An approach for solving interval optimization problems

Abstract

This work considers an optimization problem where the objective function possesses interval uncertainty in the coefficients. In this sense, first, an order relation will be defined for the interval space and, from this, it will be defined a solution concept for the interval problem in question. Subsequently, it will be shown that an interval problem is equivalent to a bi-objective problem. Finally, it will be established the necessary conditions of Fritz John and Karush-Kuhn-Tucker types for the interval-valued optimization problem.