2021/11/19 by Debdas Ghosh, Ghosh, Debdas, Amit Kumar Debnath +5
Mathematics · Decision Sciences · Engineering · #Fuzzy Systems and Optimization #Multi-Criteria Decision Making #Optimization and Mathematical Programming
paper · pdf · doi:10.48550/arxiv.2111.10015
In this study, a gH-subgradient technique is developed to obtain efficient solutions to the optimization problems with nonsmooth nonlinear convex interval-valued functions. The algorithmic implementation of the developed gH-subgradient technique is illustrated. As an application of the proposed gH-subgradient technique, an ℓ1 penalized linear regression problem, known as a lasso problem, with interval-valued features is solved.