Journal of the Chungcheong Mathematical Society (충청수학회지)

The Chungcheong Mathematical Society (충청수학회)
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ROBUST DUALITY FOR NONSMOOTH MULTIOBJECTIVE OPTIMIZATION PROBLEMS

  • Lee, Gue Myung (Department of Applied Mathematics Pukyong National University) ;
  • Kim, Moon Hee (Department of Refrigeration Engineering Tongmyong University)
  • Received : 2016.09.06
  • Accepted : 2016.12.16
  • Published : 2017.02.15
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Abstract

In this paper, we consider a nonsmooth multiobjective robust optimization problem with more than two locally Lipschitz objective functions and locally Lipschitz constraint functions in the face of data uncertainty. We prove a nonsmooth sufficient optimality theorem for a weakly robust efficient solution of the problem. We formulate a Wolfe type dual problem for the problem, and establish duality theorems which hold between the problem and its Wolfe type dual problem.

Keywords

Acknowledgement

Supported by : Pukyong National University

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  1. OPTIMALITY AND DUALITY FOR NONSMOOTH FRACTIONAL ROBUST OPTIMIZATION PROBLEMS WITH (V, ρ)-INVEXITY vol.35, pp.3, 2017, https://doi.org/10.7858/eamj.2019.025