Characterizations for optimality conditions of general robust optimization problems
From MaRDI portal
Publication:1670134
DOI10.1007/S10957-018-1256-YzbMATH Open1394.90538OpenAlexW2787988069MaRDI QIDQ1670134FDOQ1670134
Hong-Zhi Wei, S. J. Li, C. R. Chen
Publication date: 4 September 2018
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-018-1256-y
Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)
Cites Work
- Title not available (Why is that?)
- Constrained optimization and image space analysis. Vol. 1: Separation of sets and optimality conditions
- Duality in robust optimization: Primal worst equals dual best
- Robust discrete optimization and its applications
- Robust solutions of linear programming problems contaminated with uncertain data
- Strong Duality in Robust Convex Programming: Complete Characterizations
- Unified duality theory for constrained extremum problems. I: Image space analysis
- Tangent Cones, Generalized Gradients and Mathematical Programming in Banach Spaces
- Degrees of Efficiency and Degrees of Minimality
- Set-valued Optimization
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- Robust convex optimization
- Separation approach for augmented lagrangians in Constrained nonconvex optimization
- Nonlinear separation functions, optimality conditions and error bounds for Ky Fan quasi-inequalities
- Nonlinear separation in the image space with applications to penalty methods
- Image space analysis for variational inequalities with cone constraints and applications to traffic equilibria
- Separation of sets and Wolfe duality
- Some applications of the image space analysis to the duality theory for constrained extremum problems
- Image convexity of generalized systems with infinite-dimensional image and applications
- On robust multiobjective optimization
- Minmax robustness for multi-objective optimization problems
- Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts
- Characterizing robust solution sets of convex programs under data uncertainty
- ON NONSMOOTH OPTIMALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS
- Nonlinear separation approach to constrained extremum problems
- Technical Note—Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets
- Lipschitz Behavior of the Robust Regularization
- Decision uncertainty in multiobjective optimization
- A unified characterization of multiobjective robustness via separation
Cited In (27)
- Title not available (Why is that?)
- Characterizations of multiobjective robustness on vectorization counterparts
- Robustness characterizations for uncertain optimization problems via image space analysis
- Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems
- A unified approach through image space analysis to robustness in uncertain optimization problems
- Some characterizations of approximate solutions for robust semi-infinite optimization problems
- Robust saddle‐point criterion in second‐order partial differential equation and partial differential inequation constrained control problems
- Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty
- Necessary and sufficient optimality conditions for some robust variational problems
- Characterizations of robustε-quasi optimal solutions for nonsmooth optimization problems with uncertain data
- Some properties of nonconvex oriented distance function and applications to vector optimization problems
- Necessary optimality conditions for nonsmooth robust optimization problems
- Robust saddle-point criteria for multi-dimensional control optimisation problems with data uncertainty
- Robust optimality in constrained optimization problems with application in mechanics
- Characterizing a class of robust vector polynomial optimization via sum of squares conditions
- Characterization of norm-based robust solutions in vector optimization
- Robust penalty function method for an uncertain multi-time control optimization problems
- Dynamic analysis of fractional-order quaternion-valued fuzzy memristive neural networks: vector ordering approach
- On second-order conic programming duals for robust convex quadratic optimization problems
- Generalized robust duality in constrained nonconvex optimization
- Path connectedness of the efficient solution set for generalized vector quasi-equilibrium problems
- Exact SDP reformulations for adjustable robust quadratic optimization with affine decision rules
- On approximate solutions and saddle point theorems for robust convex optimization
- Image space analysis for uncertain multiobjective optimization problems: robust optimality conditions
- Characterizations of multi-objective robustness solutions defined by Minkowski set difference
- Scalarization of multiobjective robust optimization problems
- Characterizations of robust optimality conditions via image space analysis
This page was built for publication: Characterizations for optimality conditions of general robust optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1670134)
