Duality Theory for Optimization Problems with Interval-Valued Objective Functions

H. C. Wu ()
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H. C. Wu: National Kaohsiung Normal University

Journal of Optimization Theory and Applications, 2010, vol. 144, issue 3, No 11, 615-628

Abstract: Abstract A solution concept in optimization problems with interval-valued objective functions, which is essentially similar to the concept of nondominated solution in vector optimization problems, is introduced by imposing a partial ordering on the set of all closed intervals. The interval-valued Lagrangian function and interval-valued Lagrangian dual function are also proposed to formulate the dual problem of the interval-valued optimization problem. Under this setting, weak and strong duality theorems can be obtained.

Keywords: Closed intervals; Interval-valued convex functions; Interval-valued Lagrangian function; Interval-valued Lagrangian dual function; Weak duality; Strong duality (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s10957-009-9613-5

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