IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v10y2022i11p1787-d822365.html
   My bibliography  Save this article

Robust Nonsmooth Interval-Valued Optimization Problems Involving Uncertainty Constraints

Author

Listed:
  • Rekha R. Jaichander

    (Department of Mathematics, School of Science, GITAM-Hyderabad Campus, Hyderabad 502329, India
    Department of Mathematics, St. Francis College for Women-Begumpet, Hyderabad 500006, India)

  • Izhar Ahmad

    (Department of Mathematics, King Fahd University of Petroleum and Minerals, Dhahran 31261, Saudi Arabia
    Center for Intelligent Secure Systems, 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
    Center for Smart Mobility and Logistics, King Fahd University of Petroleum and Minerals, Dhahran 31261, Saudi Arabia)

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.

Suggested Citation

  • Rekha R. Jaichander & Izhar Ahmad & Krishna Kummari & Suliman Al-Homidan, 2022. "Robust Nonsmooth Interval-Valued Optimization Problems Involving Uncertainty Constraints," Mathematics, MDPI, vol. 10(11), pages 1-19, May.
  • Handle: RePEc:gam:jmathe:v:10:y:2022:i:11:p:1787-:d:822365
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/10/11/1787/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2227-7390/10/11/1787/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Ishibuchi, Hisao & Tanaka, Hideo, 1990. "Multiobjective programming in optimization of the interval objective function," European Journal of Operational Research, Elsevier, vol. 48(2), pages 219-225, September.
    2. Inuiguchi, Masahiro & Kume, Yasufumi, 1991. "Goal programming problems with interval coefficients and target intervals," European Journal of Operational Research, Elsevier, vol. 52(3), pages 345-360, June.
    3. S. Suneja & Seema Khurana & Meetu Bhatia, 2011. "Optimality and duality in vector optimization involving generalized type I functions over cones," Journal of Global Optimization, Springer, vol. 49(1), pages 23-35, January.
    4. Glaydston Carvalho Bento & Sandro Dimy Barbosa Bitar & João Xavier Cruz Neto & Antoine Soubeyran & João Carlos Oliveira Souza, 2020. "A proximal point method for difference of convex functions in multi-objective optimization with application to group dynamic problems," Computational Optimization and Applications, Springer, vol. 75(1), pages 263-290, January.
    5. Jia Chen & Yeol Cho & Jong Kim & Jun Li, 2011. "Multiobjective optimization problems with modified objective functions and cone constraints and applications," Journal of Global Optimization, Springer, vol. 49(1), pages 137-147, January.
    6. Hsien-Chung Wu, 2007. "The Karush-Kuhn-Tucker optimality conditions for the optimization problem with fuzzy-valued objective function," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 66(2), pages 203-224, October.
    7. Wu, Hsien-Chung, 2009. "The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions," European Journal of Operational Research, Elsevier, vol. 196(1), pages 49-60, July.
    8. Fakhar, Majid & Mahyarinia, Mohammad Reza & Zafarani, Jafar, 2018. "On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization," European Journal of Operational Research, Elsevier, vol. 265(1), pages 39-48.
    9. Bokrantz, Rasmus & Fredriksson, Albin, 2017. "Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization," European Journal of Operational Research, Elsevier, vol. 262(2), pages 682-692.
    10. A. L. Soyster, 1973. "Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming," Operations Research, INFORMS, vol. 21(5), pages 1154-1157, October.
    11. Wu, Hsien-Chung, 2007. "The Karush-Kuhn-Tucker optimality conditions in an optimization problem with interval-valued objective function," European Journal of Operational Research, Elsevier, vol. 176(1), pages 46-59, January.
    12. Jonas Ide & Elisabeth Köbis, 2014. "Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 80(1), pages 99-127, August.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Fabiola Roxana Villanueva & Valeriano Antunes Oliveira, 2022. "Necessary Optimality Conditions for Interval Optimization Problems with Functional and Abstract Constraints," Journal of Optimization Theory and Applications, Springer, vol. 194(3), pages 896-923, September.
    2. Jiawei Chen & Elisabeth Köbis & Jen-Chih Yao, 2019. "Optimality Conditions and Duality for Robust Nonsmooth Multiobjective Optimization Problems with Constraints," Journal of Optimization Theory and Applications, Springer, vol. 181(2), pages 411-436, May.
