Gradient-based descent linesearch to solve interval-valued optimization problems under gH-differentiability with application to finance

DOI10.1016/j.cam.2023.115402OpenAlexW4381331453MaRDI QIDQ6073192

Geetanjali Panda, Priyanka Roy, Dong Qiu

Publication date: 15 September 2023

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2023.115402

zbMATH Keywords

generalized Hukuhara differentiabilityinterval optimizationinterval-valued functionlinesearch method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) General methods in interval analysis (65G40)

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