Robust approximate optimality for a class of uncertain semi-infinite multi-objective optimization problems

DOI10.13413/J.CNKI.JDXBLXB.2020196MaRDI QIDQ3381232zbMATH OpenFDO

Authors Xiaoqing Mo, X. K. Sun

Publication date 29 September 2021

Full work available at URL https://doi.org/10.13413/J.CNKI.JDXBLXB.2020196

zbMATH Keywords

generalized convexityquasi Pareto weak efficient solutionsemi-infinite optimization problem

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Semi-infinite programming (90C34) Optimality conditions and duality in mathematical programming (90C46)

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Cited in

(16)

• On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
• On robust approximate optimal solutions for fractional semi-infinite optimization with uncertainty data
• On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization
• Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty
• Robust optimality, duality and saddle points for multiobjective fractional semi-infinite optimization with uncertain data
• Some characterizations of approximate solutions for robust semi-infinite optimization problems
• On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty
• Robust solutions of multiobjective linear semi-infinite programs under constraint data uncertainty
• scientific article; zbMATH DE number 6914444 (Why is no real title available?)
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• Robust optimality conditions for multi-criteria optimization problems with uncertain data
• Robust sufficient optimality conditions and duality in semi-infinite multiobjective programming with data uncertainty
• Approximate optimality conditions and approximate duality conditions for robust multiobjective optimization problems
• On weighted robust approximate solutions for semi-infinite optimization with uncertain data
• Approximate solutions for robust multiobjective optimization programming in Asplund spaces
• \(\chi\)-optimal solution of single objective nonlinear optimization problem with uncertain parameters

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