Robust approximate optimality conditions for uncertain vector optimization problems and applications (Q7348546)

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Robust approximate optimality conditions for uncertain vector optimization problems and applications

scientific article; zbMATH DE number 8256818

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English	Robust approximate optimality conditions for uncertain vector optimization problems and applications	scientific article; zbMATH DE number 8256818

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instance of

scholarly article

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title

Robust approximate optimality conditions for uncertain vector optimization problems and applications (English)

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Computational and Applied Mathematics

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publication date

15 September 2026

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MaRDI profile type

MaRDI publication profile

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cites work

Optimality conditions for convex problems on intersections of non necessarily convex sets

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Set-valued analysis

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Duality in robust optimization: Primal worst equals dual best

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Convergent hierarchy of SDP relaxations for a class of semi-infinite convex polynomial programs and applications

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Tight SDP relaxations for a class of robust SOS-convex polynomial programs without the Slater condition

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Optimization and nonsmooth analysis

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Functional analysis, calculus of variations and optimal control

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Approximate optimality conditions for robust convex optimization without convexity of constraints

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Optimality and duality for robust optimization problems involving intersection of closed sets

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Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations

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Convex optimization without convexity of constraints on non-necessarily convex sets and its applications in customer satisfaction in automotive industry

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Strong duality in robust convex programming: complete characterizations

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Nonsmooth calculus, minimality, and monotonicity of convexificators

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Characterizing robust solution sets of convex programs under data uncertainty

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First order optimality conditions in vector optimization involving stable functions

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Optimality conditions and duality for nonsmooth vector equilibrium problems with constraints

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On robust multiobjective optimization

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On quasi \(\epsilon\)-solution for robust convex optimization problems

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Characterizations of robust solution set of convex programs with uncertain data

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Characterizing robust optimal solution sets for nonconvex uncertain semi-infinite programming problems involving tangential subdifferentials

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Optimality condition for local efficient solutions of vector equilibrium problems via convexificators and applications

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Necessary efficiency conditions for vector equilibrium problems with general inequality constraints via convexificators

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Q3325486

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Variational analysis and applications

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Optimality and duality for approximate solutions of multiobjective optimization problems involving intersection of closed sets

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Convex Analysis

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Optimality and duality for nonsmooth mathematical programming problems with equilibrium constraints

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Some characterizations of robust optimal solutions for uncertain convex optimization problems

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Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty

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Some characterizations of approximate solutions for robust semi-infinite optimization problems

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Characterizations of robust \(\varepsilon\)-quasi optimal solutions for nonsmooth optimization problems with uncertain data

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Robust optimality, duality and saddle points for multiobjective fractional semi-infinite optimization with uncertain data

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Robust optimality conditions and duality for nonsmooth multiobjective fractional semi-infinite programming problems with uncertain data

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Robust nonsmooth optimality conditions for multiobjective optimization problems with infinitely many uncertain constraints

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A duality theorem for non-linear programming

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Wolfe duality for interval-valued optimization

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Identifiers

DOI

10.1007/S40314-026-03870-7

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Robust approximate optimality conditions for uncertain vector optimization problems and applications