When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?

DOI10.1007/s10107-017-1166-zzbMath1401.90224OpenAlexW2259465197WikidataQ59516172 ScholiaQ59516172MaRDI QIDQ1659683

Ahmadreza Marandi, Dick den Hertog

Publication date: 22 August 2018

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc6435025

zbMATH Keywords

robust optimizationadjustable robust optimizationconstraint-wise uncertaintyhybrid uncertainty

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46) Optimality conditions for minimax problems (49K35)

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