Optimality and duality in constrained interval-valued optimization

被引：30

作者：

Do Van Luu ^{[1
,2
]}

Tran Thi Mai ^{[3
]}

机构：

[1] Thang Long Univ, TIMAS, Hanoi, Vietnam

[2] Vietnam Acad Sci & Technol, Inst Math, Hanoi, Vietnam

[3] Thai Nguyen Univ Econ & Business Adm, Thai Nguyen, Vietnam

来源：

4OR-A QUARTERLY JOURNAL OF OPERATIONS RESEARCH | 2018年 / 16卷 / 03期

关键词：

Interval-valued optimization problems; Local LU-optimal solutions; Fritz John and Karush-Kuhn-Tucker optimality conditions; Convexificators; Asymptotic pseudoconvexity; Asymptotic quasiconvexity; Duality; PROGRAMMING-PROBLEMS; SUFFICIENT CONDITIONS; EFFICIENT SOLUTIONS; CONVEXIFICATORS; CALCULUS;

D O I：

10.1007/s10288-017-0369-8

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：

Fritz John and Karush-Kuhn-Tucker necessary conditions for local LU-optimal solutions of the constrained interval-valued optimization problems involving inequality, equality and set constraints in Banach spaces in terms of convexificators are established. Under suitable assumptions on the generalized convexity of objective and constraint functions, sufficient conditions for LU-optimal solutions are given. The dual problems of Mond-Weir and Wolfe types are studied together with weak and strong duality theorems for them.

引用

页码：311 / 337

页数：27

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