APPROXIMATE SOLUTIONS OF INTERVAL-VALUED OPTIMIZATION PROBLEMS
Keywords:
Interval-valued optimization, Approximate solutions, Existence theoremS, KKT optimality conditionsAbstract
This paper deals with approximate solutions of an optimization problem with interval-valued ob- jective function. Four types of approximate solution concepts of the problem are proposed by considering the partial ordering LU on the set of all closed and bounded intervals. We show that these solutions exist under very weak conditions. Under suitable constraint qualifications, we de-
rive Karush–Kuhn–Tucker necessary and sufficient optimality conditions for convex interval-valued optimization problems.
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