Wolfe duality for interval-valued optimization

被引：59
作者：
Wu, H. C. [1 ]
机构：
[1] Natl Kaohsiung Normal Univ, Dept Math, Kaohsiung 802, Taiwan
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2008年 / 138卷 / 03期
关键词：
Hausdorff metric; Hukuhara difference; H-differentiability; Wolfe primal and dual problems; weak and strong duality theorems;
D O I：
10.1007/s10957-008-9396-0
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
Weak and strong duality theorems in interval-valued optimization problem based on the formulation of the Wolfe primal and dual problems are derived. The solution concepts of the primal and dual problems are based on the concept of nondominated solution employed in vector optimization problems. The concepts of no duality gap in the weak and strong sense are also introduced, and strong duality theorems in the weak and strong sense are then derived.
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收藏
页码：497 / 509
页数：13
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