Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function

Open Mathematics

Zhao Jing¹  Bin Maojun² 

[1] College of Sciences, Beibu Gulf University, Qinzhou 535000, Guangxi Province, P. R. China;Guangxi Colleges and Universities, Key Laboratory of Complex System Optimization and Big Data Processing, Yulin Normal University, Yulin 537000, P. R. China;

关键词: karush-kuhn-tucker optimality;    robust optimization;    generalized convexity;    interval-valued function;    nondominated solution;    49j15;    49j52;    58c06;   

DOI  :  10.1515/math-2020-0042

来源: DOAJ

【 摘 要 】

In this article, we study the nonlinear and nonsmooth interval-valued optimization problems in the face of data uncertainty, which are called interval-valued robust optimization problems (IVROPs). We introduce the concept of nondominated solutions for the IVROP. If the interval-valued objective function f and constraint functions gi{g}_{i} are nonsmooth on Banach space E, we establish a nonsmooth and robust Karush-Kuhn-Tucker optimality theorem.

【 授权许可】

Unknown