Abstract
The objective of this paper is to propose an exact \(l_1\) 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.
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