Global optimality conditions and duality theorems for robust optimal solutions of optimization problems with data uncertainty, using underestimators
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Cites work
- A generalization of the Kuhn-Tucker sufficiency conditions
- Characterizations of robust solution set of convex programs with uncertain data
- Characterizing robust solution sets of convex programs under data uncertainty
- Constructing uncertainty sets for robust linear optimization
- Deterministic global optimization. Theory, methods and applications
- Duality in robust optimization: Primal worst equals dual best
- Geometric conditions for Kuhn-Tucker sufficiency of global optimality in mathematical programming
- Handbook of global optimization. Vol. 2
- scientific article; zbMATH DE number 734930 (Why is no real title available?)
- scientific article; zbMATH DE number 847294 (Why is no real title available?)
- Kuhn-Tucker sufficiency for global minimum of multi-extremal mathematical programming problems
- New sufficiency for global optimality and duality of mathematical programming problems via underestimators
- Nonlinear Programming
- On generalised convex mathematical programming
- On robust convex multiobjective optimization
- On sufficiency of the Kuhn-Tucker conditions
- Optimization with generalized invexity
- Robust convex optimization
- Robust duality in parametric convex optimization
- Robust optimization-methodology and applications
- Some characterizations of robust optimal solutions for uncertain convex optimization problems
- Strong duality in robust convex programming: complete characterizations
- Sufficient global optimality conditions for multi-extremal smooth minimisation problems with bounds and linear matrix inequality constraints
- Sufficient global optimality conditions for non-convex quadratic minimization problems with box constraints
- Theory and applications of robust optimization
- When Is a Point x Satisfying ∇f(x) = 0 a Global Minimum of f?
Cited in
(3)- New sufficiency for global optimality and duality of mathematical programming problems via underestimators
- Improvement of Karush-Kuhn-Tucker conditions under uncertainties using robust decision making indexes
- Higher-order optimality conditions of robust Benson proper efficient solutions in uncertain vector optimization problems
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