Efficient solution of interval optimization problem
From MaRDI portal
Publication:1935954
DOI10.1007/s00186-012-0399-0zbMath1258.49018OpenAlexW2073833672MaRDI QIDQ1935954
Geetanjali Panda, Ajay Kumar Bhurjee
Publication date: 20 February 2013
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-012-0399-0
efficient solutioninterval matrixinterval optimizationinterval-valued functioninterval-valued convex quadratic programming problem
Convex programming (90C25) Set-valued and variational analysis (49J53) Optimization of shapes other than minimal surfaces (49Q10)
Related Items (50)
Inverse optimization: towards the optimal parameter set of inverse LP with interval coefficients ⋮ An exact \(l_1\) penalty approach for interval-valued programming problem ⋮ Nash Equilibrium Points for Generalized Matrix Game Model with Interval Payoffs ⋮ Interval linear fractional programming: optimal value range of the objective function ⋮ Efficient solutions of interval programming problems with inexact parameters and second order cone constraints ⋮ Optimality conditions and duality results for non-differentiable interval optimization problems ⋮ Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis ⋮ Multi-objective enhanced interval optimization problem ⋮ Sufficient optimality conditions and duality theory for interval optimization problem ⋮ Generalized Hukuhara Gâteaux and Fréchet derivatives of interval-valued functions and their application in optimization with interval-valued functions ⋮ On fuzzy portfolio selection problems: a parametric representation approach ⋮ The \(F\)-objective function method for differentiable interval-valued vector optimization problems ⋮ Numerical solution of an obstacle problem with interval coefficients ⋮ Quasi-Newton algorithms for solving interval-valued multiobjective optimization problems by using their certain equivalence ⋮ Interval optimization problems for financial investment and its real-world applications ⋮ Gradient-based descent linesearch to solve interval-valued optimization problems under gH-differentiability with application to finance ⋮ Fréchet subdifferential calculus for interval-valued functions and its applications in nonsmooth interval optimization ⋮ Interval variational inequalities and their relationship with interval optimization problems ⋮ Optimality conditions for nonlinear optimization problems with interval-valued objective function in admissible orders ⋮ Compromising solution of geometric programming problem with bounded parameters ⋮ Optimality conditions for a class ofE-differentiable vector optimization problems with interval-valued objective functions underE-invexity ⋮ Newton's method for interval-valued multiobjective optimization problem ⋮ On interval-valued optimization problems with generalized invex functions ⋮ Solving interval quadratic programming problems by using the numerical method and swarm algorithms ⋮ Solving the interval-valued optimization problems based on the concept of null set ⋮ An alternative optimization technique for interval objective constrained optimization problems via multiobjective programming ⋮ Extended Karush-Kuhn-Tucker condition for constrained interval optimization problems and its application in support vector machines ⋮ Expansion of Function with Uncertain Parameters in Higher Dimension ⋮ On interval-valued pseudolinear functions and interval-valued pseudolinear optimization problems ⋮ Nonsmooth interval-valued optimization and saddle-point optimality criteria ⋮ Optimality conditions for \(E\)-differentiable vector optimization problems with the multiple interval-valued objective function ⋮ Newton method to obtain efficient solutions of the optimization problems with interval-valued objective functions ⋮ Unnamed Item ⋮ Unnamed Item ⋮ A Newton method for capturing efficient solutions of interval optimization problems ⋮ Solution of quadratic programming with interval variables using a two-level programming approach ⋮ A cutting plane method for bilevel linear programming with interval coefficients ⋮ Some optimality criteria of interval programming problems ⋮ A saddle point characterization of efficient solutions for interval optimization problems ⋮ \(\chi\)-optimal solution of single objective nonlinear optimization problem with uncertain parameters ⋮ Solving nonlinear interval optimization problem using stochastic programming technique ⋮ A quasi-Newton method with rank-two update to solve interval optimization problems ⋮ Relationships between interval-valued vector optimization problems and vector variational inequalities ⋮ Sufficiency and duality in non-smooth interval valued programming problems ⋮ Optimality conditions for interval-valued univex programming ⋮ Hermite-Hadamard-type inequalities for interval-valued preinvex functions via Riemann-Liouville fractional integrals ⋮ Sufficient optimality criteria for optimization problem involving pseudoconvex interval objective function ⋮ MULTI-OBJECTIVE GEOMETRIC PROGRAMMING WITH VARYING PARAMETERS: APPLICATION IN WASTE WATER TREATMENT SYSTEM ⋮ An efficient solution of nonlinear enhanced interval optimization problems and its application to portfolio optimization ⋮ Multi-objective interval fractional programming problems: an approach for obtaining efficient solutions
Cites Work
- Unnamed Item
- On sufficiency and duality for a class of interval-valued programming problems
- Optimal value bounds in nonlinear programming with interval data
- Robust duality for fractional programming problems with constraint-wise data uncertainty
- A novel approach in uncertain programing. I: New arithmetic and order relation for interval numbers
- A novel approach in uncertain programming. II: A class of constrained nonlinear programming problems with interval objective functions
- Numerical solution method for general interval quadratic programming
- Duality theory for optimization problems with interval-valued objective functions
- Calculus for interval functions of a real variable
- Nonlinear optimization under interval uncertainty
- A numerical solution method to interval quadratic programming
- A nonlinear interval number programming method for uncertain optimization problems
- On interval-valued nonlinear programming problems
- Multiobjective programming in optimization of the interval objective function
- Interval Methods for Systems of Equations
- Positive Definiteness and Stability of Interval Matrices
This page was built for publication: Efficient solution of interval optimization problem