Robust duality for fractional programming problems with constraint-wise data uncertainty
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Cites work
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty
- A sixth bibliography of fractional programming
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications
- Convex Analysis
- Duality in robust optimization: Primal worst equals dual best
- Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
- Fractional programming : a recent survey
- Optimality conditions and duality for a class of nonlinear fractional programming problems.
- Optimality conditions and duality for nondifferentiable multiobjective fractional programming with generalized convexity
- Parameter-free convex equivalent and dual programs of fractional programming problems
- Robust conjugate duality for convex optimization under uncertainty with application to data classification
- Robust linear optimization under general norms.
- Robust optimization
- Robust optimization-methodology and applications
- Selected topics in robust convex optimization
- Strong duality in robust convex programming: complete characterizations
- Using duality to solve generalized fractional programming problems
Cited in
(22)- Twin minimax probability machine for pattern classification
- Strong duality for robust minimax fractional programming problems
- On robust approximate optimal solutions for fractional semi-infinite optimization with uncertainty data
- Duality and robust duality for special nonconvex homogeneous quadratic programming under certainty and uncertainty environment
- Characterization of norm-based robust solutions in vector optimization
- Robust optimality conditions and duality for nonsmooth multiobjective fractional semi-infinite programming problems with uncertain data
- Robust duality for generalized convex programming problems under data uncertainty
- Robust necessary optimality conditions for nondifferentiable complex fractional programming with uncertain data
- Linear fractional program under interval and ellipsoidal uncertainty
- Some characterizations of robust optimal solutions for uncertain fractional optimization and applications
- A quasi-Newton method with rank-two update to solve interval optimization problems
- Solving nonlinear interval optimization problem using stochastic programming technique
- Newton method to obtain efficient solutions of the optimization problems with interval-valued objective functions
- Strong duality in robust semi-definite linear programming under data uncertainty
- A Newton method for capturing efficient solutions of interval optimization problems
- On robust duality for fractional programming with uncertainty data
- A unifying approach to robust convex infinite optimization duality
- On \(\epsilon\)-solutions for robust fractional optimization problems
- Optimality conditions and duality for minimax fractional programming problems with data uncertainty
- Duality in robust optimization: Primal worst equals dual best
- Efficient solution of interval optimization problem
- Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications
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