• Title/Summary/Keyword: robust weakly efficient solution

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ROBUST DUALITY FOR GENERALIZED INVEX PROGRAMMING PROBLEMS

  • Kim, Moon Hee
    • Communications of the Korean Mathematical Society
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    • v.28 no.2
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    • pp.419-423
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    • 2013
  • In this paper we present a robust duality theory for generalized convex programming problems under data uncertainty. Recently, Jeyakumar, Li and Lee [Nonlinear Analysis 75 (2012), no. 3, 1362-1373] established a robust duality theory for generalized convex programming problems in the face of data uncertainty. Furthermore, we extend results of Jeyakumar, Li and Lee for an uncertain multiobjective robust optimization problem.

ROBUST DUALITY FOR NONSMOOTH MULTIOBJECTIVE OPTIMIZATION PROBLEMS

  • Lee, Gue Myung;Kim, Moon Hee
    • Journal of the Chungcheong Mathematical Society
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    • v.30 no.1
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    • pp.31-40
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    • 2017
  • 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.