Robust duality for generalized convex programming problems under data uncertainty
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Cites work
- scientific article; zbMATH DE number 1807400 (Why is no real title available?)
- scientific article; zbMATH DE number 3365044 (Why is no real title available?)
- A Survey of the S-Lemma
- A duality theorem for non-linear programming
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- Constructing uncertainty sets for robust linear optimization
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- Lectures on Stochastic Programming
- Necessary and sufficient conditions for \(S\)-lemma and~nonconvex quadratic optimization
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- Robust optimization
- Robust optimization-methodology and applications
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Cited in
(51)- Robust duality for generalized invex programming problems
- Strong duality for robust minimax fractional programming problems
- Robust nonlinear optimization with conic representable uncertainty set
- Robust duality in parametric convex optimization
- Optimality conditions for robust nonsmooth multiobjective optimization problems in asplund spaces
- Duality and robust duality for special nonconvex homogeneous quadratic programming under certainty and uncertainty environment
- Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
- Karush-Kuhn-Tucker conditions and duality for a class of convex adjustable robust optimization problem
- Robust duality for generalized convex nonsmooth vector programs with uncertain data in constraints
- On Radius of Robust Feasibility for Convex Conic Programs with Data Uncertainty
- Generalized robust duality in constrained nonconvex optimization
- Robust nonsmooth optimality conditions for uncertain multiobjective programs involving stable functions
- Robustness in nonsmooth nonconvex optimization problems
- Surrogate duality for robust optimization
- On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty
- On mathematical programs with equilibrium constraints under data uncertainty
- Constraint qualifications and optimality conditions for robust nonsmooth semi-infinite multiobjective optimization problems
- Robust approach for uncertain multi-dimensional fractional control optimization problems
- Optimality and duality for robust multiobjective optimization problems
- Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function
- On constraint qualifications and optimality conditions for robust optimization problems through pseudo-differential
- Robust duality for the uncertain multitime control optimization problems
- scientific article; zbMATH DE number 7527196 (Why is no real title available?)
- A unified approach to robust Farkas-type results with applications to robust optimization problems
- Robust fuzzy structural safety assessment using mathematical programming approach
- Applying convexificators in robust multiobjective optimization
- Robust linear semi-infinite programming duality under uncertainty
- Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
- Local isolated efficiency in non-smooth robust semi-infinite multi-objective fractional programming problems
- Robust duality for robust efficient solutions in uncertain vector optimization problems
- Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
- 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
- Some robust convex programs without a duality gap
- On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
- Robust assessment of collapse resistance of structures under uncertain loads based on info-gap model
- Strong duality in robust semi-definite linear programming under data uncertainty
- Robust canonical duality theory for solving nonconvex programming problems under data uncertainty
- On robust duality for fractional programming with uncertainty data
- Robust duality for fractional programming problems with constraint-wise data uncertainty
- Sufficient Optimality Conditions for a Robust Multiobjective Problem
- A unifying approach to robust convex infinite optimization duality
- Duality in robust optimization: Primal worst equals dual best
- On duality for mathematical programs with vanishing constraints
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
- On second-order conic programming duals for robust convex quadratic optimization problems
- Strong duality in robust convex programming: complete characterizations
- Robust conjugate duality for convex optimization under uncertainty with application to data classification
- On approximate efficiency for nonsmooth robust vector optimization problems
- Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications
- On approximate solutions for nonsmooth robust multiobjective optimization problems
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