Improvement of Karush-Kuhn-Tucker conditions under uncertainties using robust decision making indexes

DOI10.1016/J.APM.2016.11.021MaRDI QIDQ2284886zbMATH OpenOpenAlexFDO

Authors Cristhian Alberto Celestino Cortez, José Carlos Pinto

Publication date 15 January 2020

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2016.11.021

zbMATH Keywords

uncertaintiesKKT conditions and second order conditions

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Mathematical modeling or simulation for problems pertaining to operations research and mathematical programming (90-10)

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Cites work

• scientific article; zbMATH DE number 5359577 (Why is no real title available?)
• scientific article; zbMATH DE number 45410 (Why is no real title available?)
• scientific article; zbMATH DE number 3538668 (Why is no real title available?)
• A note on A. Brauer's theorem
• Matrix Analysis
• Nonlinear Programming
• On sequential optimality conditions for smooth constrained optimization
• Recent advances in robust optimization: an overview
• Robust Nyquist array analysis based on uncertainty descriptions from system identification.
• Spectral variation bounds in hyperbolic geometry
• Statistical decision functions which minimize the maximum risk

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