Optimality and duality for robust multiobjective optimization problems
From MaRDI portal
Nonsmooth analysis (49J52) Optimality conditions for problems involving relations other than differential equations (49K21) Duality theory (optimization) (49N15) Numerical optimization and variational techniques (65K10) Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46)
Recommendations
- Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
- Necessary Optimality Conditions for Robust Nonsmooth Multiobjective Optimization Problems
- Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
- scientific article; zbMATH DE number 6541193
- Approximate optimality conditions and approximate duality conditions for robust multiobjective optimization problems
Cites work
- A robustification approach in unconstrained quadratic optimization
- Ambiguous Risk Measures and Optimal Robust Portfolios
- Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets
- From linear to convex systems: consistency, Farkas' lemma and applications
- scientific article; zbMATH DE number 50640 (Why is no real title available?)
- scientific article; zbMATH DE number 3634008 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- Linear programming with uncertain data: some extensions to robust optimization
- Lipschitz behavior of solutions to nonconvex semi-infinite vector optimization problems
- Minmax robustness for multi-objective optimization problems
- Nonsmooth semi-infinite multiobjective optimization problems
- On nonsmooth optimality theorems for robust optimization problems
- On robust convex multiobjective optimization
- On robust multiobjective optimization
- Robust duality for generalized convex programming problems under data uncertainty
- Robust optimization
- Robust solutions of multiobjective linear semi-infinite programs under constraint data uncertainty
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Robust solutions to multi-objective linear programs with uncertain data
- Selected topics in robust convex optimization
- Stability of Locally Optimal Solutions
- Strong duality in robust convex programming: complete characterizations
- Subdifferentials of nonconvex supremum functions and their applications to semi-infinite and infinite programs with Lipschitzian data
- Subsmooth semi-infinite and infinite optimization problems
- Theory and applications of robust optimization
- Tractable approximations to robust conic optimization problems
Cited in
(90)- Dominance for multi-objective robust optimization concepts
- On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
- Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization
- Robust alternative theorem for linear inequalities with applications to robust multiobjective optimization
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
- Unified robust necessary optimality conditions for nonconvex nonsmooth uncertain multiobjective optimization
- Image space analysis for uncertain multiobjective optimization problems: robust optimality conditions
- Minimax programming as a tool for studying robust multi-objective optimization problems
- Decision space robustness for multi-objective integer linear programming
- Optimality conditions for robust nonsmooth multiobjective optimization problems in asplund spaces
- Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
- Second-order cone programming relaxations for a class of multiobjective convex polynomial problems
- On approximate efficiency for nonsmooth robust vector optimization problems
- Optimality conditions for robust weak sharp efficient solutions of nonsmooth uncertain multiobjective optimization problems
- Necessary and sufficient conditions for robust minimal solutions in uncertain vector optimization
- The relationship between multi-objective robustness concepts and set-valued optimization
- Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
- Robust multiobjective optimization \& applications in portfolio optimization
- On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty
- Constraint qualifications and optimality conditions for robust nonsmooth semi-infinite multiobjective optimization problems
- On isolated/properly efficient solutions in nonsmooth robust semi-infinite multiobjective optimization
- On sequential optimality conditions for robust multiobjective convex optimization problems
- Duality theorem and vector saddle point theorem for robust multiobjective optimization problems
- Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations
- On optimality conditions for robust weak sharp solution in uncertain optimizations
- On highly robust approximate solutions for nonsmooth convex optimizations with data uncertainty
- OPTIMALITY CONDITIONS AND DUALITY IN NONDIFFERENTIABLE ROBUST OPTIMIZATION PROBLEMS
- Sufficient optimality conditions for a kind of robust efficient solutions in multiobjective optimization
- Robust sufficient optimality conditions and duality in semi-infinite multiobjective programming with data uncertainty
- On some efficiency conditions for vector optimization problems with uncertain cone constraints: a robust approach via set-valued inclusions
- Approximate optimality conditions and approximate duality conditions for robust multiobjective optimization problems
- A note on the radius of robust feasibility for uncertain convex programs
- Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
- Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty
- Optimality and duality of properly robust efficient solutions in uncertain multi-objective optimization problems
- Characterizations of approximate duality and saddle point theorems for nonsmooth robust vector optimization
- On approximate solutions for nonsmooth robust multiobjective optimization problems
- Linear matrix inequality conditions and duality for a class of robust multiobjective convex polynomial programs
- On robust convex multiobjective optimization
- Evolutionary Multi-Criterion Optimization
- scientific article; zbMATH DE number 6541193 (Why is no real title available?)
