Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
From MaRDI portal
Publication:2420789
DOI10.1007/s10957-018-1437-8zbMath1451.90139OpenAlexW2901345478WikidataQ128890983 ScholiaQ128890983MaRDI QIDQ2420789
Jen-Chih Yao, Elisabeth Köbis, Jia-wei Chen
Publication date: 7 June 2019
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-018-1437-8
Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46) Robustness in mathematical programming (90C17)
Related Items
Robust efficiency and well-posedness in uncertain vector optimization problems ⋮ Robustness in nonsmooth nonconvex optimization problems ⋮ Optimality conditions for robust nonsmooth multiobjective optimization problems in asplund spaces ⋮ On Radius of Robust Feasibility for Convex Conic Programs with Data Uncertainty ⋮ Optimality conditions for robust weak sharp efficient solutions of nonsmooth uncertain multiobjective optimization problems ⋮ On some efficiency conditions for vector optimization problems with uncertain cone constraints: a robust approach via set-valued inclusions ⋮ Some characterizations of approximate solutions for robust semi-infinite optimization problems ⋮ Image space analysis for set optimization problems with applications ⋮ Sufficient Optimality Conditions for a Robust Multiobjective Problem ⋮ Characterizing robust optimal solution sets for nonconvex uncertain semi-infinite programming problems involving tangential subdifferentials ⋮ Robust duality for nonconvex uncertain vector optimization via a general scalarization ⋮ Optimality conditions in optimization under uncertainty ⋮ Applying convexificators in robust multiobjective optimization ⋮ Weighted robust optimality of convex optimization problems with data uncertainty ⋮ Robust duality for robust efficient solutions in uncertain vector optimization problems ⋮ On mathematical programs with equilibrium constraints under data uncertainty ⋮ Robust optimality conditions and duality for nonsmooth multiobjective fractional semi-infinite programming problems with uncertain data ⋮ Modified inertial projection and contraction algorithms with non-monotonic step sizes for solving variational inequalities and their applications ⋮ Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data ⋮ Characterizing a class of robust vector polynomial optimization via sum of squares conditions ⋮ On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty ⋮ Robust nonsmooth optimality conditions for multiobjective optimization problems with infinitely many uncertain constraints ⋮ Constraint qualifications and optimality conditions for robust nonsmooth semi-infinite multiobjective optimization problems ⋮ Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications ⋮ Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty ⋮ Robust optimality and duality for composite uncertain multiobjective optimization in Asplund spaces with its applications ⋮ On semidefinite programming relaxations for a class of robust SOS-convex polynomial optimization problems ⋮ On isolated/properly efficient solutions in nonsmooth robust semi-infinite multiobjective optimization ⋮ Optimality conditions of robust convex multiobjective optimization viaε-constraint scalarization and image space analysis ⋮ Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty ⋮ Scalarization of multiobjective robust optimization problems ⋮ Unnamed Item ⋮ Duality for robust linear infinite programming problems revisited ⋮ Unnamed Item ⋮ Robust necessary optimality conditions for nondifferentiable complex fractional programming with uncertain data ⋮ Characterizations of multiobjective robustness on vectorization counterparts ⋮ Radius of robust feasibility of system of convex inequalities with uncertain data ⋮ Unified robust necessary optimality conditions for nonconvex nonsmooth uncertain multiobjective optimization ⋮ Image space analysis for uncertain multiobjective optimization problems: robust optimality conditions ⋮ ON THE STRONG CONVERGENCE OF A PROJECTION-BASED ALGORITHM IN HILBERT SPACES ⋮ Minimax programming as a tool for studying robust multi-objective optimization problems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations
- Optimality and duality in vector optimization involving generalized type I functions over cones
- Multiobjective optimization problems with modified objective functions and cone constraints and applications
- Robust duality for generalized convex programming problems under data uncertainty
- Selected topics in robust convex optimization
- Duality in robust optimization: Primal worst equals dual best
- Theorems of the alternative and optimality conditions for convexlike and general convexlike programming
- Variational methods in partially ordered spaces
- Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
- A unified approach to uncertain optimization
- On classes of generalized convex functions, Gordan-Farkas type theorems, and Lagrangean duality
- Robust optimization-methodology and applications
- Characterizing robust solution sets of convex programs under data uncertainty
- On robust multiobjective optimization
- Generalized nonsmooth invexity over cones in vector optimization
- Vector optimization. Set-valued and variational analysis.
- Constrained optimization and image space analysis. Vol. 1: Separation of sets and optimality conditions
- Robust multiobjective optimization \& applications in portfolio optimization
- Robust solutions to multi-objective linear programs with uncertain data
- A unified approach for different concepts of robustness and stochastic programming via non-linear scalarizing functionals
- DUALITY THEOREM AND VECTOR SADDLE POINT THEOREM FOR ROBUST MULTIOBJECTIVE OPTIMIZATION PROBLEMS
- Robust Solutions of MultiObjective Linear Semi-Infinite Programs under Constraint Data Uncertainty
- Strong Duality in Robust Convex Programming: Complete Characterizations
- Optimization and nonsmooth analysis
- ON NONSMOOTH OPTIMALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS
- Set-valued Optimization
- Optimality and duality for robust multiobjective optimization problems
- Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts
