A saddle point characterization of efficient solutions for interval optimization problems
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Cited in
(15)- Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems
- An efficient solution of nonlinear enhanced interval optimization problems and its application to portfolio optimization
- Generalized Hukuhara-Clarke derivative of interval-valued functions and its properties
- Characterization results of solutions in interval-valued optimization problems with mixed constraints
- A variable and a fixed ordering of intervals and their application in optimization with interval-valued functions
- Solving interval quadratic programming problems by using the numerical method and swarm algorithms
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- Optimality, duality and saddle point analysis for interval-valued nondifferentiable multiobjective fractional programming problems
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- Interval variational inequalities and their relationship with interval optimization problems
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- Semi-infinite interval-valued optimization problems with robust constraints
- Optimality conditions for non-smooth interval-valued optimization problems with robust constraints
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