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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… Click to show full 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:
methodology;
nonlinear optimisation;
solution;
optimisation problem;
problem
Journal Title: International Journal of Operational Research
Year Published: 2018
Link to full text (if available)
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Journal Title: International Journal of Operational Research
Year Published: 2018
Link to full text (if available)
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recommendations!