Optimality Condition and Wolfe Duality for Invex Interval-Valued Nonlinear Programming Problems
Jianke Zhang · Journal of Applied Mathematics · 2013
The concepts of preinvex and invex are extended to the interval-valued functions. Under the assumption of invexity, the Karush-Kuhn-Tucker optimality sufficient and necessary conditions for interval-valued nonlinear programming problems are derived. Based on the concepts of having no duality gap in weak and strong sense, the Wolfe duality theorems for the invex interval-valued nonlinear programming problems are proposed in this paper.