Optimality and duality in constrained interval-valued optimization

Do Luu () and Tran Thi Mai ()
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Do Luu: Thang Long University
Tran Thi Mai: Thai Nguyen University of Economics and Business Administration

4OR, 2018, vol. 16, issue 3, No 4, 337 pages

Abstract: Abstract 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.

Keywords: Interval-valued optimization problems; Local LU-optimal solutions; Fritz John and Karush–Kuhn–Tucker optimality conditions; Convexificators; Asymptotic pseudoconvexity; Asymptotic quasiconvexity; Duality; 90C46; 90C29; 49J52 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10288-017-0369-8

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