Surrogate duality for robust optimization

DOI10.1016/j.ejor.2013.02.050zbMath1317.90321OpenAlexW2011529109MaRDI QIDQ2356091

Satoshi Suzuki, Daishi Kuroiwa, Gue Myung Lee

Publication date: 28 July 2015

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2013.02.050

zbMATH Keywords

nonlinear programmingrobust optimizationquasiconvex programming

Mathematics Subject Classification ID

Convex programming (90C25) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46) Sensitivity, stability, parametric optimization (90C31) Convexity of real functions of several variables, generalizations (26B25)

Related Items

Duality theorems for separable convex programming without qualifications ⋮ Nonlinear error bounds for quasiconvex inequality systems ⋮ A unifying approach to robust convex infinite optimization duality ⋮ Duality theorems for convex and quasiconvex set functions ⋮ On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems ⋮ Duality theorems for quasiconvex programming with a reverse quasiconvex constraint

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