Sufficient optimality conditions and duality theory for interval optimization problem

被引：22

作者：

Bhurjee, A. K. ^{[1
]}

Panda, G. ^{[2
]}

机构：

[1] Indian Inst Technol Kharagpur, Kharagpur 721302, W Bengal, India

[2] Indian Inst Technol Kharagpur, Fac Math, Dept Math, Kharagpur 721302, W Bengal, India

来源：

ANNALS OF OPERATIONS RESEARCH | 2016年 / 243卷 / 1-2期

关键词：

Interval optimization; Efficient solution; Duality theory; Sufficient optimality conditions; VALUED OBJECTIVE FUNCTIONS; SET-INCLUSIVE CONSTRAINTS; INEXACT LINEAR-PROGRAMS;

D O I：

10.1007/s10479-014-1644-0

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：

This paper addresses the duality theory of a nonlinear optimization model whose objective function and constraints are interval valued functions. Sufficient optimality conditions are obtained for the existence of an efficient solution. Three type dual problems are introduced. Relations between the primal and different dual problems are derived. These theoretical developments are illustrated through numerical example.

引用

页码：335 / 348

页数：14

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