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Duality and saddle-point type optimality for interval-valued programming

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Abstract

In this paper, Mond-Weir’s type dual in programming problem with an interval-valued objective function and interval-valued inequality constrict conditions is formulated. Duality theorems are established under suitable conditions. A real-valued Lagrangian function for the interval-valued programming is defined. Further, the saddle point of Lagrangian function is also defined and saddle point optimality conditions are presented.

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Correspondence to Laisheng Wang.

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Supported by National Natural Science Foundation of China (11271367).

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Sun, Y., Xu, X. & Wang, L. Duality and saddle-point type optimality for interval-valued programming. Optim Lett 8, 1077–1091 (2014). https://doi.org/10.1007/s11590-013-0640-7

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  • DOI: https://doi.org/10.1007/s11590-013-0640-7

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