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

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 the 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 our results with an example.

Keywords

• robust optimization
• equilibrium problem
• semi-infinite programming
• interval-valued functions
• optimality