Generalizations of nondifferentiable convex functions and some characterizations

In this paper we generalize the convex functions, defining the concept of preconvex function and we study some characterizations by intervals, some characterizations by polytopes, some characterizations by level sets, some properties of the extreme points and some relations whith the convex functions. Also, we define the R-quasiconvex functions as a generalization of the quasiconvex functions, and we study some characterizations by level sets and by separation sets, and some relations with the quasiconvex functions

Semi-infinite interval equilibrium problems: optimality conditions and existence results

This paper aims to obtain new Karush–Kuhn–Tucker optimality conditions for solutions to semi-infinite interval equilibrium problems with interval-valued objective functions. The Karush–Kuhn–Tucker conditions for the semi-infinite interval programming problem are particular cases of those found in this paper for constrained equilibrium problem.We illustrate this with some examples. In addition, we obtain solutions to the interval equilibrium problem in the unconstrained case. The results presented in this paper extend the corresponding results in the literature.The research has been supported by FEDER Andalucía 2014-2020 (UPO-1381297) and by MICIN through grant MCIN/AEI/PID2021-123051NB-100

Second-order optimality conditions for interval-valued functions

This work is included in the search of optimality conditions for solutions to the scalar interval optimization problem, both constrained and unconstrained, by means of second-order optimality conditions. As it is known, these conditions allow us to reject some candidates to minima that arise from the first-order conditions. We will define new concepts such as second-order gH-derivative for interval-valued functions, 2-critical points, and 2-KKT-critical points. We obtain and present new types of interval-valued functions, such as 2-pseudoinvex, characterized by the property that all their second-order stationary points are global minima. We extend the optimality criteria to the semi-infinite programming problem and obtain duality theorems. These results represent an improvement in the treatment of optimization problems with interval-valued functions.Funding for open access publishing: Universidad de Cádiz/CBUA. The research has been supported by MCIN through grant MCIN/AEI/PID2021-123051NB-I00

Pareto optimality conditions and duality for vector quadratic fractional optimization problems

One of the most important optimality conditions to aid in solving a vector optimization problem is the first-order necessary optimality condition that generalizes the Karush-Kuhn-Tucker condition. However, to obtain the sufficient optimality conditions, it is necessary to impose additional assumptions on the objective functions and on the constraint set. The present work is concerned with the constrained vector quadratic fractional optimization problem. It shows that sufficient Pareto optimality conditions and the main duality theorems can be established without the assumption of generalized convexity in the objective functions, by considering some assumptions on a linear combination of Hessian matrices instead. The main aspect of this contribution is the development of Pareto optimality conditions based on a similar second-order sufficient condition for problems with convex constraints, without convexity assumptions on the objective functions. These conditions might be useful to determine termination criteria in the development of algorithms.Coordenação de aperfeiçoamento de pessoal de nivel superior (Brasil)Ministerio de Ciencia y TecnologíaConselho Nacional de Desenvolvimento Científico e Tecnológico (Brasil)Fundação de Amparo à Pesquisa do Estado de São Paul