On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization

We present approximate solutions for the robust semi-infinite multi-objective convex symmetric cone programming problem. By using the robust optimization approach, we establish an approximate optimality theorem and approximate duality theorems for approximate solutions in convex symmetric cone optimization problem involving infinitely many constraints to be satisfied and multiple objectives to be optimized simultaneously under the robust characteristic cone constraint qualification. We also give an example to illustrate the obtained results in an important special case, namely the robust semi-infinite multi-objective convex second-order cone program.

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