Duality and saddle-point type optimality for interval-valued programming
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Publication:2448181
DOI10.1007/s11590-013-0640-7zbMath1320.90085OpenAlexW2051792233MaRDI QIDQ2448181
Xiumei Xu, Laisheng Wang, Yuhua Sun
Publication date: 30 April 2014
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-013-0640-7
Related Items (9)
Optimality conditions and duality for arcwise connected interval optimization problems ⋮ An exact \(l_1\) penalty approach for interval-valued programming problem ⋮ Optimality conditions for fuzzy optimization problems under granular convexity concept ⋮ Necessary and Sufficient Optimality Conditions for Fractional Interval-Valued Optimization Problems ⋮ Nonsmooth interval-valued optimization and saddle-point optimality criteria ⋮ Sufficiency and duality in non-smooth interval valued programming problems ⋮ On semidifferentiable interval-valued programming problems ⋮ Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems ⋮ On symmetric gH-derivative: applications to dual interval-valued optimization problems
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