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Wolfe Duality for Interval-Valued Optimization

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Abstract

Weak and strong duality theorems in interval-valued optimization problem based on the formulation of the Wolfe primal and dual problems are derived. The solution concepts of the primal and dual problems are based on the concept of nondominated solution employed in vector optimization problems. The concepts of no duality gap in the weak and strong sense are also introduced, and strong duality theorems in the weak and strong sense are then derived.

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Authors and Affiliations

  1. Department of Mathematics, National Kaohsiung Normal University, Kaohsiung, 802, Taiwan

    H. C. Wu

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  1. H. C. Wu
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Correspondence to H. C. Wu.

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Communicated by F. Giannessi.

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Wu, H.C. Wolfe Duality for Interval-Valued Optimization. J Optim Theory Appl 138, 497–509 (2008). https://doi.org/10.1007/s10957-008-9396-0

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  • DOI: https://doi.org/10.1007/s10957-008-9396-0

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