Robust optimality conditions and duality for nonsmooth multiobjective fractional semi-infinite programming problems with uncertain data
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Cited in
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- Sufficient Optimality Conditions for a Robust Multiobjective Problem
- Local isolated efficiency in non-smooth robust semi-infinite multi-objective fractional programming problems
- Optimality conditions and duality analysis via generalized subdifferentials for \(\epsilon\)-quasi solutions of vector optimization problems
- Optimality conditions for generalized convex nonsmooth uncertain multi-objective fractional programming
- Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data
- Robust optimality, duality and saddle points for multiobjective fractional semi-infinite optimization with uncertain data
- Robust necessary optimality conditions for nondifferentiable complex fractional programming with uncertain data
- Robust nonsmooth optimality conditions for uncertain multiobjective programs involving stable functions
- Optimality conditions and duality for minimax fractional programming problems with data uncertainty
- Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications
- Approximate optimal solutions for multiobjective optimization problems with infinite constraints
- Optimality analysis for \(\epsilon\)-quasi solutions of optimization problems via \(\epsilon\)-upper convexificators: a dual approach
- On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty
- Constraint qualifications and optimality conditions for robust nonsmooth semi-infinite multiobjective optimization problems
- Global optimality conditions and duality theorems for robust optimal solutions of optimization problems with data uncertainty, using underestimators
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