    3. Fakhar, Majid & Mahyarinia, Mohammad Reza & Zafarani, Jafar, 2018. "On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization," European Journal of Operational Research, Elsevier, vol. 265(1), pages 39-48.
    4. Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas, 2020. "On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty," European Journal of Operational Research, Elsevier, vol. 281(2), pages 415-427.
    5. Wu, Hsien-Chung, 2009. "The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions," European Journal of Operational Research, Elsevier, vol. 196(1), pages 49-60, July.
    6. R. Osuna-Gómez & B. Hernández-Jiménez & Y. Chalco-Cano & G. Ruiz-Garzón, 2018. "Different optimum notions for fuzzy functions and optimality conditions associated," Fuzzy Optimization and Decision Making, Springer, vol. 17(2), pages 177-193, June.
    7. S. Rivaz & M. A. Yaghoobi & M. Hladík, 2016. "Using modified maximum regret for finding a necessarily efficient solution in an interval MOLP problem," Fuzzy Optimization and Decision Making, Springer, vol. 15(3), pages 237-253, September.
    8. Botte, Marco & Schöbel, Anita, 2019. "Dominance for multi-objective robust optimization concepts," European Journal of Operational Research, Elsevier, vol. 273(2), pages 430-440.
    9. Md Sadikur Rahman & Ali Akbar Shaikh & Irfan Ali & Asoke Kumar Bhunia & Armin Fügenschuh, 2021. "A Theoretical Framework for Optimality Conditions of Nonlinear Type-2 Interval-Valued Unconstrained and Constrained Optimization Problems Using Type-2 Interval Order Relations," Mathematics, MDPI, vol. 9(8), pages 1-22, April.
    10. Kin Keung Lai & Shashi Kant Mishra & Sanjeev Kumar Singh & Mohd Hassan, 2022. "Stationary Conditions and Characterizations of Solution Sets for Interval-Valued Tightened Nonlinear Problems," Mathematics, MDPI, vol. 10(15), pages 1-16, August.
    11. Yating Guo & Guoju Ye & Wei Liu & Dafang Zhao & Savin Treanţǎ, 2021. "Optimality Conditions and Duality for a Class of Generalized Convex Interval-Valued Optimization Problems," Mathematics, MDPI, vol. 9(22), pages 1-14, November.
    12. Jiang, C. & Zhang, Z.G. & Zhang, Q.F. & Han, X. & Xie, H.C. & Liu, J., 2014. "A new nonlinear interval programming method for uncertain problems with dependent interval variables," European Journal of Operational Research, Elsevier, vol. 238(1), pages 245-253.
    13. Tadeusz Antczak, 2023. "Optimality conditions for invex nonsmooth optimization problems with fuzzy objective functions," Fuzzy Optimization and Decision Making, Springer, vol. 22(1), pages 1-21, March.
    14. Lifeng Li, 2023. "Optimality conditions for nonlinear optimization problems with interval-valued objective function in admissible orders," Fuzzy Optimization and Decision Making, Springer, vol. 22(2), pages 247-265, June.
    15. Guo, Yating & Ye, Guoju & Liu, Wei & Zhao, Dafang & Treanţă, Savin, 2022. "On symmetric gH-derivative: Applications to dual interval-valued optimization problems," Chaos, Solitons & Fractals, Elsevier, vol. 158(C).
    16. T. Antczak, 2018. "Exactness Property of the Exact Absolute Value Penalty Function Method for Solving Convex Nondifferentiable Interval-Valued Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 176(1), pages 205-224, January.
    17. A. Rufián-Lizana & Y. Chalco-Cano & G. Ruiz-Garzón & H. Román-Flores, 2014. "On some characterizations of preinvex fuzzy mappings," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 771-783, July.
    18. Groetzner, Patrick & Werner, Ralf, 2022. "Multiobjective optimization under uncertainty: A multiobjective robust (relative) regret approach," European Journal of Operational Research, Elsevier, vol. 296(1), pages 101-115.
    19. Shi, Fangfang & Ye, Guoju & Liu, Wei & Zhao, Dafang, 2023. "A class of nonconvex fuzzy optimization problems under granular differentiability concept," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 211(C), pages 430-444.
    20. Morteza Rahimi & Majid Soleimani-damaneh, 2018. "Robustness in Deterministic Vector Optimization," Journal of Optimization Theory and Applications, Springer, vol. 179(1), pages 137-162, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:10:y:2022:i:11:p:1787-:d:822365. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.