Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications

In this article, we employ advanced techniques of convex analysis and $ \mathcal {C} $ C -differentiation to examine KKT-type robust necessary and sufficient optimality conditions and robust duality for an uncertain multiobjective programming problem under uncertainty sets, where $ \mathcal {C} $ C...

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Vydané v:	Optimization Ročník 73; číslo 3; s. 641 - 672
Hlavní autori:	Nguyen, Thuy Thi Thu, Su, Tran Van, Linh, Dang Hong
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Philadelphia Taylor & Francis 03.03.2024 Taylor & Francis LLC
Predmet:	Convex analysis Convexity Derivatives duality theorems KKT-type robust optimality conditions mathcal {C} Mathematical programming Multiobjective programming problem with uncertain data Multiple objective analysis Robustness (mathematics) Uncertainty uncertainty sets
ISSN:	0233-1934, 1029-4945
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