Convexificators for nonconvex multiobjective optimization problems with uncertain data: robust optimality and duality

被引:2
|
作者
Chen, J. W. [1 ]
Yang, R. [1 ]
Kobis, E. [2 ]
Ou, X. [1 ,3 ]
机构
[1] Southwest Univ, Sch Math & Stat, Chongqing, Peoples R China
[2] Norwegian Univ Sci & Technol NTNU, Dept Math Sci, N-2815 Trondheim, Norway
[3] Chongqing Coll Humanities Sci & Technol, Chongqing Coll Humanities, Chongqing, Peoples R China
关键词
Multiobjective optimization; robust optimality condition; robust duality; saddle point; upper semi-regular convexificator; GENERALIZED CONVEXITY; SOLUTION SETS; CONVEXIFACTORS; EFFICIENCY; PROGRAMS; TERMS;
D O I
10.1080/02331934.2023.2293061
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we investigate robust optimality conditions and duality for a class of nonconvex multiobjective optimization problems with uncertain data in the worst case by the upper semi-regular convexificator. The Fermat principle for a locally Lipschitz function is presented in terms of the upper semi-regular convexificator. We establish robust necessary optimality conditions of the Fritz-John type and KKT type for the uncertain nonconvex multiobjective optimization problems. In addition, robust sufficient optimality conditions as well as saddle point conditions are derived under the generalized $ \hat {\partial }<^>{\ast } $ partial differential *-pseudoquasiconvexity and generalized convexity, respectively. The robust duality relations between the original problem and its mixed robust dual problem are obtained under a generalized pseudoconvexity assumption.
引用
收藏
页数:23
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