A theoretical framework for optimality conditions of nonlinear type‐2 interval‐valued unconstrained and constrained optimization problems using type‐2 interval order relations

Abstract

In the traditional nonlinear optimization theory, the Karush‐Kuhn‐Tucker (KKT) optimal-ity conditions for constrained optimization problems with inequality constraints play an essential role. The situation becomes challenging when the theory of traditional optimization is discussed under uncertainty. Several researchers have discussed the interval approach to tackle nonlinear optimization uncertainty and derived the optimality conditions. However, there are several realistic situations in which the interval approach is not suitable. This study aims to introduce the Type‐2 interval approach to overcome the limitation of the classical interval approach. This study intro-duces Type‐2 interval order relation and Type‐2 interval‐valued function concepts to derive generalized KKT optimality conditions for constrained optimization problems under uncertain environ-ments. Then, the optimality conditions are discussed for the unconstrained Type‐2 interval‐valued optimization problem and after that, using these conditions, generalized KKT conditions are de-rived. Finally, the proposed approach is demonstrated by numerical examples.