Journal
OPTIMIZATION
Volume 69, Issue 9, Pages 1849-1879Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/02331934.2019.1658760
Keywords
Uncertain convex multiobjective optimization; robust optimality conditions; epsilon-constraint scalarization method; image space analysis; conjugate function
Funding
- Basic and Advanced Research Project of Chongqing [cstc2016jcyjA0239]
- Natural Science Foundation of China [11401487, 11771058, 11871383]
- Grant MOST [106-2923-E-039-001-MY3, 106-2115-M-037-001]
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In this paper, we investigate robust optimality conditions of convex multiobjective optimization problems with data uncertainty by epsilon-constraint scalarization method and image space analysis. We firstly present the concepts of robust solutions to convex multiobjective optimization problems with data uncertainty. The relationships between robust solutions of uncertain convex multiobjective optimization problem and that of its corresponding epsilon-constraint optimization problem are also obtained. Besides, we employ the image space analysis to establish a theorem of alternative for the epsilon-constraint robust optimization, which allows to get the robust optimality conditions of optimal solutions of the epsilon-constraint robust optimization. Lastly, we establish the sufficient and necessary optimality conditions of the robust efficient solutions for convex multiobjective optimization problems with data uncertainty.
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