1. Introduction
Many real-world problems, including those in engineering, production planning, and finance, are addressed through multi-objective programming problems. Research over the years has been progressively centered on multi-objective programming problem in various areas of mathematics such as optimal control theory, game theory, statistics, and finance. Numerous researchers have extensively examined the necessary and sufficient optimality conditions and important duality theorems for multi-objective control problems [
1,
2,
3,
4]. Mititelu and Treanţă [
5] established necessary and sufficient efficiency conditions for multi-objective control problems that incorporate multiple integrals.
Multi-dimensional (multi-time) optimization problems have recently found applications in many fields of the mathematical, economic, and engineering sciences. Additionally, a number of application-oriented problems that arise in a wide range of scientific and engineering disciplines, notably structural optimization, shape-optimization in fluid mechanics and medicine, and optimal process control, which require constraints as partial differential equations/inequations (PDEs and PDIs). The optimality conditions of control problems with constraints as nonlinear equalities and inequalities are developed and investigated by a lot of authors. Treanţă [
6] derived efficiency conditions for a class of multi-objective fractional-control problems together with a multi-time concept involving partial derivatives of higher order. In [
7], multi-time variational problems of some functionals governed by second-order Lagrangians are considered and optimality conditions are developed. The latest developments in this field can be seen in [
8,
9,
10].
Since empirical mechanisms are extremely complicated and frequently involve uncertainty in the original data, many researchers have focused on optimization problems incorporating uncertainty in control problems. Treanţă and Das [
11] discussed robustness in optimization problems with curvilinear integrals having applications in mechanical work. A new modified robust control problem involving mixed constraints and second-order PDEs is discussed in [
12]. Baranwal et al. [
13] formulated two important duals in the literature, namely, Mond Weir and Wolfe type, for a given multi-time control problem amidst data uncertainty involving constraints as partial differential equations of the first order and further established robust duality theorems. Recently, for a robust variational control problem incorporating data uncertainty, the necessary and sufficient optimality conditions are established in [
14].
Encouraged by the aforementioned research work, we study multi-dimensional a robust variational control problem involving partial derivatives of the first order in constraints. Considering uncertainty in both objective functional and constraints, we aim to investigate robust efficiency conditions for scalar, multi-objective, and multi-objective fractional-control problems using the notion of a convex functional. The limitations of the proposed approach could be the convexity assumptions. However, we can overcome these limitations by using a generalized convexity (for example, invexity). This can be the topic of a new future work.
The article is organized in the following manner. We start
Section 2 by providing some important preliminaries. Further, we present the formulation of the robust multi-dimensional variational control problem (scalar, vector, and vector fractional) concerning uncertainty in both objective functional and constraints. The non-fractional-control problem associated with the robust fractional-control problem is also provided. In
Section 3, we develop robust necessary efficiency conditions for robust multi-dimensional scalar, vector, and vector fractional-control problems defined in
Section 2. Subsequently,
Section 4 provides robust sufficient efficiency conditions for the problems under consideration using the convexity assumptions of involved integrals.
2. Problem Formulation and Preliminaries
Consider the euclidean spaces of the dimensions , and n as , and , respectively, and a compact subset denoted by in . Define the multi-time argument , , such that t . Define the state functions having continuous first-order partial derivatives as , where , and denote the continuous control functions in the space M as . Next, the following rules are considered for any two vectors :
- (i)
- (ii)
- (iii)
- (iv)
Additionally, we denote
as
,
as
,
. Now, we consider the following multi-dimensional
uncertain vector control problem, considering data uncertainty in each one of the objective functional and constraints:
where
and
are functionals belonging to the class of continuous first-order partial derivatives (almost everywhere), the uncertainty parameters are represented as
and
, belonging to convex compact subsets
and
, respectively. Additionally, define the first-order jet bundle for
and
as
.
The robust counterpart for the above-defined robust multi-dimensional vector variational control problem
is presented as follows:
We define the feasible solutions set of
, also known as the
robust feasible solution set for the problem
, as follows:
Now, for the robust multi-dimensional vector variational control problem , we develop the concept of the robust weakly efficient solution. It is utilized to establish the robust efficiency conditions for the problem .
Definition 1. A point is considered to be the robust weakly efficient solution for the given multi-dimensional vector variational problem iffor all feasible points in Z. Definition 2. A point is considered to be the robust efficient solution for the given multi-dimensional vector variational problem iffor all feasible points in Z. Subsequently, the following robust multi-dimensional
uncertain vector fractional-control problem is developed as:
where it is assumed that
,
and
represent the uncertainty parameters of the convex compact subsets
, and
, respectively.
The robust counterpart for the above-defined robust multi-dimensional vector fractional variational control problem
is defined as follows:
Definition 3. A point is considered to be the robust weakly efficient solution for the given multi-dimensional vector fractional variational problem iffor all feasible points in Z. Definition 4. A point is considered to be the robust efficient solution for the given multi-dimensional vector fractional variational problem iffor all feasible points in Z. Now, on the line of Jagannathan [
15], and following Mititelu and Treanţă [
5], we present a
non-fractional uncertain scalar control problem , associated with
, as follows:
where
is a real positive scalar (see Treanţă [
5]).
