Abstract
This paper addresses the duality theory of a nonlinear optimization model whose objective function and constraints are interval valued functions. Sufficient optimality conditions are obtained for the existence of an efficient solution. Three type dual problems are introduced. Relations between the primal and different dual problems are derived. These theoretical developments are illustrated through numerical example.
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Acknowledgments
The authors thank two anonymous referees whose justified critical remarks on the original version led to an essential reworking of the paper.
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Bhurjee, A.K., Panda, G. Sufficient optimality conditions and duality theory for interval optimization problem. Ann Oper Res 243, 335–348 (2016). https://doi.org/10.1007/s10479-014-1644-0
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DOI: https://doi.org/10.1007/s10479-014-1644-0