KKT OPTIMALITY CONDITIONS FOR INTERVAL VALUED OPTIMIZATION PROBLEMS

Authors

  • DEEPAK SINGH Department of Applied Sciences, NITTTR (under Ministry of HRD, Govt. of India), Bhopal, M.P., India
  • BILAL AHMAD DAR Department of Mathematics, Rajiv Gandhi Proudyogiki Vishwavidyalaya (state technological university of M.P.), Bhopal, M.P., India
  • ANIL GOYAL Department of Mathematics, Rajiv Gandhi Proudyogiki Vishwavidyalaya (state technological university of M.P.), Bhopal, M.P., India

Keywords:

Interval valued functions, weak differentiability, KKT-optimality conditions, Type-I and Type-II solutions

Abstract

In the present paper we study the class of convex optimization problems in uncertain environment. The objective and constraint functions are assumed to be interval valued. Solution concepts are proposed under two order relations on the set of all closed intervals. Weakly continuously differentiability is employed in order to derive necessary and sufficient conditions for KKT optimality conditions. These theoretical developments are illustrated through a numerical example

Author Biography

BILAL AHMAD DAR, Department of Mathematics, Rajiv Gandhi Proudyogiki Vishwavidyalaya (state technological university of M.P.), Bhopal, M.P., India

Research Scholar

Additional Files

Published

05/22/2014

Issue

Section

Research Articles