Nonsmooth Interval-Valued Optimization and Saddle-Point Optimality Criteria

Anurag Jayswal1, I. Ahmad2, Jonaki Banerjee1
1Department of Applied Mathematics, Indian School of Mines, Dhanbad, India
2Department of Mathematics and Statistics, King Fahd University of Petroleum and Minerals, Dhahran, Saudi Arabia

Tóm tắt

In this article, we focus our attention on a nonsmooth interval-valued optimization problem and establish sufficient optimality conditions for a feasible solution to be an LU optimal solution under the invexity assumption. Appropriate duality theorems for Wolfe and Mond–Weir-type duals are presented in order to relate the LU optimal solution of primal and dual programs. Moreover, saddle-point-type optimality conditions are established in order to find relation between LU optimal solution of primal and saddle point of Lagrangian function.

Tài liệu tham khảo

Arana-Jiménez, M., Ruiz-Garzón, G., Rufián-Lizana, A. (eds.): Optimality Conditions in Vector Optimization. Bentham Science Publishers Ltd., Bussum (2010)

Clarke, F.H.: Nonsmooth Optimization. Wiley Interscience, New York (1983)