Abstract
This paper focuses on a robust semi-infinite interval-valued optimization problem with uncertain inequality constraints (RSIIVP). By employing the concept of LU-optimal solution and Extended Mangasarian-Fromovitz Constraint Qualification (EMFCQ), necessary optimality conditions are established for (RSI-IVP) and then sufficient optimality conditions for (RSIIVP) are derived, by using the tools of convexity. Moreover, a Wolfe type dual problem for (RSIIVP) is for-mulated and usual duality results are discussed between the primal (RSIIVP) and its dual (RSIWD) problem. The presented results are demonstrated by non-trivial examples.
| Original language | English |
|---|---|
| Pages (from-to) | 475-489 |
| Number of pages | 15 |
| Journal | KANGWON-KYUNGKI MATHEMATICAL SOC |
| Volume | 30 |
| Issue number | 3 |
| DOIs | |
| State | Published - 2022 |
Bibliographical note
Publisher Copyright:© The Kangwon-Kyungki Mathematical Society, 2022.
Keywords
- LU-optimal solution
- Robust optimization
- duality
- interval-valued optimization problem
- optimality conditions
- semi-infinite programming
ASJC Scopus subject areas
- General Mathematics