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Minimax programming as a tool for studying robust multi-objective optimization problems
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DOI：10.1007/s10479-021-04179-w.png)
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Abstract
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This paper aims to investigate optimality conditions for a weakly Pareto solution to a robust multi-objective optimization problem with locally Lipschitzian data. We do this by using a minimax programming approach, namely, by establishing the necessary optimality condition for a (local) optimal solution to a robust minimax optimization problem under a suitable constraint qualification, we then employ it to arrive in the desired target. In addition, some duality results for both robust minimax optimization problems and robust multi-objective optimization problems are also provided.
Keywords:
Multi-objective optimization
Minimax programming
Generalized convexity
KKT optimality conditions
Duality
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