LR-optimal solution of nonlinear optimisation problem with varying parameters

Mrinal Jana and Geetanjali Panda

International Journal of Operational Research, 2018, vol. 33, issue 4, 431-445

Abstract: In this paper, a nonlinear optimisation problem is studied in uncertain environment. The objective function and constraints of this problem are interval valued functions. The solution of the problem is defined with respect to LR-partial order relation, and methodology is developed to derive these solutions. The proposed methodology is illustrated through numerical examples. A possible application of the optimisation model in finance is described at the end.

Keywords: nonlinear optimisation problem; interval analysis; interval valued function; partial order relation; decision-making problem. (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:ids:ijores:v:33:y:2018:i:4:p:431-445

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