Optimal value bounds in nonlinear programming with interval data
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Publication:636005
DOI10.1007/S11750-009-0099-YzbMATH Open1225.90127OpenAlexW2119289347MaRDI QIDQ636005FDOQ636005
Publication date: 25 August 2011
Published in: Top (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11750-009-0099-y
Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
Cites Work
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Cited In (34)
- Solving interval quadratic programming problems by using the numerical method and swarm algorithms
- Checking strong optimality of interval linear programming with inequality constraints and nonnegative constraints
- Interval convex quadratic programming problems in a general form
- Some results on the upper bound of optimal values in interval convex quadratic programming
- A new multi-section based technique for constrained optimization problems with interval-valued objective function
- A mathematical programming approach to sample coefficient of variation with interval-valued observations
- An efficient solution of nonlinear enhanced interval optimization problems and its application to portfolio optimization
- Linear bilevel programming with interval coefficients
- A cutting plane method for bilevel linear programming with interval coefficients
- \(\chi\)-optimal solution of single objective nonlinear optimization problem with uncertain parameters
- Solving nonlinear interval optimization problem using stochastic programming technique
- Checking weak and strong optimality of the solution to interval convex quadratic program
- Optimal value bounds in interval fractional linear programming and revenue efficiency measuring
- Efficient solution of interval optimization problem
- Checking weak and strong optimality of the solution to interval convex quadratic programming in a general form
- An alternative optimization technique for interval objective constrained optimization problems via multiobjective programming
- Gradient-based descent linesearch to solve interval-valued optimization problems under gH-differentiability with application to finance
- Interval quadratic programming for day-ahead dispatch of uncertain predicted demand
- MULTI-OBJECTIVE GEOMETRIC PROGRAMMING WITH VARYING PARAMETERS: APPLICATION IN WASTE WATER TREATMENT SYSTEM
- New method for computing the upper bound of optimal value in interval quadratic program
- Strong optimal solutions of interval linear programming
- Checking weak optimality of the solution to linear programming with interval right-hand side
- Some properties of the lower bound of optimal values in interval convex quadratic programming
- Inverse optimization: towards the optimal parameter set of inverse LP with interval coefficients
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- Necessary and sufficient conditions for unified optimality of interval linear program in the general form
- On interval-valued pseudolinear functions and interval-valued pseudolinear optimization problems
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- Compromising solution of geometric programming problem with bounded parameters
- Exactness property of the exact absolute value penalty function method for solving convex nondifferentiable interval-valued optimization problems
- Strong solvability of restricted interval systems and its applications in quadratic and geometric programming
- An exact \(l_1\) penalty approach for interval-valued programming problem
- EA solutions and EA solvability to general interval linear systems
- Necessary and sufficient conditions of some strong optimal solutions to the interval linear programming
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