OPTIMALITY CONDITIONS AND DUALITY IN NONDIFFERENTIABLE INTERVAL-VALUED PROGRAMMING

摘要

In this paper, we define the concepts of LU optimal solution to interval-valued programming problem. By considering the concepts of LU optimal solution, the Fritz John type and Kuhn-Tucker type necessary and sufficient optimality conditions for nondifferentiable interval programming are derived. Further, we establish the dual problem and prove the duality theorems.