On \(\epsilon\)-solutions for convex optimization problems with uncertainty data (Q270047): Difference between revisions

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+Selected topics in robust convex optimization
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+An ε-lagrange multiplier rule for a mathematical programming problem on banacch spaces<sup>∗</sup>
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+Multiplier rules and saddle-point theorems for Helbig's approximate solutions in convex Pareto problems
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+\(\epsilon\)-duality of nondifferentiable nonconvex multiobjective programming
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+\(\epsilon\)-Pareto optimality for nondifferentiable multiobjective programming via penalty function
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+ε-Optimal solutions in nondifferentiable convex programming and some related questions
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+Epsilon approximate solutions for multiobjective programming problems
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+\(\varepsilon\)-optimality for multiobjective programming on a Banach space
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+Duality in robust optimization: Primal worst equals dual best
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+Robust optimization-methodology and applications
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+Q3182207
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+Constructing Uncertainty Sets for Robust Linear Optimization
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+Robust linear optimization under general norms.
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+Asymptotic dual conditions characterizing optimality for infinite convex programs
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+Strong Duality in Robust Convex Programming: Complete Characterizations
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+Convex Analysis
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+New Sequential Lagrange Multiplier Conditions Characterizing Optimality without Constraint Qualification for Convex Programs
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+Characterizations of solution sets of convex vector minimization problems
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+Constraint Qualifications for Convex Inequality Systems with Applications in Constrained Optimization
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