Abstract
This article is devoted to obtaining necessary optimality conditions for optimization problems with interval-valued objective and interval inequality constraints. These objective and constraint functions are obtained from continuous functions by using constrained interval arithmetic. We give a concept of derivative for this class of interval-valued functions and we find necessary conditions based on Karush-Kunh-Tucker theorem in their interval version. We present an example to illustrate our results.
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Maqui-Huamán, G.G., Silva, G., Leal, U. (2018). Necessary Optimality Conditions for Interval Optimization Problems with Inequality Constraints Using Constrained Interval Arithmetic. In: Barreto, G., Coelho, R. (eds) Fuzzy Information Processing. NAFIPS 2018. Communications in Computer and Information Science, vol 831. Springer, Cham. https://doi.org/10.1007/978-3-319-95312-0_38
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DOI: https://doi.org/10.1007/978-3-319-95312-0_38
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