Optimality conditions of type KKT for optimization problem with interval-valued objective function via generalized derivative

Authors:
Y. Chalco-Cano;W. A. Lodwick;A. Rufian-Lizana
Affiliations:
Instituto de Alta Investigación, Universidad de Tarapacá, Arica, Chile;Department of Mathematical and Statistical Sciences, University of Colorado, Denver, USA 80217;Dpto. de Estadística e I.O., Universidad de Sevilla, Sevilla, Spain 41012
Venue:
Fuzzy Optimization and Decision Making
Year:
2013

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Abstract

This paper addresses the optimization problems with interval-valued objective function. For this we consider two types of order relation on the interval space. For each order relation, we obtain KKT conditions using of the concept of generalized Hukuhara derivative ($$gH$$-derivative) for interval-valued functions. The $$gH$$-derivative is a concept more general of derivative for this class of functions than other concepts of derivative. We make some comparison with previous result given by other authors and we show some advantages of our result.