Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function-Reference-Cited by-同舟云学术

Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function

Published:2020-01-01 Issue:1 Volume:18 Page:781-793
ISSN:2391-5455
Container-title:Open Mathematics
language:en
Short-container-title:

Author:

Zhao Jing¹,Bin Maojun²

Affiliation:

1. College of Sciences, Beibu Gulf University , Qinzhou 535000 , Guangxi Province , P. R. China

2. Guangxi Colleges and Universities, Key Laboratory of Complex System Optimization and Big Data Processing, Yulin Normal University , Yulin 537000 , P. R. China

Abstract

Abstract In this article, we study the nonlinear and nonsmooth interval-valued optimization problems in the face of data uncertainty, which are called interval-valued robust optimization problems (IVROPs). We introduce the concept of nondominated solutions for the IVROP. If the interval-valued objective function f and constraint functions

g i

{g}_{i}

are nonsmooth on Banach space E, we establish a nonsmooth and robust Karush-Kuhn-Tucker optimality theorem.

Publisher

Walter de Gruyter GmbH

Subject

General Mathematics

Link

https://www.degruyter.com/document/doi/10.1515/math-2020-0042/pdf

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