scholarly journals Interval-Valued Optimization Problems Involvingα,ρ-Right Upper-Dini-Derivative Functions

2014 ◽  
Vol 2014 ◽  
pp. 1-5 ◽  
Author(s):  
Vasile Preda

We consider an interval-valued multiobjective problem. Some necessary and sufficient optimality conditions for weak efficient solutions are established under new generalized convexities with the tool-right upper-Dini-derivative, which is an extension of directional derivative. Also some duality results are proved for Wolfe and Mond-Weir duals.

Filomat ◽  
2013 ◽  
Vol 27 (5) ◽  
pp. 899-908 ◽  
Author(s):  
Dehui Yuan ◽  
Xiaoling Liu

In this paper, we give some new generalized convexities with the tool-right upper-Dini-derivative which is an extension of directional derivative. Next, we establish not only Karush-Kuhn-Tucker necessary but also sufficient optimality conditions for mathematical programming involving new generalized convex functions. In the end, weak, strong and converse duality results are proved to relate weak Pareto (efficient) solutions of the multi-objective programming problems (VP), (MVD) and (MWD).


Author(s):  
Mohsine Jennane ◽  
Lhoussain El Fadil ◽  
El Mostafa Kalmoun

Interval-valued functions have been widely used to accommodate data inexactness in optimization and decision theory. In this paper, we study interval-valued vector optimization problems, and derive their relationships to interval variational inequality problems, of both Stampacchia and Minty types. Using the concept of interval approximate convexity, we establish necessary and sufficient optimality conditions for local strong quasi and approximate $LU$-efficient solutions to nonsmooth optimization problems with interval-valued multiobjective functions.


Author(s):  
Jutamas Kerdkaew ◽  
Rabian Wangkeeree ◽  
Rattanaporn Wangkeereee

AbstractIn this paper, we investigate an uncertain multiobjective optimization problem involving nonsmooth and nonconvex functions. The notion of a (local/global) robust weak sharp efficient solution is introduced. Then, we establish necessary and sufficient optimality conditions for local and/or the robust weak sharp efficient solutions of the considered problem. These optimality conditions are presented in terms of multipliers and Mordukhovich/limiting subdifferentials of the related functions.


Mathematics ◽  
2021 ◽  
Vol 9 (8) ◽  
pp. 894
Author(s):  
Savin Treanţă

The present paper deals with a duality study associated with a new class of multiobjective optimization problems that include the interval-valued components of the ratio vector. More precisely, by using the new notion of (ρ,ψ,d)-quasiinvexity associated with an interval-valued multiple-integral functional, we formulate and prove weak, strong, and converse duality results for the considered class of variational control problems.


Mathematics ◽  
2018 ◽  
Vol 7 (1) ◽  
pp. 12 ◽  
Author(s):  
Xiangkai Sun ◽  
Hongyong Fu ◽  
Jing Zeng

This paper deals with robust quasi approximate optimal solutions for a nonsmooth semi-infinite optimization problems with uncertainty data. By virtue of the epigraphs of the conjugates of the constraint functions, we first introduce a robust type closed convex constraint qualification. Then, by using the robust type closed convex constraint qualification and robust optimization technique, we obtain some necessary and sufficient optimality conditions for robust quasi approximate optimal solution and exact optimal solution of this nonsmooth uncertain semi-infinite optimization problem. Moreover, the obtained results in this paper are applied to a nonsmooth uncertain optimization problem with cone constraints.


2009 ◽  
Vol 19 (1) ◽  
pp. 49-61
Author(s):  
Antoan Bătătorescu ◽  
Miruna Beldiman ◽  
Iulian Antonescu ◽  
Roxana Ciumara

Necessary and sufficient optimality conditions are established for a class of nondifferentiable minimax fractional programming problems with square root terms. Subsequently, we apply the optimality conditions to formulate a parametric dual problem and we prove some duality results.


Author(s):  
Christodoulos A. Floudas

This chapter discusses the fundamentals of nonlinear optimization. Section 3.1 focuses on optimality conditions for unconstrained nonlinear optimization. Section 3.2 presents the first-order and second-order optimality conditions for constrained nonlinear optimization problems. This section presents the formulation and basic definitions of unconstrained nonlinear optimization along with the necessary, sufficient, and necessary and sufficient optimality conditions. An unconstrained nonlinear optimization problem deals with the search for a minimum of a nonlinear function f(x) of n real variables x = (x1, x2 , . . . , xn and is denoted as Each of the n nonlinear variables x1, x2 , . . . , xn are allowed to take any value from - ∞ to + ∞. Unconstrained nonlinear optimization problems arise in several science and engineering applications ranging from simultaneous solution of nonlinear equations (e.g., chemical phase equilibrium) to parameter estimation and identification problems (e.g., nonlinear least squares).


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