Abstract
This work considers an optimization problem where the objective function possesses interval uncertainty in the coefficients. In this sense, first, an order relation will be defined for the interval space and, from this, it will be defined a solution concept for the interval problem in question. Subsequently, it will be shown that an interval problem is equivalent to a bi-objective problem. Finally, it will be established the necessary conditions of Fritz John and Karush-Kuhn-Tucker types for the interval-valued optimization problem.
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The authors are thankful with the UNESP, CAPES, CBSF and NAFIPS for let them to present and develop this work.
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Villanueva, F.R., de Oliveira, V.A. (2018). An Approach for Solving Interval Optimization Problems. 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_43
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DOI: https://doi.org/10.1007/978-3-319-95312-0_43
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