Duality and saddle-point type optimality for interval-valued programming

被引：13

作者：

Sun, Yuhua ^{[1
,2
]}

Xu, Xiumei ^{[1
]}

Wang, Laisheng ^{[2
]}

机构：

[1] Univ Sci & Technol Beijing, Sch Math & Phys, Beijing 100083, Peoples R China

[2] China Agr Univ, Coll Sci, Beijing 100083, Peoples R China

来源：

OPTIMIZATION LETTERS | 2014年 / 8卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Duality; Saddle point; Optimality conditions; Interval-valued function; Lagrangian function; OPTIMIZATION; COEFFICIENTS;

D O I：

10.1007/s11590-013-0640-7

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：

In this paper, Mond-Weir's type dual in programming problem with an interval-valued objective function and interval-valued inequality constrict conditions is formulated. Duality theorems are established under suitable conditions. A real-valued Lagrangian function for the interval-valued programming is defined. Further, the saddle point of Lagrangian function is also defined and saddle point optimality conditions are presented.

引用

页码：1077 / 1091

页数：15

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