Optimality conditions and duality results for a robust bi-level programming problem

DOI10.1051/RO/2023026MaRDI QIDQ6041219zbMATH OpenOpenAlexFDO

Authors S. Saini, N. Kailey, I. Ahmad

Publication date 26 May 2023

Published in RAIRO - Operations Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1051/ro/2023026

zbMATH Keywords

uncertaintyoptimality conditionsconstraint qualificationMond-Weir dualrobust counterpart

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Duality theory (optimization) (49N15) Robustness in mathematical programming (90C17)

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Cited in

(1)

• Bi-level optimization approach for robust mean-variance problems

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