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Gradient Based Line Search Scheme for Interval Optimization Problem

Priyanka Roy (proy180192***at***gmail.com)
Geetanjali Panda (geetanjali***at***maths.iitkgp.ernet.in)

Abstract: In this article, the concept of descent direction and inexact line search iterative scheme for a general optimization problem with interval parameters are developed. Convergence of the scheme is proved. The theoretical developments are implemented with a set of test problems in different dimensions.

Keywords: Interval function gH-differentiability interval optimization efficient solution line search method

Category 1: Convex and Nonsmooth Optimization (Nonsmooth Optimization )

Category 2: Nonlinear Optimization


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Entry Submitted: 07/23/2019
Entry Accepted: 07/23/2019
Entry Last Modified: 07/23/2019

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