Abstract
In this article, we focus our attention on a nonsmooth interval-valued optimization problem and establish sufficient optimality conditions for a feasible solution to be an LU optimal solution under the invexity assumption. Appropriate duality theorems for Wolfe and Mond–Weir-type duals are presented in order to relate the LU optimal solution of primal and dual programs. Moreover, saddle-point-type optimality conditions are established in order to find relation between LU optimal solution of primal and saddle point of Lagrangian function.
| Original language | English |
|---|---|
| Pages (from-to) | 1391-1411 |
| Number of pages | 21 |
| Journal | Bulletin of the Malaysian Mathematical Sciences Society |
| Volume | 39 |
| Issue number | 4 |
| DOIs | |
| State | Published - 1 Oct 2016 |
Bibliographical note
Publisher Copyright:© 2015, Malaysian Mathematical Sciences Society and Universiti Sains Malaysia.
Keywords
- Duality
- Interval-valued programming
- Invexity
- LU optimal
- Lagrangian function
- Sufficiency
ASJC Scopus subject areas
- General Mathematics