The robust counterpart to
is given by
Definition 5. A point is considered to be the robust weak optimal solution for the given multi-dimensional non-fractional-control problem iffor all feasible points in . Definition 6. A point is considered to be the robust optimal solution in the robust multi-dimensional non-fractional-control problem iffor all feasible points in . Remark 1. The robust (weak) efficient/optimal solutions to and are also (weak) efficient/optimal solutions to and , respectively.
3. Robust Necessary Efficiency Conditions in Scalar, Vector, and Vector Fractional Variational Problems
We start with the formulation of a multi-dimensional robust
uncertain scalar control problem as follows:
The robust counterpart for the above robust multi-dimensional scalar variational problem
is developed as follows:
Definition 7. A point is considered to be the robust weak optimal solution for the given robust multi-dimensional scalar variational problem iffor all feasible points in . Definition 8. A point is considered to be the robust optimal solution for the given robust multi-dimensional scalar variational problem iffor all feasible points in . For a given feasible solution
, the following result develops the robust necessary optimality conditions for the given robust scalar variational problem
(see, Additionally, Treanţă [
16]):
Theorem 1 (Robust necessary efficiency conditions for
)
. Consider a robust weak optimal solution for the given robust scalar variational problem and . In this case, exists as the scalar, as the piecewise smooth functions, and , as the parameters of uncertainty satisfyingfor all , except at discontinuities. Proof. We start the proof by defining the variations in parameters
and
, as
and
, respectively, (considering the parameters
as “small” as required in the variational arguments). Next, the cost functional and the constraints, which are dependent on
, are transformed as below
and
The following optimal control problem has a solution
, as a consequence of
being a robust weak optimal solution for
subject to
As a result, the following Fritz John conditions are satisfied with the existence of
as scalar,
as the piecewise smooth functions, and
and
as the uncertain parameters such that
where the gradient of
at
is represented as
. We can reinterpret the first equation in
as below:
or, equivalently, it can be written as
by using the divergence formula, integration by parts, and the boundary conditions.
Now, employing the fundamental result of the calculus of variations, it follows that
or, equivalently,
The last two conditions in relation
,
gives
This completes the proof. □
We next move on to the following multi-dimensional vector variational problem
where
Theorem 2 (Robust necessary efficiency conditions for
)
. Consider a robust weakly efficient solution for the given robust multi-dimensional vector variational problem and . Then, exist as the scalars, as the piecewise smooth functions, and , as the parameters of uncertainty satisfying the following conditions:for all , except at discontinuities. Proof. Consider
to be the robust weakly efficient solution for the uncertain multi-dimensional vector variational problem
. Consequently, the inequality
does not hold true. Moreover, for the point
, define the neighborhood
in
Z where
such that
. In view of this,
is a robust weak optimal solution for the following robust multi-dimensional scalar variational problem:
Now, applying Theorem 1, the following conditions are satisfied with the existence of
, the piecewise smooth functions
, and the uncertainty parameters
,
satisfying the following conditions (taking no summation over
):
for all
, except at discontinuities.
Implementing the required notations as follows: , with when , and when , , , the proof is complete. □
The robust multi-dimensional vector fractional variational problem
is now considered as follows:
where it is assumed that
.
Equivalently, we have
(on the line of Jagannathan [
15])
where
is a real positive scalar.
Theorem 3 (Robust necessary efficiency conditions for
)
. Consider a robust weakly efficient solution for the given robust vector fractional variational problem . Then, exist as the scalars, as the piecewise smooth functions, and , as the parameters of uncertainty satisfying the following conditions:for all , except at discontinuities. Proof. Assuming to be the robust weakly efficient solution for the robust multi-dimensional vector fractional variational problem . In addition, by taking into account instead of , the proof follows on the same lines of Theorem 1. □
Corollary 1 (Robust necessary efficiency conditions for
)
. Consider a robust weakly efficient solution for the given robust vector fractional variational problem . Then, exist as the scalars, and as the piecewise smooth functions, and and as the parameters of uncertainty such thatfor all , except at discontinuities. Proof. By denoting
and redefining the functions
which completes the proof. □
4. Robust Sufficient Efficiency Conditions in Scalar, Vector and Vector Fractional Variational Problems
For the considered robust multi-dimensional scalar, vector and vector fractional variational problems, the robust sufficient efficiency conditions are derived in this section. We begin by stating the sufficient conditions of efficiency for the aforementioned robust scalar control problem . More specifically, we prove that if the involved functionals are convex, any robust feasible solution in that satisfies the conditions in Theorem 3, is a robust weak optimal solution to the problem under consideration.
Definition 9. A functional is said to be convex at , ifholds for all Theorem 4 (Robust sufficient efficiency conditions for ). Consider a robust feasible solution for the robust scalar variational problem ensuring that the robust necessary optimality conditions stated in Theorem 1 are satisfied. Further, assume that and are convex at . Then, is a robust weak optimal solution for the robust scalar variational problem .