- scientific article; zbMATH DE number 7653176 (Why is no real title available?)
- Necessary Optimality Conditions for Robust Nonsmooth Multiobjective Optimization Problems
- Sufficient Optimality Conditions for a Robust Multiobjective Problem
- Approximate solution in robust multi-objective optimization and its application in portfolio optimization
- Robust duality for nonconvex uncertain vector optimization via a general scalarization
- Applying convexificators in robust multiobjective optimization
- Robust duality for robust efficient solutions in uncertain vector optimization problems
- Optimality and duality for robust nonconvex multiobjective optimization problems via bounded upper semi-regular convexificator
- On mathematical programs with equilibrium constraints under data uncertainty
- Robust optimality conditions and duality for nonsmooth multiobjective fractional semi-infinite programming problems with uncertain data
- scientific article; zbMATH DE number 7716269 (Why is no real title available?)
- Optimality conditions for generalized convex nonsmooth uncertain multi-objective fractional programming
- Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data
- On approximate optimality conditions for robust multi-objective convex optimization problems
- Robust nonsmooth optimality conditions for multiobjective optimization problems with infinitely many uncertain constraints
- A characterization of the $\varepsilon$-normal set and its application in robust convex optimization problems
- Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications
- Robust optimality and duality for composite uncertain multiobjective optimization in Asplund spaces with its applications
- Approximate solutions for robust multiobjective optimization programming in Asplund spaces
- Robust second order cone conditions and duality for multiobjective problems under uncertainty data
- On constraint qualifications and optimality conditions for robust optimization problems through pseudo-differential
- The point-based robustness gap for uncertain multiobjective optimization
- Karush-Kuhn-Tucker conditions and duality for a class of convex adjustable robust optimization problem
- Local isolated efficiency in non-smooth robust semi-infinite multi-objective fractional programming problems
- Optimality and duality for robust optimization problems involving intersection of closed sets
- Robust nonsmooth optimality conditions for uncertain multiobjective programs involving stable functions
- Nonsmooth multiobjective fractional programming and second-order optimality conditions for weak efficiency
- Second-order optimality conditions for efficiency in \(C^1\)-smooth robustly quasiconvex multiobjective programming problems
- Optimality analysis for \(\epsilon\)-quasi solutions of optimization problems via \(\epsilon\)-upper convexificators: a dual approach
- Solving two-stage quadratic multiobjective problems via optimality and relaxations
- A new approach for the -quasi solution of nonsmooth semi-infinite optimization problems under data uncertainty
- Higher-order optimality of Benson proper efficient and weakly efficient solutions for robust vector optimization problems involving set and cone constraints
- Sequential efficiency optimality conditions for robust multiobjective fractional optimization problems
- Existence of Robust Optimal Solutions for Uncertain Convex Polynomial Optimization Problems
- Convexificators for nonconvex multiobjective optimization problems with uncertain data: robust optimality and duality
- -quasi-weakly solution for semi-infinite vector optimization problems with data uncertainty
- Optimality conditions and duality in nonsmooth adjustable robust optimization problems
- Optimality conditions for robust weakly efficient solutions in uncertain optimization
- Higher-order optimality conditions of robust Benson proper efficient solutions in uncertain vector optimization problems
- Solution existence for a class of nonsmooth robust optimization problems
- Optimality conditions at infinity for nonsmooth minimax programming problems with some applications
- Some results of Karush-Kuhn-Tucker multipliers in robust semi-infinite multiobjective optimization
- Multi-objective minmax robust combinatorial optimization with cardinality-constrained uncertainty
- Nonsmooth Lagrange multiplier rules for adjustable robust optimization via generalized differentiation
- An image space analysis approach for nonsmooth multiobjective programming problems under data uncertainty
- Optimality conditions for non-smooth interval-valued optimization problems with robust constraints
- Robust approximate optimality conditions for uncertain vector optimization problems and applications
- Finding efficient solutions in robust multiple objective optimization with SOS-convex polynomial data
- Robustness in nonsmooth nonconvex optimization problems
This page was built for publication: Optimality and duality for robust multiobjective optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5962927)