Gradient-based descent linesearch to solve interval-valued optimization problems under gH-differentiability with application to finance
Priyanka Roy, Geetanjali Panda, Dong Qiu
Topics & Concepts
MathematicsInterval (graph theory)Differentiable functionLine searchMonotonic functionGradient descentMathematical optimizationInterval arithmeticGradient methodOptimization problemFunction (biology)Descent directionConvergence (economics)Applied mathematicsMathematical analysisComputer scienceCombinatoricsRADIUSEconomic growthEconomicsArtificial neural networkMachine learningBiologyComputer securityBounded functionEvolutionary biologyFuzzy Systems and OptimizationWater resources management and optimizationOptimization and Mathematical Programming