DocumentCode
3539729
Title
Saddle-point type optimality for interval-valued programming
Author
Sun, Yuhua ; Wang, Laisheng
Author_Institution
Coll. of Sci., China Agric. Univ., Beijing, China
fYear
2012
fDate
14-15 Aug. 2012
Firstpage
252
Lastpage
255
Abstract
In this paper, we consider interval-valued programming where the objective function is an interval-valued function. We define the concepts of LU optimal solution to interval-valued programming problem. A real-valued Lagrangian function for interval-valued programming is defined. Further, the saddle point of Lagrangian function is also defined and saddle point optimality conditions are presented under (p,r)-ρ-(η,θ)-invexity assumptions.
Keywords
mathematical programming; LU optimal solution; interval-valued function; interval-valued programming problem; invexity assumption; objective function; real-valued Lagrangian function; saddle point optimality condition; saddle-point type optimality; Educational institutions; Gold; Lagrangian functions; Linear programming; Optimization; Programming; Stochastic processes; Interval-valued Programming; Lagrangian function; Optimality conditions; Saddle point;
fLanguage
English
Publisher
ieee
Conference_Titel
Uncertainty Reasoning and Knowledge Engineering (URKE), 2012 2nd International Conference on
Conference_Location
Jalarta
Print_ISBN
978-1-4673-1459-6
Type
conf
DOI
10.1109/URKE.2012.6319558
Filename
6319558
Link To Document