Issue |
RAIRO-Oper. Res.
Volume 57, Number 3, May-June 2023
|
|
---|---|---|
Page(s) | 1397 - 1416 | |
DOI | https://doi.org/10.1051/ro/2023070 | |
Published online | 21 June 2023 |
Optimality, duality and saddle point criteria for a robust fractional interval-valued optimization problem with uncertain inequality constraints via convexificators
1
Department of Mathematics, School of Science GITAM-Hyderabad Campus, Hyderabad 502329, India
2
Department of Mathematics, St. Francis College for Women-Begumpet, Hyderabad 500006, India
3
Department of Mathematics, King Fahd University of Petroleum and Minerals, Dhahran 31261, Saudi Arabia
4
Center for Intelligent Secure Systems, King Fahd University of Petroleum and Minerals, Dhahran 31261, Saudi Arabia
* Corresponding author: krishna.maths@gmail.com
Received:
29
August
2022
Accepted:
20
May
2023
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.
Mathematics Subject Classification: 26A51 / 49J35 / 90C30
Key words: Robust optimization / Convexificator / Fractional interval-valued problem / Robust parametric duality / Convexity / 𝓛𝓤-optimal solution / Lagrange functions / Saddle point
© The authors. Published by EDP Sciences, ROADEF, SMAI 2023
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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