Optimality condition and Wolfe duality for invex interval-valued nonlinear programming problems
From MaRDI portal
Summary: The concepts of preinvex and invex are extended to the interval-valued functions. Under the assumption of invexity, the Karush-Kuhn-Tucker optimality sufficient and necessary conditions for interval-valued nonlinear programming problems are derived. Based on the concepts of having no duality gap in weak and strong sense, the Wolfe duality theorems for the invex interval-valued nonlinear programming problems are proposed in this paper.
Recommendations
- On interval-valued nonlinear programming problems
- On interval-valued programming problem with invex functions
- Optimality conditions for invex interval valued nonlinear programming problems involving generalized H-derivative
- On interval-valued optimization problems with generalized invex functions
- Wolfe duality theory for interval-valued programming
Cited in
(23)- Wolfe duality for interval-valued optimization
- Exactness property of the exact absolute value penalty function method for solving convex nondifferentiable interval-valued optimization problems
- Optimality and duality for second-order interval-valued variational problems
- Sufficiency and duality in non-smooth interval valued programming problems
- Optimality conditions and duality for arcwise connected interval optimization problems
- On interval-valued optimization problems with generalized invex functions
- On interval-valued nonlinear programming problems
- On interval-valued invex mappings and optimality conditions for interval-valued optimization problems
- On nondifferentiable semi-infinite multiobjective programming with interval-valued functions
- On interval-valued programming problem with invex functions
- KKT optimality conditions in interval valued multiobjective programming with generalized differentiable functions
- Invex optimisation problems
- Optimality, duality and saddle point analysis for interval-valued nondifferentiable multiobjective fractional programming problems
- Saddle point criteria and Wolfe duality in nonsmooth (Φ, ρ)-invex vector optimization problems with inequality and equality constraints
- Optimality conditions for invex interval valued nonlinear programming problems involving generalized H-derivative
- Duality for fractional interval-valued optimization problem via convexificator
- Optimality Conditions and Wolfe Duality Results for LU-Efficiency in Differentiable Vector Optimization Problems with Multiple Interval-Valued Objective Function and Vanishing Constraints
- Extension of Wolfe method for solving quadratic programming with interval coefficients
- Exact l₁ exponential penalty approach for interval-valued mathematical problems
- KKT and weakly complementary approximate KKT conditions for interval-valued optimization problems
- Exact l₁ penalty function for nonsmooth multiobjective interval-valued problems.
- \(\mathcal{E}\)-\(LU\)-Pareto solutions for semi-infinite programs with multiple intervals
- New efficiency conditions for multiobjective interval-valued programming problems
This page was built for publication: Optimality condition and Wolfe duality for invex interval-valued nonlinear programming problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1790047)
