The KKT optimality conditions for optimization problem with interval-valued objective function on Hadamard manifolds

被引:20
|
作者
Chen, Sheng-lan [1 ]
机构
[1] Chongqing Univ Posts & Telecommun, Key Lab Intelligent Anal & Decis Complex Syst, Sch Sci, Chongqing, Peoples R China
关键词
gH-directional differentiability; interval-valued function; convex and pseudoconvex function; KKT optimality conditions; Hadamard manifold; PORTFOLIO OPTIMIZATION; VECTOR-FIELDS; DUALITY; MONOTONE;
D O I
10.1080/02331934.2020.1810248
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we study the Karush-Kuhn-Tucker optimality conditions in an optimization problem with interval-valued objective function on Hadamard manifolds. ThegH-directional differentiability for interval-valued function is defined by using the generalized Hukuhara difference. The concepts of interval-valued convexity and pseudoconvexity are introduced on Hadamard manifolds, and several properties involving such functions are also given. Under these settings, we derive the KKT optimality conditions and give a numerical example to show that the results obtained in this paper are more general than the corresponding conclusions of Wu [The Karush-Kuhn-Tucker optimality conditions in an optimization problem with interval-valued objective function. Eur J Oper Res. 2007;176:46-59] in solving the optimization problem with interval-valued objective function.
引用
收藏
页码:613 / 632
页数:20
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