JOURNAL BROWSE
Search
Advanced SearchSearch Tips
DUALITY THEOREM AND VECTOR SADDLE POINT THEOREM FOR ROBUST MULTIOBJECTIVE OPTIMIZATION PROBLEMS
facebook(new window)  Pirnt(new window) E-mail(new window) Excel Download
 Title & Authors
DUALITY THEOREM AND VECTOR SADDLE POINT THEOREM FOR ROBUST MULTIOBJECTIVE OPTIMIZATION PROBLEMS
Kim, Moon Hee;
  PDF(new window)
 Abstract
In this paper, Mond-Weir type duality results for a uncertain multiobjective robust optimization problem are given under generalized invexity assumptions. Also, weak vector saddle-point theorems are obtained under convexity assumptions.
 Keywords
robust multiobjective optimization;robust weakly efficient solution;necessary optimality theorem;Mond-Weir type robust duality;
 Language
English
 Cited by
1.
Robust canonical duality theory for solving nonconvex programming problems under data uncertainty, Mathematical Methods of Operations Research, 2016, 84, 1, 183  crossref(new windwow)
 References
1.
A. Ben-Tal, L. E. Ghaoui, and A. Nemirovski, Robust Optimization, Princeton Series in Applied Mathematics, 2009.

2.
A. Ben-Tal and A. Nemirovski, Robust-optimization-methodology and applications, Math. Program. Ser B 92 (2002), no. 3, 453-480. crossref(new window)

3.
A. Ben-Tal and A. Nemirovski, Selected topics in robust convex optimization, Math. Program. Ser B 112 (2008), no. 1, 125-158.

4.
D. Bertsimas and D. Brown, Constructing uncertainty sets for robust linear optimization, Oper. Res. 57 (2009), no. 6, 1483-1495. crossref(new window)

5.
D. Bertsimas, D. Pachamanova, and M. Sim, Robust linear optimization under general norms, Oper. Res. Lett. 32 (2004), no. 6, 510-516. crossref(new window)

6.
V. Jeyakumar, G. Li, and G. M. Lee, A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty, Oper. Res. Lett. 39 (2011), no. 2, 109-114. crossref(new window)

7.
V. Jeyakumar, G. Li, and G. M. Lee, Robust duality for generalized convex programming problems under data uncertainty, Nonlinear Anal. 75 (2012), no. 3, 1362-1373. crossref(new window)

8.
M. H. Kim, Robust duality for generalized invex programming problems, submitted.

9.
D. Kuroiwa and G. M. Lee, On robust multiobjective optimization, submitted.