Wolfe Duality for Interval-Valued Optimization |
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| Authors: | H C Wu |
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| Institution: | (1) Department of Mathematics, National Kaohsiung Normal University, Kaohsiung, 802, Taiwan |
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| Abstract: | Weak and strong duality theorems in interval-valued optimization problem based on the formulation of the Wolfe primal and
dual problems are derived. The solution concepts of the primal and dual problems are based on the concept of nondominated
solution employed in vector optimization problems. The concepts of no duality gap in the weak and strong sense are also introduced,
and strong duality theorems in the weak and strong sense are then derived. |
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| Keywords: | Hausdorff metric Hukuhara difference H-differentiability Wolfe primal and dual problems Weak and strong duality theorems |
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