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http://dx.doi.org/10.7858/eamj.2017.019

ON SUFFICIENCY AND DUALITY FOR ROBUST OPTIMIZATION PROBLEMS INVOLVING (V, ρ)-INVEX FUNCTIONS  

Kim, Moon Hee (Department of Refrigeration Engineering, Tongmyong University)
Kim, Gwi Soo (Department of Applied Mathematics, Pukyung National University)
Publication Information
East Asian mathematical journal / v.33, no.3, 2017 , pp. 265-269 More about this Journal
Abstract
In this paper, we formulate a sufficient optimality theorem for the robust optimization problem (UP) under (V, ${\rho}$)-invexity assumption. Moreover, we formulate a Mond-Weir type dual problem for the robust optimization problem (UP) and show that the weak and strong duality hold between the primal problems and the dual problems.
Keywords
Robust optimization; V-${\rho}$-invex function; duality;
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Times Cited By KSCI : 1  (Citation Analysis)
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