An Exact l(1) Penalty Approach for Interval-Valued Programming Problem

作     者：Anurag Jayswal Jonaki Banerjee 

作者机构：Department of Applied MathematicsIndian School of MinesDhanbadJharkhand 826004India 

出 版 物：《Journal of the Operations Research Society of China》 (中国运筹学会会刊（英文）)

年 卷 期：2016年第4卷第4期

页      面：461-481页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 0701[理学-数学] 070101[理学-基础数学] 

基　　金：the Department of Science and Technology New Delhi India(No.SR/FTP/MS-007/2011) 

主　　题：Exact l1 penalty method Interval-valued programming Convexity LU optimal Optimality conditions Saddle-points 

摘      要：The objective of this paper is to propose an exact l1 penalty method for constrained interval-valued programming problems which transform the constrained problem into an unconstrained interval-valued penalized optimization *** some suitable conditions,we establish the equivalence between an optimal solution of interval-valued primal and penalized optimization ***,saddle-point type optimality conditions are also established in order to find the relation between an optimal solution of penalized optimization problem and saddle-point of Lagrangian *** examples are given to illustrate the derived results.