ROBUST DUALITY FOR NONSMOOTH MULTIOBJECTIVE OPTIMIZATION PROBLEMS

• 발행기관: 충청수학회
• 저자명: Gue Myung Lee Moon Hee Kim
• 간행물 정보: 『Journal of the Chungcheong Mathematical Society』Volume 30, No. 1, 31~40쪽, 전체 10쪽
• 주제분류: 자연과학 > 자연과학일반
• 파일형태: PDF
• 발행일자: 2017.02.28

국문 초록

In this paper, we consider a nonsmooth multiobjective robust optimization problem with more than two locally Lipschitz objective functions and locally Lipschitz constraint functions in the face of data uncertainty. We prove a nonsmooth suffcient optimal-ity theorem for a weakly robust efficient solution of the problem. We formulate a Wolfe type dual problem for the problem, and establish duality theorems which hold between the problem and its Wolfe type dual problem.

목차

1. Introduction and preliminaries

2. Sufficient optimality theorems

3. Duality theorems

키워드

robust multiobjective optimization problem optimality theorems duality theorems