Multi-objective optimization problem with bounded parameters (Q2928430)
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scientific article; zbMATH DE number 6366728
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-objective optimization problem with bounded parameters |
scientific article; zbMATH DE number 6366728 |
Statements
7 November 2014
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nonlinear multi-objective optimization problems
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efficient solution
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optimality condition
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interval parameters
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interval-valued convex function
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Multi-objective optimization problem with bounded parameters (English)
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This paper considers a nonlinear multi-objective optimization problem, where the parameters are not fixed but there are given lower and upper bounds for them. After presenting an introductory example of a portfolio management problem and giving some preliminaries, the major section presents results on the existence of efficient solutions. They are obtained by using the concept of convexity and differentiability of a general interval-valued function and sufficient optimality conditions both with and without using the derivative are derived, where a transformation of the original problem to a deterministic form of the problem is used. Finally, two numerical examples illustrate the results obtained in this paper.
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