Duality theory in interval-valued linear programming problems

DOI10.1007/s10957-011-9842-2zbMath1236.90076OpenAlexW2083592805MaRDI QIDQ639940

Hsien-Chung Wu

Publication date: 11 October 2011

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-011-9842-2

zbMATH Keywords

dualitysolvabilityinner productclosed intervals linear programming

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Linear programming (90C05)

Related Items (14)

On interval-valued invex mappings and optimality conditions for interval-valued optimization problems ⋮ Optimality conditions and duality for arcwise connected interval optimization problems ⋮ Optimality conditions and duality results for non-differentiable interval optimization problems ⋮ Sufficient optimality conditions and duality theory for interval optimization problem ⋮ Univex interval-valued mapping with differentiability and its application in nonlinear programming ⋮ Duality for fractional interval-valued optimization problem via convexificator ⋮ The KKT optimality conditions in a class of generalized convex optimization problems with an interval-valued objective function ⋮ Newton method to obtain efficient solutions of the optimization problems with interval-valued objective functions ⋮ A Newton method for capturing efficient solutions of interval optimization problems ⋮ A saddle point characterization of efficient solutions for interval optimization problems ⋮ Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function ⋮ New efficiency conditions for multiobjective interval-valued programming problems ⋮ Karush-Kuhn-Tucker conditions for interval and fuzzy optimization in several variables under total and directional generalized differentiability ⋮ Interval number ranking method based on multiple decision attitudes and its application in decision making

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• Technical Note—Exact Solutions of Inexact Linear Programs
• Composition and union of general algorithms of optimization
• Technical Note—Constraint Qualifications for Inexact Linear Programs
• Introduction to Stochastic Programming
• Technical Note—A Duality Theory for Convex Programming with Set-Inclusive Constraints
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming

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