Robust canonical duality theory for solving nonconvex programming problems under data uncertainty

DOI10.1007/S00186-016-0539-ZMaRDI QIDQ328533zbMATH OpenOpenAlexFDO

Authors Linsong Shen, Yanjun Wang, Xiaomei Zhang

Publication date 20 October 2016

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00186-016-0539-z

zbMATH Keywords

nonconvex programmingdata uncertaintyrobust canonical duality-trialityrobust canonical optimality conditions

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26)

Recommendations

• Robust duality for generalized convex programming problems under data uncertainty
• Canonical duality for solving nonconvex and nonsmooth optimization problem
• On modeling and global solutions for d.c. optimization problems by canonical duality theory
• On d.c. optimization problems
• Canonical duality for box constrained nonconvex and nonsmooth optimization problems

Cites work

• Alternative theorems for quadratic inequality systems and global quadratic optimization
• Analytic solutions and triality theory for nonconvex and nonsmooth variational problems with applications
• Canonical dual transformation method and generalized triality theory in nonsmooth global optimization
• Canonical duality theory and solutions to constrained nonconvex quadratic programming
• Duality in robust optimization: Primal worst equals dual best
• Duality principles in nonconvex systems. Theory, methods and applications
• Duality theorem and vector saddle point theorem for robust multiobjective optimization problems
• Geometric nonlinearity: potential energy, complementary energy, and the gap function
• Necessary and sufficient conditions for S-lemma and~nonconvex quadratic optimization
• Perfect duality theory and complete solutions to a class of global optimization problems*
• Robust duality for generalized convex programming problems under data uncertainty
• Solutions and optimality criteria for nonconvex constrained global optimization problems with connections between canonical and Lagrangian duality
• Solutions and optimality criteria for nonconvex quadratic-exponential minimization problem
• Solutions and optimality criteria to box constrained nonconvex minimization problems
• Stochastic programming approach to optimization under uncertainty
• Strong duality in robust convex programming: complete characterizations

Cited in

(1)

• Generalized robust duality in constrained nonconvex optimization

This page was built for publication: Robust canonical duality theory for solving nonconvex programming problems under data uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q328533)