Convexificators for nonconvex multiobjective optimization problems with uncertain data: robust optimality and duality

Abstract

In this paper, we investigate robust optimality conditions and duality for a class of nonconvex multiobjective optimization problems with uncertain data in the worst case by the upper semi-regular convexificator. The Fermat principle for a locally Lipschitz function is presented in terms of the upper semi-regular convexificator. We establish robust necessary optimality conditions of the Fritz-John type and KKT type for the uncertain nonconvex multiobjective optimization problems. In addition, robust sufficient optimality conditions as well as saddle point conditions are derived under the generalized ∂ ˆ ∗ -pseudoquasiconvexity and generalized convexity, respectively. The robust duality relations between the original problem and its mixed robust dual problem are obtained under a generalized pseudoconvexity assumption.