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

被引：0
|
作者：
Zhe Hong
Kwan Deok Bae
Do Sang Kim
机构：
[1] Yanbian University,Department of Mathematics, College of Sciences
[2] Pukyong National University,Department of Applied Mathematics
来源：
Annals of Operations Research | 2022年 / 319卷
关键词：
Multi-objective optimization; Minimax programming; Generalized convexity; KKT optimality conditions; Duality; 90C25; 90C46;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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 solution to a robust minimax optimization problem under a suitable constraint qualification, we then employ it to arrive in the desired target. In addition, some duality results for both robust minimax optimization problems and robust multi-objective optimization problems are also provided.
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页码：1589 / 1606
页数：17
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