Optimality and Duality for Robust Nonsmooth Semidefinite Multiobjective Programming Problems Using Convexificators

被引:0
作者
Upadhyay, Balendu Bhooshan [1 ]
Singh, Shubham Kumar [1 ]
Stancu-Minasian, Ioan [2 ]
机构
[1] Indian Inst Technol Patna, Dept Math, Patna 801106, Bihar, India
[2] Romanian Acad, Gheorghe Mihoc Caius Iacob Inst Math Stat & Appl M, Bucharest 050711, Romania
关键词
Semidefinite programming; Multiobjective optimization; Robust optimization; Optimality conditions; Duality; Convexificators; THEOREMS;
D O I
10.1007/s40305-024-00570-z
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
This article investigates robust optimality and duality for a class of nonsmooth semidefinite multiobjective programming problems with uncertain data (in short, UNSMP) via convexificators. Using the properties of convexificators, we deduce Fritz John (in short, FJ)-type and Karush-Kuhn-Tucker (in short, KKT)-type necessary optimality conditions for UNSMP. Moreover, under generalized convexity assumptions, we establish sufficient optimality criteria for UNSMP. Furthermore, we present the Wolfe-type (in short, WRD) and Mond-Weir-type (in short, MWRD) robust dual models corresponding to the primal problem UNSMP. Several illustrative non-trivial examples are furnished to demonstrate the significance of the established results.
引用
收藏
页数:30
相关论文
共 28 条
[1]   Semidefinite programming solution of economic dispatch problem with non smooth, non-convex cost functions [J].
Alawode, K. O. ;
Jubril, A. M. ;
Kehinde, L. O. ;
Ogunbona, P. O. .
ELECTRIC POWER SYSTEMS RESEARCH, 2018, 164 :178-187
[2]   Selected topics in robust convex optimization [J].
Ben-Tal, Aharon ;
Nemirovski, Arkadi .
MATHEMATICAL PROGRAMMING, 2008, 112 (01) :125-158
[3]  
BenTal A, 2009, PRINC SER APPL MATH, P1
[4]   Theory and Applications of Robust Optimization [J].
Bertsimas, Dimitris ;
Brown, David B. ;
Caramanis, Constantine .
SIAM REVIEW, 2011, 53 (03) :464-501
[5]  
Branke Jurgen, 2008, Multiobjective Optimization. Interactive and Evolutionary Approaches, DOI 10.1007/978-3-540-88908-3
[6]   Convexificators for nonconvex multiobjective optimization problems with uncertain data: robust optimality and duality [J].
Chen, J. W. ;
Yang, R. ;
Kobis, E. ;
Ou, X. .
OPTIMIZATION, 2023,
[7]   Optimality Conditions and Duality for Robust Nonsmooth Multiobjective Optimization Problems with Constraints [J].
Chen, Jiawei ;
Koebis, Elisabeth ;
Yao, Jen-Chih .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2019, 181 (02) :411-436
[8]  
Clarke FH., 1983, OPTIMIZATION NONSMOO
[9]  
Costea N., 2021, Frontiers in Mathematics, P21
[10]   On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization [J].
Fakhar, Majid ;
Mahyarinia, Mohammad Reza ;
Zafarani, Jafar .
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 265 (01) :39-48