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Characterizations and Generating Efficient Solutions to Interval Optimization Problems

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Optimization, Variational Analysis and Applications (IFSOVAA 2020)

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 355))

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Abstract

In this study, we propose a method to obtain complete efficient solution sets of the optimization problems with interval-valued functions. The proposed method is based on the cone method for multiobjective optimization problems. Toward developing the method, a bi-objective characterization of efficient solutions to the problem under consideration is reported. In addition, we provide a saddle point characterization of efficient solutions to the problem with the help of a newly defined Lagrangian function. Finally, we provide an algorithmic implementation of the proposed method and support it with two numerical examples.

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Abbreviations

IVF:

Interval-valued function

IOP:

Interval optimization problem

ES:

Efficient solution

NS:

Nondominated solution

POS:

Pareto optimal solution

SP:

Saddle point

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Acknowledgements

The authors extend a sincere thanks to the reviewers for their valuable comments. Financial support through Early Career Research Award (ECR/2015/000467), Science and Engineering Research Board, Government of India, is gratefully acknowledged.

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Correspondence to Debdas Ghosh .

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Debnath, A.K., Ghosh, D. (2021). Characterizations and Generating Efficient Solutions to Interval Optimization Problems. In: Laha, V., Maréchal, P., Mishra, S.K. (eds) Optimization, Variational Analysis and Applications. IFSOVAA 2020. Springer Proceedings in Mathematics & Statistics, vol 355. Springer, Singapore. https://doi.org/10.1007/978-981-16-1819-2_7

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