Duality Theory in Interval-Valued Linear Programming Problems

Hsien-Chung Wu ()
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Hsien-Chung Wu: National Kaohsiung Normal University

Journal of Optimization Theory and Applications, 2011, vol. 150, issue 2, No 6, 298-316

Abstract: Abstract The weak and strong duality theorems in interval-valued linear programming problems are derived in this paper. The primal and dual interval-valued linear programming problems are formulated by proposing the concept of a scalar (inner) product of closed intervals. We introduce a solution concept that is essentially similar to the notion of nondominated solution in multiobjective programming problems by imposing a partial ordering on the set of all closed intervals. Under these settings, the weak and strong duality theorems for interval-valued linear programming problems are derived naturally.

Keywords: Closed intervals; Complementary slackness; Linear programming; Scalar (inner) product; Solvability; Duality (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10957-011-9842-2

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