On some efficiency conditions for vector optimization problems with uncertain cone constraints: a robust approach via set-valued inclusions
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Abstract: In the present paper, several types of efficiency conditions are established for vector optimization problems with cone constraints affected by uncertainty, but with no information of stochastic nature about the uncertain data. Following a robust optimization approach, data uncertainty is faced by handling set-valued inclusion problems. The employment of recent results about error bounds and tangential approximations of the solution set to the latter enables one to achieve necessary conditions for weak efficiency via a penalization method as well as via the modern revisitation of the Euler-Lagrange method, with or without generalized convexity assumptions. The presented conditions are formulated in terms of various nonsmooth analysis constructions, expressing first-order approximations of mappings and sets, while the metric increase property plays the role of a constraint qualification.
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Cited in
(4)- Perturbed cones for analysis of uncertain multi-criteria optimization problems
- Necessary and sufficient conditions for robust minimal solutions in uncertain vector optimization
- Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data
- Optimality conditions for robust weakly efficient solutions in uncertain optimization
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