Generalized interval vector spaces and interval optimization

Abstract

This paper presents a method for endowing the generalized interval space with some different structures, such as vector spaces, order relations and an algebraic calculus. With these concepts we formulate interval optimization problems and relate them to classic multi-objective optimization problems. We also present a version of the Von Neumann's Mini-max Theorem in the interval context. (c) 2015 Elsevier Inc. All rights reserved.