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The Karush–Kuhn–Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Introduction to Stochastic Programming
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Introduction to Stochastic Programming
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Minimax regret solution to linear programming problems with an interval objective function
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Multiobjective programming in optimization of interval objective functions — A generalized approach
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Introduction to Interval Computation
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The Karush–Kuhn–Tucker optimality conditions in an optimization problem with interval-valued objective function
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Multiple objective linear programming models with interval coefficients – an illustrated overview
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Linear Programming with Interval Coefficients
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An Interactive Method To Multiobjective Linear Programming Problems With Interval Coefficients
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Algorithms for Linear Programming Problems with Interval Objective Function Coefficients
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Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
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An Algorithm for Solving Interval Linear Programming Problems
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Technical Note—Constraint Qualifications for Inexact Linear Programs
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Technical Note—Duality Theory for Generalized Linear Programs with Computational Methods
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Weak Sharp Minima for Interval-Valued Functions and its Primal-Dual Characterizations Using Generalized Hukuhara Subdifferentiability
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Optimality conditions and duality relations in nonsmooth fractional interval-valued multiobjective optimization
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Karush-Kuhn-Tucker optimality conditions and duality for a semi-infinite programming with multiple interval-valued objective functions
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Optimality conditions and duality for E-differentiable semi-infinite programming with multiple interval-valued objective functions under generalized E-convexity
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Sufficiency and Duality for Interval-Valued Optimization Problems with Vanishing Constraints Using Weak Constraint Qualifications
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Lagrange Duality and Saddle-Point Optimality Conditions for Nonsmooth Interval-Valued Multiobjective Semi-Infinite Programming Problems with Vanishing Constraints
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Connections between Some Extremization Problems and Associated Inequalities
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Characterization Results of Extremization Models with Interval Values
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Robust Nonsmooth Interval-Valued Optimization Problems Involving Uncertainty Constraints
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The $ F $-objective function method for differentiable interval-valued vector optimization problems
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Interval optimization problems for financial investment and its real-world applications
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A New Interval Comparison Relation and Application in Interval Number Programming for Uncertain Problems
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APPROXIMATE SOLUTIONS OF INTERVAL-VALUED OPTIMIZATION PROBLEMS
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