Existence of solution of constrained interval optimization problems with regularity concept
RAIRO. Operations Research, Tome 55 (2021), pp. S1997-S2011

Objective of this article is to study the conditions for the existence of efficient solution of interval optimization problem with inequality constraints. Here the active constraints are considered in inclusion form. The regularity condition for the existence of the Karush–Kuhn–Tucker point is derived. This condition depends on the interval-valued gradient function of active constraints. These are new concepts in the literature of interval optimization. gH-differentiability is used for the theoretical developments. gH-pseudo convexity for interval valued constrained optimization problems is introduced to study the sufficient conditions. Theoretical developments are verified through numerical examples.

DOI : 10.1051/ro/2020060
Classification : 90C30, 49M05, 65G30
Keywords: Interval valued function, interval optimization, generalized Hukuhara differentiability, Fritz-John conditions, Karush–Kuhn–Tucker conditions 
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     author = {Roy, Priyanka and Panda, Geetanjali},
     title = {Existence of solution of constrained interval optimization problems with regularity concept},
     journal = {RAIRO. Operations Research},
     pages = {S1997--S2011},
     year = {2021},
     publisher = {EDP-Sciences},
     volume = {55},
     doi = {10.1051/ro/2020060},
     mrnumber = {4223165},
     zbl = {1475.90107},
     language = {en},
     url = {https://www.numdam.org/articles/10.1051/ro/2020060/}
}
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Roy, Priyanka; Panda, Geetanjali. Existence of solution of constrained interval optimization problems with regularity concept. RAIRO. Operations Research, Tome 55 (2021), pp. S1997-S2011. doi: 10.1051/ro/2020060

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