An exact \(l_1\) penalty approach for interval-valued programming problem
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Publication:2361583
DOI10.1007/s40305-016-0120-8zbMath1365.90216OpenAlexW2322172784MaRDI QIDQ2361583
Anurag Jayswal, Jonaki Banerjee
Publication date: 30 June 2017
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40305-016-0120-8
convexityoptimality conditionssaddle-pointsinterval-valued programmingLU optimalexact \(l_1\) penalty method
Related Items (7)
Interval-valued programming problem with infinite constraints ⋮ G-penalty approach for multi-dimensional control optimisation problem with nonlinear dynamical system ⋮ On nondifferentiable semi-infinite multiobjective programming with interval-valued functions ⋮ Exactness property of the exact absolute value penalty function method for solving convex nondifferentiable interval-valued optimization problems ⋮ Saddle point criteria for multi-dimensional control optimisation problem involving first-order PDE constraints ⋮ An exact \(l_1\) penalty function method for multi-dimensional first-order PDE constrained control optimization problem ⋮ Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems
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