Abstract
This article focuses on optimality conditions for a robust fractional interval-valued optimization problem with uncertain inequality constraints (RNFIVP) based on convexificators. Using the tools of convexity, an example of sufficient optimality conditions is demonstrated. Robust parametric duality for (RNFIVP) is formulated and utilizing the concept of convexity, usual duality results between the primal and dual problems are investigated. Further, the equivalence between the saddle point criteria of a Lagrangian type function and a robust LU-optimal solution for (RNFIVP) with convexity is also examined.
| Original language | English |
|---|---|
| Pages (from-to) | 1397-1416 |
| Number of pages | 20 |
| Journal | RAIRO - Operations Research |
| Volume | 57 |
| Issue number | 3 |
| DOIs | |
| State | Published - 1 May 2023 |
Bibliographical note
Publisher Copyright:© The authors. Published by EDP Sciences, ROADEF, SMAI 2023.
Keywords
- Convexificator
- Convexity
- Fractional interval-valued problem
- LU-optimal solution
- Lagrange functions
- Robust optimization
- Robust parametric duality
- Saddle point
ASJC Scopus subject areas
- Theoretical Computer Science
- Computer Science Applications
- Management Science and Operations Research