Work

Efficiency Optimality Conditions for Convex Adjustable Robust Multiobjective Optimizations and Applications

Year: 2025

Type: article

Abstract: In this paper, we consider a class of adjustable robust multiobjective optimization problem (ARMP) with convex data. We first give a non-adjustable robust form of ARMP that includes fully robust constraints and does not require any uncertainty set structure. Karush–Kuhn–Tucker conditions for weakly robust efficient, robust efficient, and Geoffrion's proper robust efficient solutions are obtained under specific constraint qualifications or qualification conditions. As an application, the linear adjustable robust optimization problem is examined. These results become simpler and have the potential for tractability analysis. Some examples are provided for analyzing and illustrating the obtained results.

Source: Taiwanese Journal of Mathematics

DOI: 10.11650/tjm/250801

Authors: Minh Tung Nguyen, Van Duy Mai, Xuan Dai Le

Institutions: Ho Chi Minh University of Banking, FPT University, Ho Chi Minh City University of Technology

Language: English

Topic: Optimization and Variational Analysis

Subfield: Computational Theory and Mathematics

Field: Computer Science

Domain: Physical Sciences

Open Access status: diamond

Funder: Viet Nam National University Ho Chi Minh City

OpenAlex ID: W4413505526