Robust Solutions of Multi-objective Linear Semi-infinite Programs under Constraint Data
نویسندگان
چکیده
The multi-objective optimization model studied in this paper deals with simultaneous minimization of finitely many linear functions subject to an arbitrary number of uncertain linear constraints. We first provide a radius of robust feasibility guaranteeing the feasibility of the robust counterpart under affine data parametrization. We then establish dual characterizations of robust solutions of our model that are immunized against data uncertainty by way of characterizing corresponding solutions of robust counterpart of the model. Consequently we present robust duality theorems relating the value of the robust model with the corresponding value of its dual problem.
منابع مشابه
Robust Solutions of MultiObjective Linear Semi-Infinite Programs under Constraint Data Uncertainty
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