Abstract: In this article, we use the robust optimization approach (also called the worst-case approach) for finding ε-efficient solutions of the robust multiobjective optimization problem defined as a robust (worst-case) counterpart for the considered nonsmooth multiobjective programming problem with the uncertainty in both the objective and constraint functions. Namely, we establish both necessary and sufficient optimality conditions for a feasible solution to be an ε-efficient solution (an approximate efficient solution) of the considered robust multiobjective optimization problem. We also use a scalarizing method in proving these optimality conditions.

Key words: Robust optimization approach, robust multiobjective optimization, ε-efficient solution, ε-optimality conditions, scalarization