A Sequential Algorithm to Solve gH-Differentiable Interval Optimization Problems

Abstract

The purpose of the presented work is to develop a novel methodology to obtain efficient solutions to interval valued optimization problems in which the objective function satisfies second order modified gH-differentiability conditions. Modified gH-differentiability conditions have been proposed and analysed. The sequential algorithm to solve interval optimization problem is proposed. Convergence results are established. The proposed model has been illustrated through suitable examples.