The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions

被引：128
|
作者：
Wu, Hsien-Chung [1 ]
机构：
[1] Natl Kaohsiung Normal Univ, Dept Math, Kaohsiung 802, Taiwan
来源：
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 2009年 / 196卷 / 01期
关键词：
Hausdorff metric; Hukuhara difference; H-Differentiability; Interval-valued function; KKT condition; Pareto optimal Solution; PORTFOLIO SELECTION PROBLEM; SET-INCLUSIVE CONSTRAINTS; INEXACT LINEAR-PROGRAMS; DUALITY-THEORY; COEFFICIENTS; OPTIMIZATION;
D O I：
10.1016/j.ejor.2008.03.012
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
The KKT conditions in multiobjective programming problems with interval-valued objective functions are derived in this paper. Many concepts of Pareto optimal solutions are proposed by considering two orderings on the class of all closed intervals. In order to consider the differentiation of an interval-valued function, we invoke the Hausdorff metric to define the distance between two closed intervals and the Hukuhara difference to define the difference of two closed intervals. Under these settings, we are able to consider the continuity and differentiability of an interval-valued function. The KKT optimality conditions can then be naturally elicited. (C) 2008 Elsevier B.V. All rights reserved.
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页码：49 / 60
页数：12
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