Differentiability of Interval Valued Function and Its Application in Interval Valued Programming |
Received:February 20, 2019 Revised:April 21, 2020 |
Key Words:
interval-valued function $D$-differentiability interval-valued programming KKT optimal condition
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Fund Project:Supported by the National Natural Science Fund of China (Grant No.11461052) and the Natural Science Foundation of Inner Mongolia (Grant No.2018MS01010). |
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Abstract: |
In this paper, the differentiability of interval valued function is discussed by using the idea of total differential of real valued function, the concept of $D$-differentiability of interval valued function is established and some basic properties are given. By discussing the optimality condition of unconstrained interval programming, the necessary conditions for obtaining the optimal solution of a class of constrained interval valued programming with real valued function constraints are given. Meanwhile, the sufficient conditions for obtaining the optimal solution are given for the convex interval value programming problem with real value function constraints. |
Citation: |
DOI:10.3770/j.issn:2095-2651.2020.04.009 |
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