Generalized-Hukuhara Subdifferential Analysis and Its Application in Nonconvex Composite Optimization Problems with Interval-valued Functions

Abstract

In this article, we study gH-subdifferential calculus of convex interval-valued functions (IVFs) and apply it in a nonconvex composite model of interval optimization problems (IOPs). It is found that the gH-directional derivative of maximum of finitely many comparable IVFs is the maximum of their gH-directional derivative. Proposed concepts of gH-subdifferential are observed to be useful to derive Fritz-John-type and KKT-type efficiency conditions for weak efficient solutions of IOPs. Further, we extract a necessary and sufficient condition to characterize the weak efficient solutions of nonconvex composite IOPs by applying the proposed concepts. To derive the results on gH-subdifferentials, the concepts of limit supremum and limit infimum with certain properties for IVFs are defined in the sequel. The whole analysis is supported by appropriate expository examples.