Pages that link to "Item:Q2322364"
From MaRDI portal
The following pages link to Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems (Q2322364):
Displayed 24 items.
- Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
- Robust necessary optimality conditions for nondifferentiable complex fractional programming with uncertain data (Q2032031) (← links)
- Higher-order tangent epiderivatives and applications to duality in set-valued optimization (Q2056231) (← links)
- Krasnoselski-Mann-type inertial method for solving split generalized mixed equilibrium and hierarchical fixed point problems (Q2072861) (← links)
- Multiobjective approximate gradient projection method for constrained vector optimization: sequential optimality conditions without constraint qualifications (Q2122022) (← links)
- Robust optimality, duality and saddle points for multiobjective fractional semi-infinite optimization with uncertain data (Q2136884) (← links)
- Robust strong duality for nonconvex optimization problem under data uncertainty in constraint (Q2142822) (← links)
- Self-adaptive subgradient extragradient-type methods for solving variational inequalities (Q2157740) (← links)
- Robustness characterizations for uncertain optimization problems via image space analysis (Q2194124) (← links)
- On approximate solutions and saddle point theorems for robust convex optimization (Q2228362) (← links)
- Optimal pricing strategies in a product and service supply chain with extended warranty service competition considering retailer fairness concern (Q2298915) (← links)
- Fenchel-Lagrange duality for DC infinite programs with inequality constraints (Q2656086) (← links)
- Some characterizations of approximate solutions for robust semi-infinite optimization problems (Q2664903) (← links)
- Optimality conditions for composite DC infinite programming problems (Q2691286) (← links)
- Characterizing the Solution Set for Nonconvex Semi-Infinite Programs Involving Tangential Subdifferentials (Q4985185) (← links)
- Characterizations of robust<i>ε</i>-quasi optimal solutions for nonsmooth optimization problems with uncertain data (Q4986407) (← links)
- On Radius of Robust Feasibility for Convex Conic Programs with Data Uncertainty (Q5069193) (← links)
- Necessary optimality conditions for nonsmooth robust optimization problems (Q5090284) (← links)
- Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty (Q5121777) (← links)
- Characterizations of Approximate Duality and Saddle Point Theorems for Nonsmooth Robust Vector Optimization (Q5213382) (← links)
- Conjugate Duality for Constrained Vector Optimization in Abstract Convex Frame (Q5378386) (← links)
- Duality results for interval-valued semiinfinite optimization problems with equilibrium constraints using convexificators (Q6038921) (← links)
- Characterizing robust optimal solution sets for nonconvex uncertain semi-infinite programming problems involving tangential subdifferentials (Q6064032) (← links)
- Robust saddle‐point criterion in second‐order partial differential equation and partial differential inequation constrained control problems (Q6082373) (← links)