Saddle-point type optimality for interval-valued programming

摘要

In this paper, we consider interval-valued programming where the objective function is an interval-valued function. We define the concepts of LU optimal solution to interval-valued programming problem. A real-valued Lagrangian function for interval-valued programming is defined. Further, the saddle point of Lagrangian function is also defined and saddle point optimality conditions are presented under (p,r)-ρ-(η,θ)-invexity assumptions.