Robust Mathematical Programming Problems Involving Vanishing Constraints via Strongly Invex Functions

Abstract

This manuscript demonstrates robust optimality conditions, Wolfe and Mond–Weir type robust dual models for a robust mathematical programming problem involving vanishing constraints (RMPVC). Further, the theorems of duality are examined based on the concept of generalized higher order invexity and strict invexity that establish relations between the primal and the Wolfe type robust dual problems. In addition, the duality results for a Mond–Weir type robust dual problem based on the concept of generalized higher order pseudoinvex, strict pseudoinvex and quasiinvex functions are also studied. Furthermore, numerical examples are provided to validate robust optimality conditions and duality theorems of Wolfe and Mond–Weir type dual problems.