Efficiency Optimality Conditions for Convex Adjustable Robust Multiobjective Optimizations and Applications

In this paper, we consider a class of adjustable robust multiobjective optimization problem (ARMP) with convex data. We first give a non-adjustable robust form of ARMP that includes fully robust constraints and does not require any uncertainty set structure. Karush–Kuhn–Tucker conditions for weakly robust efficient, robust efficient, and Geoffrion's proper robust efficient solutions are obtained under specific constraint qualifications or qualification conditions. As an application, the linear adjustable robust optimization problem is examined. These results become simpler and have the potential for tractability analysis. Some examples are provided for analyzing and illustrating the obtained results.

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Publication Details

Journal
Taiwanese Journal of Mathematics
Published
2025-08-25
DOI
https://doi.org/10.11650/tjm/250801
Primary Topic
Risk and Portfolio Optimization
Type
article
Field-Weighted Citation Impact
0.00

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article

Efficiency Optimality Conditions for Convex Adjustable Robust Multiobjective Optimizations and Applications

Minh Tùng Nguyễn, Xuan Dai Le, Van Duy
Taiwanese Journal of Mathematics
Risk and Portfolio Optimization
article

Efficiency Optimality Conditions for Convex Adjustable Robust Multiobjective Optimizations and Applications

Minh Tùng Nguyễn, Xuan Dai Le, Van Duy
article en

Abstract

In this paper, we consider a class of adjustable robust multiobjective optimization problem (ARMP) with convex data. We first give a non-adjustable robust form of ARMP that includes fully robust constraints and does not require any uncertainty set structure. Karush–Kuhn–Tucker conditions for weakly robust efficient, robust efficient, and Geoffrion's proper robust efficient solutions are obtained under specific constraint qualifications or qualification conditions. As an application, the linear adjustable robust optimization problem is examined. These results become simpler and have the potential for tractability analysis. Some examples are provided for analyzing and illustrating the obtained results.

Taiwanese Journal of MathematicsVol. 30(1)
Vietnam National University Ho Chi Minh City (VN), Vietnam National University, Hanoi (VN), Ho Chi Minh University of Banking (VN)
Viet Nam National University Ho Chi Minh City
Openalex Percentile: Top 74%
Risk and Portfolio Optimization
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