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Applicable Analysis
An International Journal
Volume 103, 2024 - Issue 6
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Research Article

On first and second order multiobjective programming with interval-valued objective functions

Pages 1098-1117 | Published online: 19 Jul 2023
 

Abstract

The growing use of optimization models to help decision making has created a demand for such tools that allow formulating and solving more models of real-world processes and systems related to human activity in which hypotheses are not verify in a way specific for classical optimization. One of the approaches for real-world extremum problems under uncertainty is interval-valued optimization. In this paper, a twice differentiable vector optimization problem with multiple interval-valued objective function and both inequality and equality constraints is considered. In this paper, the first order necessary optimality conditions of Karush-Kuhn-Tucker type are proved for differentiable interval-valued vector optimization problems under the first order constraint qualification. If the interval-valued objective function is assumed to be twice weakly differentiable and constraints functions are assumed to be twice differentiable, then two types of second order necessary optimality conditions under two various constraint qualifications are proved for such smooth interval-valued vector optimization problems. Finally, in order to illustrate the Karush-Kuhn-Tucker type necessary optimality conditions established in the paper, an example of an interval-valued optimization is given.

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Disclosure statement

No potential conflict of interest was reported by the author.

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