Robust Nonsmooth Interval-Valued Optimization Problems Involving Uncertainty Constraints

Rekha R. Jaichander, Izhar Ahmad, Krishna Kummari and Suliman Al-Homidan
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Rekha R. Jaichander: Department of Mathematics, School of Science, GITAM-Hyderabad Campus, Hyderabad 502329, India
Izhar Ahmad: Department of Mathematics, King Fahd University of Petroleum and Minerals, Dhahran 31261, Saudi Arabia
Krishna Kummari: Department of Mathematics, School of Science, GITAM-Hyderabad Campus, Hyderabad 502329, India
Suliman Al-Homidan: Department of Mathematics, King Fahd University of Petroleum and Minerals, Dhahran 31261, Saudi Arabia

Mathematics, 2022, vol. 10, issue 11, 1-19

Abstract: In this paper, Karush-Kuhn-Tucker type robust necessary optimality conditions for a robust nonsmooth interval-valued optimization problem (UCIVOP) are formulated using the concept of LU-optimal solution and the generalized robust Slater constraint qualification (GRSCQ). These Karush-Kuhn-Tucker type robust necessary conditions are shown to be sufficient optimality conditions under generalized convexity. The Wolfe and Mond-Weir type robust dual problems are formulated over cones using generalized convexity assumptions, and usual duality results are established. The presented results are illustrated by non-trivial examples.

Keywords: Generalized convexity; robust nonsmooth interval-valued optimization problem; LU-optimal solution; optimality; duality (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
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