ABSTRACT
In this paper, we investigate robust necessary optimality for scalar uncertain optimization problems under the strictly robust counterpart, where the uncertainties are included in the objective and the constraints. Based on generalized differentiable assumptions, some robust necessary conditions via a separation scheme are derived. Besides, by means of strong separation functions, several characterizations of robust necessary optimality can be established. Finally, an example is given to show the effectiveness of the results derived in this paper.
Acknowledgments
The authors gratefully thank the associate editor and anonymous referees for their constructive suggestions and comments, which have helped to improve the paper.
Disclosure statement
No potential conflict of interest was reported by the author(s).