区间规划问题的Wolfe型对偶理论

Wolfe Duality Theory for Interval-Valued Programming

讨论了目标函数和约束函数是区间函数的区间规划问题.首先定义了LU最优解的概念,并给出了一类新的Wolfe型对偶模型,在(p,r)-ρ-(η,θ)-不变凸函数定义下证明了弱对偶定理、强对偶定理和逆对偶定理.

Interval-valued programming where the objective function and constrict functions are interval-valued functions is considered.The concepts of LU optimal solution to interval-valued programming problem is defined.A new type dual for interval-valued optimization problem is formulated.Under（p,r）-ρ-（η,θ）-invexity assumptions,weak,strong and converse duality results are proved.