Some Optimality Criteria of Interval Programming Problems


Karaman E.

Bulletin Of The Malaysian Mathematical Sciences Society, cilt.0, no.0, 2020 (SCI Expanded İndekslerine Giren Dergi)

  • Cilt numarası: 0 Konu: 0
  • Basım Tarihi: 2020
  • Doi Numarası: 10.1007/s40840-020-01012-8
  • Dergi Adı: Bulletin Of The Malaysian Mathematical Sciences Society

Özet

In this work, interval programming problems are considered for financial investment and optimality criteria. An order relation, defined by Ishibuchi and Tanaka for maximization problems, is used to obtain the solution of the problems. A real-life example, related to investment, and its solution are given. Necessary and sufficient optimality criteria including weak and strongly solution for interval programming problems are introduced via basic calculus rule, scalarization, and vectorization.