Abstract
In this paper, we study the Karush–Kuhn–Tucker optimality conditions in a class of nonconvex optimization problems with an interval-valued objective function. Firstly, the concepts of preinvexity and invexity are extended to interval-valued functions. Secondly, several properties of interval-valued preinvex and invex functions are investigated. Thirdly, the KKT optimality conditions are derived for LU-preinvex and invex optimization problems with an interval-valued objective function under the conditions of weakly continuous differentiablity and Hukuhara differentiablity. Finally, the relationships between a class of variational-like inequalities and the interval-valued optimization problems are established.
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This work is supported by the National Natural Science Foundation of China (Grant No.60974082), and the Science Plan Foundation of the Education Bureau of Shaanxi Province (Nos. 11JK1051, 2010JK835).
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Zhang, J., Liu, S., Li, L. et al. The KKT optimality conditions in a class of generalized convex optimization problems with an interval-valued objective function. Optim Lett 8, 607–631 (2014). https://doi.org/10.1007/s11590-012-0601-6
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DOI: https://doi.org/10.1007/s11590-012-0601-6