Abstract

In this paper, we present the gH-symmetrical derivative of interval-valued functions and its properties. In application, we apply this new derivative to investigate the Karush–Kuhn–Tucker (KKT) conditions of interval-valued optimization problems. Meanwhile, some examples are worked out to illuminate the obtained results.

Highlights

  • In modern times, the optimization problems with uncertainty have received considerable attention and have great value in economic and control fields (e.g., [1,2,3,4])

  • We defined the gH-symmetrical derivative of interval-valued functions, which is more general than the gH-derivative

  • The symmetric gradient of interval functions is more general and it is more robust for optimization problems

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Summary

Introduction

The optimization problems with uncertainty have received considerable attention and have great value in economic and control fields (e.g., [1,2,3,4]). The importance of derivatives in nonlinear interval-valued optimization problems can not be ignored. Toward this end, Wu [16,17,18]. According to the results given by Chalco-Cano [19], the gH-differentiability was extended to learn interval-valued KKT optimality conditions. Motivated by Wu [17] and Chalco-Cano [19], we introduce the gH-symmetrical derivative which is more general than the gH-derivative Based on this derivative and its properties, we give KKT optimality conditions for interval-valued optimization problems.

Preliminaries
Main Results
Mathematical Programming Applications
Conclusions and Further Research
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