Duality for robust multi-dimensional vector variational control problem under invexity
This paper presents a multi-dimensional vector variational control problem wherein constraints are comprised of first order partial derivatives. As the optimization problems may contain uncertainties driven by measurement and manufacturing errors, erroneous information, irregularities, or perturbations, so the parameter’s randomness is assumed to be in the form of an uncertainty set. Firstly, the sufficient efficiency conditions are demonstrated for the problem under consideration. Then, the Wolfe type and Mond Weir type duals of the primal problem have been formulated. As in multi objective optimization models, attainment of efficient or weak efficient is the primary aim, thus the important robust duality theorems viz. weak, strong and strict converse duality theorems have been established under invexity conditions for Wolfe type dual. An example is also provided to illustrate the weak duality theorem. Thereafter, the duality results for Mond Weir type duals have been obtained under weaker invexity assumptions on involved functionals. This work extends the previously studied results on control problems and hence seeks application in diverse fields.
[1] Agarwal, R., Agarwal, D., Upadhyaya, S., & Ahmad, I. (2023). Optimization of a Stochastic Model having Erratic Server with Immediate or Delayed Repair. Annals of Operations Research, 331, 605-628. https://doi.org/10.1007/s10479-022-04804-2
[2] Egudo, R. R. (1989). Efficiency and generalized convex duality for multiobjective programs. Journal of Mathematical Analysis and Applications, 138, 84-94. https://doi.org/10.1016/0022-247X(89)90321-1
[3] Yadav, R., Pareek, S., & Mittal, M. (2018). Supply chain models with imperfect quality items when end demand is sensitive to price and marketing expenditure. RAIRO - Operations Research, 52, 725-742. https://doi.org/10.1051/ro/2018011
[4] Agarwal, D., Agarwal, R., & Upadhyaya, S. (2024). Detection of optimal working vacation service rate for retrial priority G-queue with immediate Bernoulli feedback. Results in Control and Optimization, 100397. https://doi.org/10.1016/j.rico.2024.100397
[5] Beck, A., & Ben-Tal, A. (2009). Duality in robust optimization: Primal worst equals dual best. Operations Research Letters, 37, 1-6. https://doi.org/10.1016/j.orl.2008.09.010
[6] Jeyakumar, V., Li, G., & Lee, G. M. (2012). Robust duality for generalized convex programming problems under data uncertainty. Nonlinear Analysis, Theory, Methods and Applications, 75, 1362- 1373. https://doi.org/10.1016/j.na.2011.04.006
[7] Treant,˘a, S., & Das, K. (2021). On robust saddle point criterion in optimization problems with curvilinear integral functionals. Mathematics, 9, 1790. https://doi.org/10.3390/math9151790
[8] Treant,˘a, S. (2021). Robust saddle-point criterion in second-order partial differential equation and partial differential inequation constrained control problems. International Journal of Robust and Nonlinear Control, 31, 9282-9293. https://doi.org/10.1002/rnc.5767
[9] Elhia, M., Balatif, O., Boujallal, L., & Rachik, M. (2021). Optimal control problem for a tuberculosis model with multiple infectious compartments and time delays. An International Journal of Optimization and Control: Theories & Applications (IJOCTA), 11, 75-91. https://doi.org/10.11121/ijocta.01.2021.00885
[10] Singh, H. P., Bhatia, S. K., Bahri, Y., & Jain, R. (2022). Optimal control strategies to combat COVID-19 transmission: A mathematical model with incubation time delay. Results in Control and Optimization, 9, 100176. https://doi.org/10.1016/j.rico.2022.100176
[11] Aksoy, N. Y., Celik, E., & Dadas, M. E. (2023). The solvability of the optimal control problem for a nonlinear Schr¨odinger equation. An International Journal of Optimization and Control: Theories & Applications (IJOCTA), 13, 269-276. https://doi.org/10.11121/ijocta.2023.1371
[12] Kostyukova, O., & Tchemisova, T. (2024). Exploring constraint qualification-free optimality conditions for linear second-order cone programming. An International Journal of Optimization and Control: Theories & Applications (IJOCTA), 14, 168-182. https://doi.org/10.11121/ijocta.1421
[13] Mititelu, S,., & Treant,˘a, S. (2016). Multiobjective fractional variational problem on higher-order jet bundles. Communications in Mathematics and Statistics, 4, 323-340. https://doi.org/10.1007/s40304-016-0087-0
