Title :
Saddle-point type optimality for interval-valued programming
Author :
Sun, Yuhua ; Wang, Laisheng
Author_Institution :
Coll. of Sci., China Agric. Univ., Beijing, China
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;
Conference_Titel :
Uncertainty Reasoning and Knowledge Engineering (URKE), 2012 2nd International Conference on
Conference_Location :
Jalarta
Print_ISBN :
978-1-4673-1459-6
DOI :
10.1109/URKE.2012.6319558
