On quasi -solution for robust convex optimization problems
From MaRDI portal
Publication:1686550
Recommendations
- scientific article; zbMATH DE number 7295977
- On \(\epsilon\)-solutions for robust semi-infinite optimization problems
- On approximate solutions for robust convex semidefinite optimization problems
- On approximate solutions and saddle point theorems for robust convex optimization
- Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs
- Characterizations of robust -quasi optimal solutions for nonsmooth optimization problems with uncertain data
- Robust convex quadratically constrained programs
- scientific article; zbMATH DE number 7238249
- scientific article; zbMATH DE number 2102031
- A robustification approach in unconstrained quadratic optimization
Cites work
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- Approximate KKT points and a proximity measure for termination
- Approximate solutions of multiobjective optimization problems
- Asymptotic dual conditions characterizing optimality for infinite convex programs
- Characterizations of solution sets of convex vector minimization problems
- Convex Analysis
- Necessary conditions for ε-optimality
- Necessary optimality conditions and saddle points for approximate optimization in Banach space
- New Sequential Lagrange Multiplier Conditions Characterizing Optimality without Constraint Qualification for Convex Programs
- On -solutions for convex optimization problems with uncertainty data
- On the variational principle
- Selected topics in robust convex optimization
- Some characterizations of robust optimal solutions for uncertain convex optimization problems
- Strong duality in robust convex programming: complete characterizations
- Variational Analysis
- \(\varepsilon \)-optimality and \(\varepsilon \)-Lagrangian duality for a nonconvex programming problem with an infinite number of constraints
Cited in
(33)- On -solutions for convex optimization problems with uncertainty data
- On a weakly C-\epsilon-vector saddle point approach in weak vector problems
- Solution existence for a class of nonsmooth robust optimization problems
- Optimality of robust approximation solutions for uncertain convex optimization problems
- Approximate optimality conditions and duality results for non-smooth semi-infinite programming problems
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
- Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data
- Robust duality for robust efficient solutions in uncertain vector optimization problems
- On approximate solutions for robust convex semidefinite optimization problems
- Optimality conditions for minimax optimization problems with an infinite number of constraints and related applications
- Local optimality conditions and local saddle point theorems for nonconvex robust programming
- Optimality and duality for robust optimization problems involving intersection of closed sets
- On highly robust approximate solutions for nonsmooth convex optimizations with data uncertainty
- \(\varepsilon\)-Wolfe type duality for convex optimization problems under data uncertainty
- Optimality conditions in convex optimization with locally Lipschitz constraints
- scientific article; zbMATH DE number 7295977 (Why is no real title available?)
- Approximate optimality conditions and mixed type duality for a class of non-convex optimization problems
- Quasi \(\epsilon\)-solutions in a semi-infinite programming problem with locally Lipschitz data
- Characterizations of approximate solution and approximate duality for quasiconvex programming
- On \(\epsilon\)-solutions for robust semi-infinite optimization problems
- A characterization of the $\varepsilon$-normal set and its application in robust convex optimization problems
- A parametric characterization and an \(\epsilon\)-approximation scheme for the minimization of a quasiconcave program
- 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
- On constraint qualifications and optimality conditions for robust optimization problems through pseudo-differential
- SDP reformulation for robust optimization problems based on nonconvex QP duality
- Robust solution of nonconvex global optimization problems
- Convexity and closedness in stable robust duality
- Optimality conditions of quasi $(\alpha,\varepsilon)$-solutions and approximate mixed type duality for DC composite optimization problems
- Characterizations of robust -quasi optimal solutions for nonsmooth optimization problems with uncertain data
- On approximate solutions and saddle point theorems for robust convex optimization
- On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization
- Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs
This page was built for publication: On quasi \(\epsilon\)-solution for robust convex optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1686550)
