An efficient solution of nonlinear enhanced interval optimization problems and its application to portfolio optimization
Author:
Publisher
Springer Science and Business Media LLC
Subject
Geometry and Topology,Theoretical Computer Science,Software
Link
http://link.springer.com/content/pdf/10.1007/s00500-020-05541-z.pdf
Reference35 articles.
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4. Bhurjee AK, Panda G (2016) Sufficient optimality conditions and duality theory for interval optimization problem. Ann Oper Res 243(1):335–348
5. Chalco-Cano Y, Lodwick W, Rufian-Lizana A (2013) Optimality conditions of type KKT for optimization problem with interval-valued objective function via generalized derivative. Fuzzy Optim Decis Mak 12(3):305–322
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