Robust Nonsmooth Interval-Valued Optimization Problems Involving Uncertainty Constraints

Nonsmooth interval-valued optimization and saddle-point optimality criteria

In this article, we focus our attention on a nonsmooth interval-valued optimization problem and establish sufficient optimality conditions for a feasible solution to be a LU optimal solution under the invexity assumption. Appropriate duality theorems for Wolfe and Mond-Weir type duals are presented in order to relate the LU optimal solution of primal and dual programs. Moreover, saddle-point ty...

Constraints solving , OPtimization , Robust INterval analysis

Constraints solving , OPtimization , Robust INterval analysis

Interval-Valued Optimization Problems Involving (α, ρ)-Right Upper-Dini-Derivative Functions

We consider an interval-valued multiobjective problem. Some necessary and sufficient optimality conditions for weak efficient solutions are established under new generalized convexities with the tool-right upper-Dini-derivative, which is an extension of directional derivative. Also some duality results are proved for Wolfe and Mond-Weir duals.

Nonconvex Robust Optimization for Problems with Constraints

W propose a new robust optimization method for problems with objective functions that may be computed via numerical simulations and incorporate constraints that need to be feasible under perturbations. The proposed method iteratively moves along descent directions for the robust problem with nonconvex constraints and terminates at a robust local minimum. We generalize the algorithm further to m...