On sufficiency and duality for a class of interval-valued programming problems
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- scientific article; zbMATH DE number 592645 (Why is no real title available?)
- A class of possibilistic portfolio selection model with interval coefficients and its application
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- Portfolio selection problem with interval coefficients
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- The Karush--Kuhn--Tucker optimality conditions in an optimization problem with interval-valued objective function
- The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions
Cited in
(52)- On first and second order multiobjective programming with interval-valued objective functions
- On the partial calmness condition for an interval-valued bilevel optimization problem
- Optimality and duality for nonsmooth mathematical programming problems with equilibrium constraints
- The \(F\)-objective function method for differentiable interval-valued vector optimization problems
- Optimality condition and mixed duality for interval-valued optimization
- On optimal control problems with generalized invariant convex interval-valued functionals
- Duality results for interval-valued pseudoconvex optimization problem with equilibrium constraints with applications
- On interval-valued pseudolinear functions and interval-valued pseudolinear optimization problems
- Optimality conditions and duality for interval-valued optimization problems using convexifactors
- Sufficiency and duality for nonsmooth interval-valued optimization problems via generalized invex-infine functions
- Optimality conditions for a class ofE-differentiable vector optimization problems with interval-valued objective functions underE-invexity
- New efficiency conditions for multiobjective interval-valued programming problems
- A note on the paper ``Duality theory for optimization problems with interval-valued objective functions
- Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems
- Fritz John optimality conditions for interval-valued multi-objective functions using gH-symmetrical derivative
- On sufficiency and duality theorems for nonsmooth semi-infinite mathematical programming problem with equilibrium constraints
- Relations between multidimensional interval-valued variational problems and variational inequalities
- Optimality conditions for \(E\)-differentiable vector optimization problems with the multiple interval-valued objective function
- On interval-valued optimization problems with generalized invex functions
- Optimality criteria for fuzzy-valued fractional multi-objective optimization problem
- Applying the concept of null set to solve the fuzzy optimization problems
- Sufficiency and duality in non-smooth interval valued programming problems
- Optimality conditions for generalized differentiable interval-valued functions
- On symmetric gH-derivative: applications to dual interval-valued optimization problems
- Duality theory for a class of interval-valued programming
- Interval-valued programming problem with infinite constraints
- On optimality conditions and duality for non-differentiable interval-valued programming problems with the generalized \((F, \rho)\)-convexity
- Solving the interval-valued optimization problems based on the concept of null set
- Multi-objective geometric programming with varying parameters: application in waste water treatment system
- A quasi-Newton method with rank-two update to solve interval optimization problems
- Sufficient optimality conditions and duality theory for interval optimization problem
- Optimality conditions and duality results for non-differentiable interval optimization problems
- \(\chi\)-optimal solution of single objective nonlinear optimization problem with uncertain parameters
- Solving nonlinear interval optimization problem using stochastic programming technique
- On semidifferentiable interval-valued programming problems
- Solving vector interval-valued optimization problems with infinite interval constraints via integral-type penalty function
- Optimality conditions and duality for arcwise connected interval optimization problems
- Newton method to obtain efficient solutions of the optimization problems with interval-valued objective functions
- KKT optimality conditions in interval valued multiobjective programming with generalized differentiable functions
- Optimality Conditions for E-Convex Interval-Valued Programming Problem Using gH-Symmetrical Derivative
- A Newton method for capturing efficient solutions of interval optimization problems
- Necessary and Sufficient Optimality Conditions for Fractional Interval-Valued Optimization Problems
- The continuous-time problem with interval-valued functions: applications to economic equilibrium
- Nonsmooth interval-valued optimization and saddle-point optimality criteria
- On solving maximum and quickest interval-valued flows over time
- Relationships between interval-valued vector optimization problems and vector variational inequalities
- Duality and saddle-point type optimality for interval-valued programming
- Optimality and duality in constrained interval-valued optimization
- Exactness property of the exact absolute value penalty function method for solving convex nondifferentiable interval-valued optimization problems
- The KKT optimality conditions for optimization problem with interval-valued objective function on Hadamard manifolds
- Efficient solution of interval optimization problem
- Optimality conditions and duality for continuous-time programming with multiple interval-valued objective functions
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