Journal
SOFT COMPUTING
Volume 25, Issue 7, Pages 5423-5436Publisher
SPRINGER
DOI: 10.1007/s00500-020-05541-z
Keywords
Nonlinear optimization problem; Interval valued function; Interval optimization problem; Efficient solution; Portfolio selection problem
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Funding
- Center for Theoretical Studies, Indian Institute of Technology Kharagpur
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This article focuses on the nonlinear enhanced interval optimization problem and presents a methodology for determining efficient solutions. The theoretical justification for the existence of solutions is discussed, and numerical examples are provided to support the theoretical development.
A general optimization problem whose parameters and decision variables are intervals, is known as an enhanced interval optimization problem. This article has focused on nonlinear enhanced interval optimization problem. Here, a methodology is derived to determine the efficient solutions of this problem. Theoretical justification for the existence of the solution to this problem is discussed. In this process, the original problem is transformed into a deterministic form, which is free from interval uncertainty. Relation between the solution of the original problem and the corresponding deterministic problem is established. Furthermore, numerical examples are provided to support the theoretical development.
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