一类区间规划问题的对偶理论

Duality theory for a class of interval-valued programming

讨论目标函数是区间函数的区间规划问题.定义MW最优解的概念,并给出一类新的对偶模型,在(p,r)-ρ-(η,θ)-不变凸函数定义下证明弱对偶、强对偶和逆对偶定理.

The interval-valued programming with interval-valued function as its objective function was discussed.The concept of MW optimal solution was defined first and then a class of new type duality model was given.Finally,the theorems of weak,strong and converse duality were proved under（p,r）-ρ-（η,θ）-invexity assumptions.