Abstract
This paper deals with robust \(\varepsilon \)-quasi Pareto efficient solutions of an uncertain semi-infinite multiobjective optimization problem. By using robust optimization and a modified \(\varepsilon \)-constraint scalarization methodology, we first present the relationship between robust \(\varepsilon \)-quasi solutions of the uncertain optimization problem and that of its corresponding scalar optimization problem. Then, we obtain necessary optimality conditions for robust \(\varepsilon \)-quasi Pareto efficient solutions of the uncertain optimization problem in terms of a new robust-type subdifferential constraint qualification. We also deduce sufficient optimality conditions for robust \(\varepsilon \)-quasi Pareto efficient solutions of the uncertain optimization problem under assumptions of generalized convexity. Besides, we introduce a Mixed-type robust \(\varepsilon \)-multiobjective dual problem (including Wolfe type and Mond-Weir type dual problems as special cases) of the uncertain optimization problem, and explore robust \(\varepsilon \)-quasi weak, \(\varepsilon \)-quasi strong, and \(\varepsilon \)-quasi converse duality properties. Furthermore, we introduce an \(\varepsilon \)-quasi saddle point for the uncertain optimization problem and investigate the relationships between the \(\varepsilon \)-quasi saddle point and the robust \(\varepsilon \)-quasi Pareto efficient solution for the uncertain optimization problem.
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Acknowledgements
The authors would like to express their sincere thanks to the anonymous reviewers and the Associate Editor for many valuable comments and suggestions which have contributed to the final preparation of this paper.
Funding
This research was supported by the Natural Science Foundation of Chongqing (cstc2020jcyj-msxmX0016), the ARC Discovery Grant (DP190103361), the Science and Technology Research Program of Chongqing Municipal Education Commission (KJZDK201900801), the Education Committee Project Foundation of Chongqing for Bayu Young Scholar, and the Project of CTBU (ZDPTTD201908).
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Communicated by Marco Antonio López-Cerdá
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Sun, X., Teo, K.L. & Long, XJ. Some Characterizations of Approximate Solutions for Robust Semi-infinite Optimization Problems. J Optim Theory Appl 191, 281–310 (2021). https://doi.org/10.1007/s10957-021-01938-4
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DOI: https://doi.org/10.1007/s10957-021-01938-4