Complete characterizations of robust strong duality for robust vector optimization problems
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Cites work
- scientific article; zbMATH DE number 3983937 (Why is no real title available?)
- scientific article; zbMATH DE number 1092343 (Why is no real title available?)
- scientific article; zbMATH DE number 1487989 (Why is no real title available?)
- scientific article; zbMATH DE number 1377943 (Why is no real title available?)
- A new approach to duality in vector optimization
- A unified approach to robust Farkas-type results with applications to robust optimization problems
- A unifying approach to robust convex infinite optimization duality
- Conjugate duality in convex optimization
- Conjugate duality in vector optimization
- Duality for vector optimization problems via a general scalarization
- Duality in Vector Optimization
- Duality in robust optimization: Primal worst equals dual best
- Farkas-type results for vector-valued functions with applications
- On uncertain conical convex optimization problems
- Recent advances in robust optimization: an overview
- Robust duality in parametric convex optimization
- Robust linear semi-infinite programming duality under uncertainty
- Robust optimization
- Robust optimization revisited via robust vector Farkas lemmas
- Robust solutions of multiobjective linear semi-infinite programs under constraint data uncertainty
- Set-valued optimization. An introduction with applications
- Some robust convex programs without a duality gap
- Strong duality in robust convex programming: complete characterizations
- Theory and applications of robust optimization
- Vector duality for convex vector optimization problems by means of the quasi-interior of the ordering cone
- Vector optimization and monotone operators via convex duality. Recent advances
- Vector variational principles; \(\varepsilon\)-efficiency and scalar stationarity
- Zero duality gap and attainment with possibly non-convex data
Cited in
(19)- Characterizations of robust and stable duality for linearly perturbed uncertain optimization problems
- A new approach to strong duality for composite vector optimization problems
- Surrogate duality for robust quasiconvex vector optimization
- Strong duality in parametric robust semi-definite linear programming and exact relaxations
- Primal worst and dual best in robust vector optimization
- New representations of epigraphs of conjugate mappings and Lagrange, Fenchel–Lagrange duality for vector optimization problems
- Duality for robust linear infinite programming problems revisited
- Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
- A perturbation approach to vector optimization problems: Lagrange and Fenchel-Lagrange duality
- Characterizations of approximate duality and saddle point theorems for nonsmooth robust vector optimization
- Characterization of norm-based robust solutions in vector optimization
- Strong and total Fenchel dualities for robust convex optimization problems
- Robust duality for nonconvex uncertain vector optimization via a general scalarization
- Robust optimization revisited via robust vector Farkas lemmas
- Sectional convexity of epigraphs of conjugate mappings with applications to robust vector duality
- On isolated/properly efficient solutions in nonsmooth robust semi-infinite multiobjective optimization
- On approximate solutions and saddle point theorems for robust convex optimization
- A unified approach to robust Farkas-type results with applications to robust optimization problems
- Scalarization of multiobjective robust optimization problems
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