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 problem.Under some suitable conditions,we establish the equivalence between an optimal solution of interval-valued primal and penalized optimization problem.Moreover,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 function.Numerical examples are given to illustrate the derived results.
基金
the Department of Science and Technology,New Delhi,India(No.SR/FTP/MS-007/2011).
