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Approximate solutions of interval-valued optimization problems (2012.02683v1)
Published 4 Dec 2020 in math.OC
Abstract: This paper deals with approximate solutions of an optimization problem with interval-valued objective function. Four types of approximate solution concepts of the problem are proposed by considering the partial ordering $LU$ on the set of all closed and bounded intervals. We show that these solutions exist under very weak conditions. Under suitable constraint qualifications, we derive Karush--Kuhn--Tucker necessary and sufficient optimality conditions for convex interval-valued optimization problems.
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