Sufficient optimality conditions and duality theory for interval optimization problem
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Publication:338934
DOI10.1007/S10479-014-1644-0zbMATH Open1348.90622OpenAlexW2055103090MaRDI QIDQ338934FDOQ338934
Authors: Ajay Kumar Bhurjee, Geetanjali Panda 
Publication date: 7 November 2016
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-014-1644-0
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Cited In (19)
- Duality results for interval-valued pseudoconvex optimization problem with equilibrium constraints with applications
- Optimality conditions and duality for interval-valued optimization problems using convexifactors
- Higher-order duality relations for multiobjective fractional problems involving support functions
- An efficient solution of nonlinear enhanced interval optimization problems and its application to portfolio optimization
- Duality theory for optimization problems with interval-valued objective functions
- Solving nonlinear interval optimization problem using stochastic programming technique
- Optimality conditions and duality for arcwise connected interval optimization problems
- Interval‐valued variational programming problem with Caputo–Fabrizio fractional derivative
- Necessary and Sufficient Optimality Conditions for Fractional Interval-Valued Optimization Problems
- Optimality condition and mixed duality for interval-valued optimization
- Multi-objective enhanced interval optimization problem
- On interval-valued nonlinear programming problems
- On the partial calmness condition for an interval-valued bilevel optimization problem
- Sufficient Optimality Conditions and Duality for a Nonsmooth Interval-Valued Optimization Problem with Generalized Convexity via g H -Clarke Subgradients
- Optimality and duality in constrained interval-valued optimization
- On semidifferentiable interval-valued programming problems
- Hermite-Hadamard-type inequalities for interval-valued preinvex functions via Riemann-Liouville fractional integrals
- Sufficient optimality criteria for optimization problem involving pseudoconvex interval objective function
- Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems
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