Minimax programming as a tool for studying robust multi-objective optimization problems

This paper aims to investigate optimality conditions for a weakly Pareto solution to a robust multi-objective optimization problem with locally Lipschitzian data. We do this by using a minimax programming approach , namely, by establishing the necessary optimality condition for a (local) optimal sol...

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Vydané v:	Annals of operations research Ročník 319; číslo 2; s. 1589 - 1606
Hlavní autori:	Hong, Zhe, Bae, Kwan Deok, Kim, Do Sang
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Springer US 01.12.2022 Springer Springer Nature B.V
Predmet:	Applied mathematics Business and Management Combinatorics Game theory Integer programming Linear programming Mathematical optimization Mathematical programming Minimax technique Multiple objective analysis Operations research Operations Research/Decision Theory Optimization Original Research Pareto optimization Pareto principle Robustness (mathematics) Theory of Computation China 90C46 Minimax programming KKT optimality conditions 90C25 Multi-objective optimization Duality Generalized convexity
ISSN:	0254-5330, 1572-9338
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