A characterization of the \varepsilon-normal set and its application in robust convex optimization problems

DOI10.23952/JNVA.7.2023.6.01MaRDI QIDQ6187726zbMATH OpenOpenAlexFDO

Authors Guang-Ri Piao, Zhe Hong, Kwan Deok Bae, Do Sang Kim

Publication date 15 January 2024

Published in Journal of Nonlinear and Variational Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.23952/jnva.7.2023.6.01

zbMATH Keywords

\(\varepsilon\)-normal setapproximate optimality conditionsgeneralized approximate solutionsrobust characteristic cone constraint qualificationrobust optimization

Mathematics Subject Classification ID

Functional analysis (46-XX) Operator theory (47-XX)

Cites work

• \(\varepsilon \)-optimality and \(\varepsilon \)-Lagrangian duality for a nonconvex programming problem with an infinite number of constraints
• A note on approximate Karush-Kuhn-Tucker conditions in locally Lipschitz multiobjective optimization
• An approach to -duality theorems for nonconvex semi-infinite multiobjective optimization problems
• Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs
• Approximate quasi efficient solutions in multiobjective optimization
• Convex Analysis
• Duality in robust optimization: Primal worst equals dual best
• scientific article; zbMATH DE number 5982713 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• Necessary conditions for ε-optimality
• On -solutions for convex optimization problems with uncertainty data
• On a weakly C-\epsilon-vector saddle point approach in weak vector problems
• On approximate solutions and saddle point theorems for robust convex optimization
• On approximate solutions of nondifferentiable vector optimization problems with cone-convex objectives
• On quasi \(\epsilon\)-solution for robust convex optimization problems
• On robust approximate optimal solutions for uncertain convex optimization and applications to multi-objective optimization
• On the variational principle
• Optimality and duality for robust multiobjective optimization problems
• Optimality conditions in nonconvex semi-infinite multiobjective optimization problems
• Quasi \(\epsilon\)-solutions in a semi-infinite programming problem with locally Lipschitz data
• Representation of the normal cone and its applications in robust minimax programming problems
• Robust conjugate duality for convex optimization under uncertainty with application to data classification
• Selected topics in robust convex optimization
• Strong duality in robust convex programming: complete characterizations
• ε-Optimal solutions in nondifferentiable convex programming and some related questions

Cited in

(1)

• Local optimality conditions and local saddle point theorems for nonconvex robust programming

This page was built for publication: A characterization of the $\varepsilon$-normal set and its application in robust convex optimization problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6187726)