Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
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Cited in
(43)- Karush-Kuhn-Tucker conditions and duality for a class of convex adjustable robust optimization problem
- Robustness in nonsmooth nonconvex optimization problems
- Robust efficiency and well-posedness in uncertain vector optimization problems
- Higher-order optimality conditions of robust Benson proper efficient solutions in uncertain vector optimization problems
- Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty
- Local isolated efficiency in non-smooth robust semi-infinite multi-objective fractional programming problems
- Solution existence for a class of nonsmooth robust optimization problems
- Robust optimality conditions and duality for nonsmooth multiobjective fractional semi-infinite programming problems with uncertain data
- Qualitative properties of robust Benson efficient solutions of uncertain vector optimization problems
- Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data
- Robust duality for robust efficient solutions in uncertain vector optimization problems
- Adjustable robust multiobjective linear optimization: Pareto optimal solutions via conic programming
- Optimality and duality for robust multiobjective optimization problems
- Optimality conditions for robust nonsmooth multiobjective optimization problems in asplund spaces
- Optimality and duality for robust optimization problems involving intersection of closed sets
- A unified duality of multiobjective optimization problem with uncertainty data
- Approximate solutions in nonsmooth and nonconvex cone constrained vector optimization
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- Optimality conditions for robust weak sharp efficient solutions of nonsmooth uncertain multiobjective optimization problems
- Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications
- Second-order optimality conditions for efficiency in \(C^1\)-smooth robustly quasiconvex multiobjective programming problems
- Efficiency optimality conditions for convex adjustable robust multiobjective optimizations and applications
- Robust optimality and duality for composite uncertain multiobjective optimization in Asplund spaces with its applications
- Approximate solutions for robust multiobjective optimization programming in Asplund spaces
- Robust duality for nonconvex uncertain vector optimization via a general scalarization
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- Robust nonsmooth optimality conditions for multiobjective optimization problems with infinitely many uncertain constraints
- Robust second order cone conditions and duality for multiobjective problems under uncertainty data
- On constraint qualifications and optimality conditions for robust optimization problems through pseudo-differential
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- Second order analysis for robust inclusion systems and applications
- Robust solutions to multi-objective linear programs with uncertain data
- Optimality and solutions for conic robust multiobjective programs
- A new approach for the -quasi solution of nonsmooth semi-infinite optimization problems under data uncertainty
- Higher-order optimality of Benson proper efficient and weakly efficient solutions for robust vector optimization problems involving set and cone constraints
- 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
- On isolated/properly efficient solutions in nonsmooth robust semi-infinite multiobjective optimization
- Unified robust necessary optimality conditions for nonconvex nonsmooth uncertain multiobjective optimization
- Stability properties for parametric linear programs under data ambiguities
- -quasi-weakly solution for semi-infinite vector optimization problems with data uncertainty
- Optimality conditions in uncertain vector optimization problems with variable domination structures via Gerstewitz function
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