Some Optimality Criteria of Interval Programming Problems
Küçük Resim Yok
Tarih
2021
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Springernature
Erişim Hakkı
info:eu-repo/semantics/closedAccess
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.
Açıklama
Anahtar Kelimeler
Interval programming problem, Scalarization, Vectorization, Optimality criteria
Kaynak
Bulletin of the Malaysian Mathematical Sciences Society
WoS Q Değeri
Q1
Scopus Q Değeri
Q2
Cilt
44
Sayı
3
