Optimality and duality for robust multiobjective optimization problems
From MaRDI portal
Publication:5962927
Numerical optimization and variational techniques (65K10) Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46) Nonsmooth analysis (49J52) Optimality conditions for problems involving relations other than differential equations (49K21) Duality theory (optimization) (49N15)
Recommendations
- Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
- Necessary Optimality Conditions for Robust Nonsmooth Multiobjective Optimization Problems
- Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
- scientific article; zbMATH DE number 6541193
- Approximate optimality conditions and approximate duality conditions for robust multiobjective optimization problems
Cites work
- scientific article; zbMATH DE number 50640 (Why is no real title available?)
- scientific article; zbMATH DE number 3634008 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- A robustification approach in unconstrained quadratic optimization
- Ambiguous Risk Measures and Optimal Robust Portfolios
- Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets
- From linear to convex systems: consistency, Farkas' lemma and applications
- Linear programming with uncertain data: some extensions to robust optimization
- Lipschitz behavior of solutions to nonconvex semi-infinite vector optimization problems
- Minmax robustness for multi-objective optimization problems
- Nonsmooth semi-infinite multiobjective optimization problems
- On nonsmooth optimality theorems for robust optimization problems
- On robust convex multiobjective optimization
- On robust multiobjective optimization
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Robust duality for generalized convex programming problems under data uncertainty
- Robust optimization
- Robust solutions of multiobjective linear semi-infinite programs under constraint data uncertainty
- Robust solutions to multi-objective linear programs with uncertain data
- Selected topics in robust convex optimization
- Stability of Locally Optimal Solutions
- Strong duality in robust convex programming: complete characterizations
- Subdifferentials of nonconvex supremum functions and their applications to semi-infinite and infinite programs with Lipschitzian data
- Subsmooth semi-infinite and infinite optimization problems
- Theory and applications of robust optimization
- Tractable approximations to robust conic optimization problems
Cited in
(74)- Characterizations of approximate duality and saddle point theorems for nonsmooth robust vector optimization
- On highly robust approximate solutions for nonsmooth convex optimizations with data uncertainty
- Optimality conditions for robust nonsmooth multiobjective optimization problems in asplund spaces
- Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
- On sequential optimality conditions for robust multiobjective convex optimization problems
- scientific article; zbMATH DE number 7653176 (Why is no real title available?)
- On some efficiency conditions for vector optimization problems with uncertain cone constraints: a robust approach via set-valued inclusions
- Robust optimality conditions and duality for nonsmooth multiobjective fractional semi-infinite programming problems with uncertain data
- Finding efficient solutions in robust multiple objective optimization with SOS-convex polynomial data
- Second-order cone programming relaxations for a class of multiobjective convex polynomial problems
- Linear matrix inequality conditions and duality for a class of robust multiobjective convex polynomial programs
- Robustness in nonsmooth nonconvex optimization problems
- Robust nonsmooth optimality conditions for multiobjective optimization problems with infinitely many uncertain constraints
- Evolutionary Multi-Criterion Optimization
- Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization
- Image space analysis for uncertain multiobjective optimization problems: robust optimality conditions
- Sufficient optimality conditions for a kind of robust efficient solutions in multiobjective optimization
- On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty
- Constraint qualifications and optimality conditions for robust nonsmooth semi-infinite multiobjective optimization problems
- Necessary and sufficient conditions for robust minimal solutions in uncertain vector optimization
- scientific article; zbMATH DE number 7527196 (Why is no real title available?)
- On optimality conditions for robust weak sharp solution in uncertain optimizations
- Unified robust necessary optimality conditions for nonconvex nonsmooth uncertain multiobjective optimization
- scientific article; zbMATH DE number 7716269 (Why is no real title available?)
- A note on the radius of robust feasibility for uncertain convex programs
- Optimality conditions for robust weak sharp efficient solutions of nonsmooth uncertain multiobjective optimization problems
- Duality theorem and vector saddle point theorem for robust multiobjective optimization problems
- Dominance for multi-objective robust optimization concepts
- Decision space robustness for multi-objective integer linear programming
- Minimax programming as a tool for studying robust multi-objective optimization problems
- Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
- Robust duality for robust efficient solutions in uncertain vector optimization problems
- Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations
- Necessary Optimality Conditions for Robust Nonsmooth Multiobjective Optimization Problems
- Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
- Optimality and duality of properly robust efficient solutions in uncertain multi-objective optimization problems
- On approximate optimality conditions for robust multi-objective convex optimization problems
- Multi-objective minmax robust combinatorial optimization with cardinality-constrained uncertainty
- Approximate optimality conditions and approximate duality conditions for robust multiobjective optimization problems
- On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
- scientific article; zbMATH DE number 6541193 (Why is no real title available?)
- Robust multiobjective optimization \& applications in portfolio optimization
- OPTIMALITY CONDITIONS AND DUALITY IN NONDIFFERENTIABLE ROBUST OPTIMIZATION PROBLEMS
- The relationship between multi-objective robustness concepts and set-valued optimization
- Sufficient Optimality Conditions for a Robust Multiobjective Problem
- Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty
- Robust alternative theorem for linear inequalities with applications to robust multiobjective optimization
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
- On isolated/properly efficient solutions in nonsmooth robust semi-infinite multiobjective optimization
- On robust convex multiobjective optimization
- On approximate efficiency for nonsmooth robust vector optimization problems
- On approximate solutions for nonsmooth robust multiobjective optimization problems
- Nonsmooth multiobjective fractional programming and second-order optimality conditions for weak efficiency
- Second-order optimality conditions for efficiency in \(C^1\)-smooth robustly quasiconvex multiobjective programming problems
- Optimality conditions for generalized convex nonsmooth uncertain multi-objective fractional programming
- Karush-Kuhn-Tucker conditions and duality for a class of convex adjustable robust optimization problem
- Optimality and duality for robust nonconvex multiobjective optimization problems via bounded upper semi-regular convexificator
- Robust nonsmooth optimality conditions for uncertain multiobjective programs involving stable functions
- Approximate solution in robust multi-objective optimization and its application in portfolio optimization
- On mathematical programs with equilibrium constraints under data uncertainty
- The point-based robustness gap for uncertain multiobjective optimization
- Robust second order cone conditions and duality for multiobjective problems under uncertainty data
- On constraint qualifications and optimality conditions for robust optimization problems through pseudo-differential
- Optimality and duality for robust optimization problems involving intersection of closed sets
- Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data
- Applying convexificators in robust multiobjective optimization
- Local isolated efficiency in non-smooth robust semi-infinite multi-objective fractional programming problems
- Robust optimality and duality for composite uncertain multiobjective optimization in Asplund spaces with its applications
- Approximate solutions for robust multiobjective optimization programming in Asplund spaces
- Solving two-stage quadratic multiobjective problems via optimality and relaxations
- Robust duality for nonconvex uncertain vector optimization via a general scalarization
- Optimality analysis for \(\epsilon\)-quasi solutions of optimization problems via \(\epsilon\)-upper convexificators: a dual approach
- A characterization of the $\varepsilon$-normal set and its application in robust convex optimization problems
- Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications
This page was built for publication: Optimality and duality for robust multiobjective optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5962927)