Preprint Article Version 1 This version is not peer-reviewed

Robust Semis-Infinite Interval Equilibrium Problem Involving Data Uncertainty: Optimality Conditions and Duality

Version 1 : Received: 29 October 2024 / Approved: 29 October 2024 / Online: 30 October 2024 (05:07:48 CET)

How to cite: Ruiz-Garzón, G.; Osuna-Gómez, R.; Rufián-Lizana, A.; Beato-Moreno, A. Robust Semis-Infinite Interval Equilibrium Problem Involving Data Uncertainty: Optimality Conditions and Duality. Preprints 2024, 2024102278. https://doi.org/10.20944/preprints202410.2278.v1 Ruiz-Garzón, G.; Osuna-Gómez, R.; Rufián-Lizana, A.; Beato-Moreno, A. Robust Semis-Infinite Interval Equilibrium Problem Involving Data Uncertainty: Optimality Conditions and Duality. Preprints 2024, 2024102278. https://doi.org/10.20944/preprints202410.2278.v1

Abstract

In this paper, we model uncertainty in both the objective function and the constraints for the robust semi-infinite interval equilibrium problem involving data uncertainty. We particularize these conditions for the robust semi-infinite mathematical programming problem with interval-valued functions by extending results from the literature. We introduce the dual robust version of the above problem, prove the Mond-Weir type weak and strong duality theorems, and illustrate with an example.

Keywords

Robust optimization; Equilibrium Problem; Semi-infinite programming; Interval-valued functions; optimality conditions; duality  

Subject

Computer Science and Mathematics, Mathematics

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