On -solutions for robust semi-infinite optimization problems
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Publication:2321908
DOI10.1007/S11117-018-0630-1zbMATH Open1421.90150OpenAlexW2899505678MaRDI QIDQ2321908FDOQ2321908
Authors: Jae Hyoung Lee, Gue Myung Lee 
Publication date: 27 August 2019
Published in: Positivity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11117-018-0630-1
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approximate solutionrobust optimizationsemi-infinite programmingapproximate optimality conditionsapproximate duality theorems
Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Semi-infinite programming (90C34)
Cites Work
- Robust optimization
- Duality in robust optimization: Primal worst equals dual best
- Asymptotic dual conditions characterizing optimality for infinite convex programs
- Existence and optimality conditions for approximate solutions to vector optimization problems
- Characterizations of solution sets of convex vector minimization problems
- On \(\epsilon\)-solutions for robust fractional optimization problems
- On \(\epsilon\)-solutions for convex optimization problems with uncertainty data
- Strong duality in robust convex programming: complete characterizations
- New Sequential Lagrange Multiplier Conditions Characterizing Optimality without Constraint Qualification for Convex Programs
- Selected topics in robust convex optimization
- Robust optimization-methodology and applications
- Constraint Qualifications for Convex Inequality Systems with Applications in Constrained Optimization
- Recent contributions to linear semi-infinite optimization
- ON NONSMOOTH OPTIMALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS
- On quasi \(\epsilon\)-solution for robust convex optimization problems
- Robust linear semi-infinite programming duality under uncertainty
- Semi-infinite programming, duality, discretization and optimality conditions†
- \(\varepsilon \)-optimality and \(\varepsilon \)-Lagrangian duality for a nonconvex programming problem with an infinite number of constraints
- Post-Optimal Analysis in Linear Semi-Infinite Optimization
- On approximate solutions for robust convex semidefinite optimization problems
- Approximate KKT points and a proximity measure for termination
- A unifying approach to robust convex infinite optimization duality
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
Cited In (14)
- Mixed complementarity problems for robust optimization equilibrium under \(l_1\cap l_\infty\)-norm
- On \(\epsilon\)-solutions for robust fractional optimization problems
- Robust optimality conditions for semi-infinite equilibrium problems involving data uncertainty
- Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data
- Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty
- Title not available (Why is that?)
- On robust approximate optimal solutions for fractional semi-infinite optimization with uncertainty data
- Approximate solution in robust multi-objective optimization and its application in portfolio optimization
- Title not available (Why is that?)
- On isolated/properly efficient solutions in nonsmooth robust semi-infinite multiobjective optimization
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- Optimality and duality analysis for multiobjective interval-valued semi-Infinite optimization problem having vanishing constraints
- On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization
- On quasi \(\epsilon\)-solution for robust convex optimization problems
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