Robust second order cone conditions and duality for multiobjective problems under uncertainty data
From MaRDI portal
Publication:6203549
Recommendations
- Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty
- Linear matrix inequality conditions and duality for a class of robust multiobjective convex polynomial programs
- On robust approximate optimal solutions for uncertain convex optimization and applications to multi-objective optimization
- Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs
- Optimality and duality of properly robust efficient solutions in uncertain multi-objective optimization problems
Cites work
- scientific article; zbMATH DE number 4085440 (Why is no real title available?)
- scientific article; zbMATH DE number 2063780 (Why is no real title available?)
- scientific article; zbMATH DE number 6541193 (Why is no real title available?)
- A complete characterization of the gap between convexity and sos-convexity
- A new bounded degree hierarchy with SOCP relaxations for global polynomial optimization and conic convex semi-algebraic programs
- An easy path to convex analysis and applications
- Approximating Pareto curves using semidefinite relaxations
- Approximating the Pareto set of multiobjective linear programs via robust optimization
- Convex Analysis
- DSOS and SDSOS optimization: more tractable alternatives to sum of squares and semidefinite optimization
- Deriving robust counterparts of nonlinear uncertain inequalities
- Finding efficient solutions in robust multiple objective optimization with SOS-convex polynomial data
- Linear matrix inequality conditions and duality for a class of robust multiobjective convex polynomial programs
- Minmax robustness for multi-objective optimization problems
- Multicriteria Optimization
- Non-convex multi-objective optimization
- Nonlinear multiobjective optimization
- On general minimax theorems
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
- On robust multiobjective optimization
- Optimality and duality for robust multiobjective optimization problems
- Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach
- Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
- Robust alternative theorem for linear inequalities with applications to robust multiobjective optimization
- Robust aspects of solutions in deterministic multiple objective linear programming
- Robust optimization
- Robust solutions of multiobjective linear semi-infinite programs under constraint data uncertainty
- Robustness in nonsmooth nonlinear multi-objective programming
- Second-order cone programming relaxations for a class of multiobjective convex polynomial problems
- Semidefinite Optimization and Convex Algebraic Geometry
- Semidefinite representation of convex sets
- Some applications of polynomial optimization in operations research and real-time decision making
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- Theory and applications of robust optimization
This page was built for publication: Robust second order cone conditions and duality for multiobjective problems under uncertainty data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6203549)
