Robust optimality conditions and duality for nonsmooth multiobjective fractional semi-infinite programming problems with uncertain data
Nguyễn Thị Thu Thủy, Tran Van Su · Optimization · 2022
In this article, some Karush-Kuhn-Tucker type robust optimality conditions and duality for an uncertain nonsmooth multiobjective fractional semi-infinite programming problem ((UMFP), for short) are established. First, we provide, by combining robust optimization and the robust limiting constraint qualification, robust necessary optimality conditions in terms of Mordukhovich's subdifferentials. Under suitable assumptions on the generalized convexity/the strictly generalized convexity, robust necessary optimality condition becomes robust sufficient optimality condition. Second, we formulate types of Mond-Weir and Wolfe robust dual problem for (UMFP) via the Mordukhovich subdifferentials. Finally, as an application, we establish weak/strong/converse robust duality theorems for the problem (UMFP) and its Mond-Weir and Wolfe types dual problem. Some illustrative examples are also provided for our findings.