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Approximate solutions of interval-valued optimization problems

Optimization and Control 2020-12-07 v1

Abstract

This paper deals with approximate solutions of an optimization problem with interval-valued objective function. Four types of approximate solution concepts of the problem are proposed by considering the partial ordering LULU on the set of all closed and bounded intervals. We show that these solutions exist under very weak conditions. Under suitable constraint qualifications, we derive Karush--Kuhn--Tucker necessary and sufficient optimality conditions for convex interval-valued optimization problems.

Keywords

Cite

@article{arxiv.2012.02683,
  title  = {Approximate solutions of interval-valued optimization problems},
  author = {Nguyen Van Tuyen},
  journal= {arXiv preprint arXiv:2012.02683},
  year   = {2020}
}

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16 pages