Characterizations of robust solution set of convex programs with uncertain data
From MaRDI portal
Publication:1670545
DOI10.1007/s11590-017-1187-9zbMath1396.90060OpenAlexW2752987943MaRDI QIDQ1670545
Publication date: 5 September 2018
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-017-1187-9
Lagrangian multiplierssubdifferentialconstraint qualificationsconvex programs under uncertaintyepigraphs of conjugate functionsrobust solution sets
Related Items
Necessary optimality conditions for nonsmooth robust optimization problems, Characterizing robust optimal solution sets for nonconvex uncertain semi-infinite programming problems involving tangential subdifferentials, Weighted robust optimality of convex optimization problems with data uncertainty, Optimality conditions of robust convex multiobjective optimization viaε-constraint scalarization and image space analysis, Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty, Unnamed Item, On approximate solutions and saddle point theorems for robust convex optimization, Unnamed Item, Global optimality conditions and duality theorems for robust optimal solutions of optimization problems with data uncertainty, using underestimators, Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems, Unified robust necessary optimality conditions for nonconvex nonsmooth uncertain multiobjective optimization, Some characterizations of robust solution sets for uncertain convex optimization problems with locally Lipschitz inequality constraints
Cites Work
- Some characterizations of robust optimal solutions for uncertain convex optimization problems
- Robust linear semi-infinite programming duality under uncertainty
- A new approach to characterize the solution set of a pseudoconvex programming problem
- Characterizations of the solution sets of convex programs and variational inequality problems
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications
- Duality in robust optimization: Primal worst equals dual best
- On characterizing the solution sets of pseudoinvex extremum problems
- Characterizations of optimal solution sets of convex infinite programs
- A simple characterization of solutions sets of convex programs
- Asymptotic dual conditions characterizing optimality for infinite convex programs
- Characterization of solution sets of quasiconvex programs
- On characterizing the solution sets of pseudolinear programs
- Characterizations of the solution set for a class of nonsmooth optimization problems
- Characterizing robust solution sets of convex programs under data uncertainty
- A weaker regularity condition for subdifferential calculus and Fenchel duality in infinite dimensional spaces.
- Characterizations of solution sets of convex vector minimization problems
- Some characterizations of robust optimal solutions for uncertain fractional optimization and applications
- Characterization of solution sets of convex programs
- Strong Duality in Robust Convex Programming: Complete Characterizations
- Stable and Total Fenchel Duality for DC Optimization Problems in Locally Convex Spaces
- On characterizing solution set of non-differentiable η-pseudolinear extremum problem
- Constraint Qualifications for Convex Inequality Systems with Applications in Constrained Optimization
- Characterizations of solution sets of mathematical programs in terms of Lagrange multipliers
- New Sequential Lagrange Multiplier Conditions Characterizing Optimality without Constraint Qualification for Convex Programs
- Unnamed Item
- Unnamed Item
- Unnamed Item
