Estudos sobre Modelos de Otimização Matemática utilizando Funções com Parâmetros Intervalares

Abstract

In this work a study on Interval Optimization was carried out, assuming that the value of the Objective Function is an interval. For this, a theoretical development is followed to provide spatial space with a partially ordered vector space structure. Some Theorems and Corollary, are essential for the understanding of the main results, were addressed. For a solution solution of an interval optimization problem are presented through a multiobjective auxiliary problem, where a variable value function is defined in a parametric form. At the end of the work we present a characterization for the direction of the descent of an object with interval coefficients, being the problem of optimization unrestricted and, in addition, a generic algorithm based on directional search for this problem is also presented.