zbMATH Keywords

efficient solutioninterval parametersinterval-valued convex functionnonlinear multi-objective optimization problemsoptimality condition

Mathematics Subject Classification ID

Convex programming (90C25) Multi-objective and goal programming (90C29) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)

Review text

This paper considers a nonlinear multi-objective optimization problem, where the parameters are not fixed but there are given lower and upper bounds for them. After presenting an introductory example of a portfolio management problem and giving some preliminaries, the major section presents results on the existence of efficient solutions. They are obtained by using the concept of convexity and differentiability of a general interval-valued function and sufficient optimality conditions both with and without using the derivative are derived, where a transformation of the original problem to a deterministic form of the problem is used. Finally, two numerical examples illustrate the results obtained in this paper.

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