nonlinear multi-objective optimization problems
Multi-objective optimization problem with bounded parameters
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.
scientific article; zbMATH DE number 6366728