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, Volume 53, Issue 3, pp 648–665 | Cite as

A Newton method for capturing efficient solutions of interval optimization problems

  • Debdas GhoshEmail author
Theoretical Article

Abstract

In this article, we propose a Newton method to obtain an efficient solution for interval optimization problems. In the concept of an efficient solution of the problem, a suitable partial ordering for a pair of intervals is used. The notion of generalized Hukuhara difference of intervals, and hence, the generalized Hukuhara differentiability of multi-variable interval-valued functions is analyzed to develop the proposed method. The objective function in the problem is assumed to be twice continuously generalized Hukuhara differentiable. Under this hypothesis, it is shown that the method has a local quadratic rate of convergence. In order to improve the local convergence of the method to a global convergence, an updated Newton method is also proposed. The sequential algorithms and the convergence results of the proposed methods are demonstrated. The methodologies are illustrated with suitable numerical examples.

Keywords

Interval optimization Interval-valued function Efficient solution gH-differentiability Newton method 

Notes

Acknowledgments

The author gratefully acknowledges the financial support through Research Initiation Grant and through Outstanding Potential for Excellence in Research and Academics Award 2014, BITS Pilani, Hyderabad Campus, India.

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Copyright information

© Operational Research Society of India 2016

Authors and Affiliations

  1. 1.Department of MathematicsBirla Institute of Technology and Science—PilaniTelenganaIndia

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