Multi-objective optimization problem with bounded parameters
type: Item
instance of: scholarly article
zbMATH Open document ID: 1342.90174
author: Ajay Kumar Bhurjee
author: Geetanjali Panda
publication date: 2014-11-07T00:00:00Z
full work available at URL: http://www.numdam.org/item
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 90C46
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C25
zbMATH DE Number: 6366728
zbMATH Keywords: nonlinear multi-objective optimization problems
zbMATH Keywords: efficient solution
zbMATH Keywords: optimality condition
zbMATH Keywords: interval parameters
zbMATH Keywords: interval-valued convex function
MaRDI profile type: Publication
OpenAlex ID: W2109879716
DOI: 10.1051/RO/2014023
title: Multi-objective optimization problem with bounded parameters
published in: RAIRO. Operations Research
review text: 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.
reviewed by: Frank Werner
description: scientific article; zbMATH DE number 6366728