Proof. Suppose on the contradiction that
is not a robust weak optimal solution for the robust scalar variational control problem
. Consequently,
exists satisfying
By assumption,
we obtain
Since the necessary efficiency conditions (1)–(4) are satisfied at
. Additionally, multiplying the Equation (
1) by
and Equation (
2) by
and integrating, we obtain,
by utilizing the divergence formula, using integration by parts, and using the boundary conditions in the problem under consideration.
In contrast, as
is convex at
, we have
which, along with the inequality (6), gives
Once again, applying the fact that
is convex at
, the following results:
Now, by the robust feasibility of
in
in the above inequality and condition (3), provide
Further, by considering that
is convex at
and the robust feasibility of
in
, we obtain
On adding the inequalities (8)–(10), we have
which is a contradiction to the Equation (
7) and, therefore, the proof is completed. □
Next, we demonstrate sufficient efficiency conditions for the robust multi-dimensional vector variational problem .
Theorem 5 (Robust sufficient efficiency conditions for ). Consider a robust feasible solution for the robust vector variational problem , and exists as the scalars, as the piecewise smooth functions, and , as the parameters of uncertainty, fulfilling the conditions of Theorem 2. Further, assume that each functional for and are convex at . Then, is a robust weakly efficient solution for the robust vector variational problem .
Proof. The proof can be obtained on the same lines of Theorem 4 by replacing to , where as in Theorem 2, and , . □
Next, we shall provide robust sufficient conditions of efficiency in the multi-dimensional vector fractional variational problem in the following result.
Theorem 6 (Robust sufficient efficiency conditions for ). Consider a robust feasible solution for the vector fractional variational problem . Then, exist as the scalars, as the piecewise smooth functions, and , as the parameters of uncertainty, satisfying the conditions formulated in Theorem 3. Further, suppose that each involved functionals for and are convex at . Then, is a robust weakly efficient solution for the robust multi-dimensional vector fractional-control problem .
Proof. By defining the functions
instead of
. The proof follows in the similar way as in Theorem 5. □
Corollary 2 (Robust sufficient efficiency conditions for
)
. Consider a robust feasible solution for the variational problem . Then, exists as the scalar and as the piecewise smooth functions, and , exist as the parameters of uncertainty, satisfying the conditions formulated in Corollary 1. Further, suppose that each functionalfor and are convex at . Then, is a robust weakly efficient solution for the robust variational problem . Proof. The proof follows from Theorem 5 by replacing the functions
with
□
5. Illustrative Application
In this section, we present an application of the derived theoretical results. In this direction, we consider the following multi-dimensional multiple-objective optimization problem in the face of data uncertainty:
where
and
.
The associated robust counterpart for the multi-dimensional multiple-objective optimization problem (P) is defined as:
where
Clearly
is a robust feasible solution set to (P). Additionally, we assume that the state function is an affine one.
Let
be a robust feasible solution to the problem (P). The robust necessary efficiency conditions at
with the multipliers
,
=
, and the uncertain parameters
are as follows:
where relation (16) is satisfied if either
or
, for all
. Let
, then
implies that
. Clearly, the boundary conditions (14) are failing at
. Consequently,
.
One can easily verifies that the robust necessary efficiency conditions (15)–(17) are satisfied at at , i.e., with the Lagrange multipliers and the uncertain parameters . Further, it can also be easily verified that the involved functionals are convex at . Hence, all of the conditions of the above theoretical results are satisfied, which ensure that is also a robust weakly efficient solution to the problem (P).
6. Conclusions
In this study, we have introduced a new class of multi-dimensional variational control problems by considering data uncertainty in both objective functional and constraints. We have developed and established the robust necessary efficiency conditions for the scalar , vector , and vector fractional control problems based on the concepts of robust weakly efficient solution. Further, for a robust feasible solution to be a robust weakly efficient solution, the associated robust sufficient conditions need to have been obtained by using the assumption of convexity for the involved integrals.
Author Contributions
Conceptualization, S.T. and R.; methodology, R.; software, R. and D.A.; validation, S.T., D.A. and G.S.; formal analysis, S.T. and R.; investigation, S.T. and R.; resources, S.T., D.A. and G.S.; data curation, S.T., R., D.A. and G.S.; writing—original draft preparation, S.T., R., D.A. and G.S.; writing—review and editing, S.T., R., D.A. and G.S.; visualization, S.T., R., D.A. and G.S.; supervision, S.T., D.A. and G.S.; project administration, S.T., R., D.A. and G.S.; funding acquisition, S.T., R., D.A. and G.S. All authors have read and agreed to the published version of the manuscript.
Funding
The first author is thankful to Indira Gandhi Delhi Technical University for Women, Delhi (India) for providing financial support during this research work.
Institutional Review Board Statement
Not applicable.
Informed Consent Statement
Not applicable.
Data Availability Statement
Not applicable.
Conflicts of Interest
The authors declare no conflict of interest.
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