[14] Treant,˘a, S. (2020). Constrained variational problems governed by second-order Lagrangians. Applicable Analysis, 99, 1467-1484. https://doi.org/10.1080/00036811.2018.1538501
[15] Jayswal, A., Preeti, & Treant,˘a, S. (2022). Robust Duality for Multi-dimensional Variational Control Problem with Data Uncertainty. Multidimensional Control Problems: Robust Approach, 145-165. https://doi.org/10.1007/978-981-19-6561-6_7
[16] Ritu, Treant,˘a, S., Agarwal, D., & Sachdev, G. (2023). Robust efficiency conditions in multipleobjective fractional variational control problems. Fractal and Fractional , 7, 18. https://doi.org/10.3390/fractalfract7010018
[17] Zhai, Y., Wang, Q., & Tang, T. (2023). Robust duality for robust efficient solutions in uncertain vector optimization problems. Japan Journal of Industrial and Applied Mathematics, 40, 907-928. https://doi.org/10.1007/s13160-022-00562-7
[18] Hanson, M. A. (1981). On sufficiency of the Kuhn-Tucker conditions. Journal of Mathematical Analysis and Applications, 80, 545-550. https://doi.org/10.1016/0022-247X(81)90123-2
[19] Mond, B., Chandra, S., & Husain, I. (1988) Duality for variational problems with invexity. Journal of Mathematical Analysis and Applications, 134, 322-328. https://doi.org/10.1016/0022-247X(88)90026-1
[20] Nahak, C., & Nanda, S. (1996). Duality for multiobjective variational problems with invexity. Optimization, 36, 235-248. https://doi.org/10.1080/02331939608844181
[21] Mititelu, S. (2009). Optimality and duality for invex multi-time control problems with mixed constraints. Journal of Advanced Mathematical Studies, 2, 25-34.
[22] Gulati, T. R., & Mehndiratta, G. (2010). Optimality and duality for second-order multiobjective variational problems. European Journal of Pure and Applied Mathematics, 3, 786-805.
[23] Sachdev, G., Verma, K., & Gulati, T. R. (2019). Second-order symmetric duality in multiobjective variational problems. Yugoslav Journal of Operations Research, 29, 295-308. https://doi.org/10.2298/YJOR180715019S
[24] Singh, V., Ahmad, I., Gupta, S. K., & Al-Homidan, S. (2021). Duality for multiobjective variational problems under second-order (ϕ, ρ)-invexity. Filomat, 35, 605-615. https://doi.org/10.2298/FIL2102605S
[25] Dubey, V. P., Kumar, D., Alshehri, H. M., Singh, J., & Baleanu, D. (2022). Generalized invexity and duality in multiobjective variational problems involving non-singular fractional derivative. Open Physics, 20, 939-962. https://doi.org/10.1515/phys-2022-0195
[26] Jayswal, A., & Arana-Jim´enez, M. (2022). Robust penalty function method for an uncertain multi-time control optimization problems. Journal of Mathematical Analysis and Applications, 505, 125453. https://doi.org/10.1016/j.jmaa.2021.125453
[27] Baranwal, A., Jayswal, A., & Preeti. (2022). Robust duality for the uncertain multitime control optimization problems. International Journal of Robust and Nonlinear Control, 32, 5837-5847. https://doi.org/10.1002/rnc.6113
[28] Antczak, T., & Treant,˘a, S. (2023). Solving invex multitime control problems with first-order PDE constraints via the absolute value exact penalty method. Optimal Control Applications and Methods, 44, 3379-3395. https://doi.org/10.1002/oca.3043
[29] Pokharna, N., & Tripathi, I. P. (2024). E-Optimality and E-duality results for multiobjective variational problems and application to the cake-eating problem. Journal of Industrial and Management Optimization, 20, 1867-1896. https://doi.org/10.3934/jimo.2023146
[30] Nguyen, T. T. T., Su, T. V., & Linh, D. H. (2024). Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications. Optimization, 73, 641-672. https://doi.org/10.1080/02331934.2022.2122717
[31] Saeed, T., & Treant,˘a, S. (2024). Various duality models associated with some constrained robust nonlinear optimal control problems. International Journal of Control, 1-11. https://doi.org/10.1080/00207179.2024.2349087
[32] Bagri, R., Treant,˘a, S., Agarwal, D., & Sachdev, G. (2024). Robust duality in multi-dimensional vector fractional variational control problem. Opsearch, 1-22.
[33] Jayswal, A., Baranwal, A., & Arana-Jim´enez, M. (2024). Robust controlled vector variational inequalities for multi-dimensional fractional control optimization problems. Archives of Control Sciences, 349-377. https://doi.org/10.24425/acs.2024.149664