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DC Field | Value | Language |
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dc.contributor.author | Tinh, CT | - |
dc.contributor.author | Chuong, TD | - |
dc.date.accessioned | 2024-06-20T09:14:39Z | - |
dc.date.available | 2024-06-20T09:14:39Z | - |
dc.date.issued | 2024-01-22 | - |
dc.identifier | ORCiD: Chuong Thai Doan https://orcid.org/0000-0003-0893-5604 | - |
dc.identifier.citation | Tinh, C.T. and Chuong, T.D. (2024) 'Robust second order cone conditions and duality for multiobjective problems under uncertainty data', Journal of Global Optimization, 88 (4), pp. 901 - 926. doi: 10.1007/s10898-023-01335-3. | en_US |
dc.identifier.issn | 0925-5001 | - |
dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/29229 | - |
dc.description.abstract | This paper studies a class of multiobjective convex polynomial problems, where both the constraint and objective functions involve uncertain parameters that reside in ellipsoidal uncertainty sets. Employing the robust deterministic approach, we provide necessary conditions and sufficient conditions, which are exhibited in relation to second order cone conditions, for robust (weak) Pareto solutions of the uncertain multiobjective optimization problem. A dual multiobjective problem is proposed to examine robust converse, robust weak and robust strong duality relations between the primal and dual problems. Moreover, we establish robust solution relationships between the uncertain multiobjective optimization program and a (scalar) second order cone programming relaxation problem of a corresponding weighted-sum optimization problem. This in particular shows that we can find a robust (weak) Pareto solution of the uncertain multiobjective optimization problem by solving a second order cone programming relaxation. | en_US |
dc.description.sponsorship | Vietnam National University Ho Chi Minh City (VNU-HCM) under grant number T2024-26-01. | en_US |
dc.format.extent | 901 - 926 | - |
dc.format.medium | Print-Electronic | - |
dc.language | English | - |
dc.language.iso | en_US | en_US |
dc.publisher | Springer Nature | en_US |
dc.rights | Copyright © The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2024. This version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use, but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at: doi.org/10.1007/s10898-023-01335-3 (see: https://www.springernature.com/gp/open-research/policies/journal-policies). | - |
dc.rights.uri | https://www.springernature.com/gp/open-research/policies/journal-policies | - |
dc.subject | multiobjective optimization | en_US |
dc.subject | second order cone programming | en_US |
dc.subject | robust optimization | en_US |
dc.subject | convex polynomial | en_US |
dc.subject | optimality condition | en_US |
dc.title | Robust second order cone conditions and duality for multiobjective problems under uncertainty data | en_US |
dc.type | Article | en_US |
dc.date.dateAccepted | 2023-09-23 | - |
dc.identifier.doi | https://doi.org/10.1007/s10898-023-01335-3 | - |
dc.relation.isPartOf | Journal of Global Optimization | - |
pubs.issue | 4 | - |
pubs.publication-status | Published | - |
pubs.volume | 88 | - |
dc.identifier.eissn | 1573-2916 | - |
dc.rights.holder | The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature | - |
Appears in Collections: | Dept of Mathematics Research Papers |
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