Optimality and duality in constrained interval-valued optimization

Optimality and duality in constrained interval-valued optimization

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 generalize...

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Veröffentlicht in:4OR 2018-09, Vol.16 (3), p.311-337
Hauptverfasser: Van Luu, Do, Mai, Tran Thi
Format: Artikel
Sprache:eng
Schlagworte:
Banach spaces
Business and Management
Constraints
Convexity
Industrial and Production Engineering
Inequality
Mathematical functions
Nonlinear programming
Operations research
Operations Research/Decision Theory
Optimization
Research Paper
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Zusammenfassung: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.
ISSN:1619-4500
1614-2411
DOI:10.1007/s10288-017-0369-8