Sufficient optimality conditions and duality theory for interval optimization problem
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Cites work
- scientific article; zbMATH DE number 2035082 (Why is no real title available?)
- scientific article; zbMATH DE number 3281219 (Why is no real title available?)
- scientific article; zbMATH DE number 3308846 (Why is no real title available?)
- Duality theory for optimization problems with interval-valued objective functions
- Duality theory in interval-valued linear programming problems
- Efficient solution of interval optimization problem
- Inexact linear programming with generalized resource sets
- On sufficiency and duality for a class of interval-valued programming problems
- On the solution of linear algebraic equations with interval coefficients
- Qualitative and quantitative data envelopment analysis with interval data
- Technical Note—A Duality Theory for Convex Programming with Set-Inclusive Constraints
- Technical Note—Constraint Qualifications for Inexact Linear Programs
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- Technical Note—Duality Theory for Generalized Linear Programs with Computational Methods
- Technical Note—Exact Solutions of Inexact Linear Programs
- The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions
- The robust set covering problem with interval data
- Wolfe duality for interval-valued optimization
Cited in
(21)- Optimality condition and mixed duality for interval-valued optimization
- Duality results for interval-valued pseudoconvex optimization problem with equilibrium constraints with applications
- Optimality conditions and duality for interval-valued optimization problems using convexifactors
- Multi-objective enhanced interval optimization problem
- Higher-order duality relations for multiobjective fractional problems involving support functions
- A note on the paper ``Duality theory for optimization problems with interval-valued objective functions
- Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems
- Sufficient optimality criteria for optimization problem involving pseudoconvex interval objective function
- Interval‐valued variational programming problem with Caputo–Fabrizio fractional derivative
- An efficient solution of nonlinear enhanced interval optimization problems and its application to portfolio optimization
- Sufficient Optimality Conditions and Duality for a Nonsmooth Interval-Valued Optimization Problem with Generalized Convexity via g H -Clarke Subgradients
- Optimality conditions and duality results for non-differentiable interval optimization problems
- On interval-valued nonlinear programming problems
- Solving nonlinear interval optimization problem using stochastic programming technique
- On semidifferentiable interval-valued programming problems
- Hermite-Hadamard-type inequalities for interval-valued preinvex functions via Riemann-Liouville fractional integrals
- Optimality conditions and duality for arcwise connected interval optimization problems
- Necessary and Sufficient Optimality Conditions for Fractional Interval-Valued Optimization Problems
- On the partial calmness condition for an interval-valued bilevel optimization problem
- Optimality and duality in constrained interval-valued optimization
- Duality theory for optimization problems with interval-valued objective functions
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