On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems

被引:45
|
作者
Lee, Jae Hyoung [1 ]
Lee, Gue Myung [1 ]
机构
[1] Pukyong Natl Univ, Dept Appl Math, Busan 48513, South Korea
基金
新加坡国家研究基金会;
关键词
Semi-infinite programming; Mu ltiobjective optimization; Robust optimization; Weakly robust efficient solution; Optimality conditions; Duality results; PROGRAMS;
D O I
10.1007/s10479-016-2363-5
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 consider a semi-infinite multiobjective optimization problem with more than two differentiable objective functions and uncertain constraint functions, which is called a robust semi-infinite multiobjective optimization problem and give its robust counterpart (RSIMP) of the problem, which is regarded as the worst case of the uncertain semi-infinite multiobjective optimization problem. We prove a necessary optimality theorem for a weakly robust efficient solution of (RSIMP), and then give a sufficient optimality theorem for a weakly robust efficient solution of (RSIMP). We formulate a Wolfe type dual problem of (RSIMP) and give duality results which hold between (RSIMP) and its dual problem.
引用
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页码:419 / 438
页数:20
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