A saddle point characterization of efficient solutions for interval optimization problems
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Publication:1786949
DOI10.1007/S12190-017-1140-1zbMATH Open1401.90218OpenAlexW2766367445MaRDI QIDQ1786949FDOQ1786949
Authors: Debdulal Ghosh, Debdas Ghosh, Sushil Kumar Bhuiya, Lakshmi Kanta Patra 
Publication date: 25 September 2018
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12190-017-1140-1
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Cites Work
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Cited In (13)
- Solving interval quadratic programming problems by using the numerical method and swarm algorithms
- Generalized-Hukuhara subdifferential analysis and its application in nonconvex composite interval optimization problems
- Generalized Hukuhara Gâteaux and Fréchet derivatives of interval-valued functions and their application in optimization with interval-valued functions
- An efficient solution of nonlinear enhanced interval optimization problems and its application to portfolio optimization
- Characterization results of solutions in interval-valued optimization problems with mixed constraints
- Generalized Hukuhara-Clarke derivative of interval-valued functions and its properties
- Optimality, duality and saddle point analysis for interval-valued nondifferentiable multiobjective fractional programming problems
- Generalized Hukuhara global subdifferentiability in interval optimization problems
- Ekeland's variational principle for interval-valued functions
- Saddle-point optimality criteria involving (p, b, d)-invexity and (p, b, d)-pseudoinvexity in interval-valued optimisation problems
- Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems
- Interval variational inequalities and their relationship with interval optimization problems
- A variable and a fixed ordering of intervals and their application in optimization with interval-valued functions
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