On \(\epsilon\)-solutions for robust fractional optimization problems
From MaRDI portal
Publication:261808
DOI10.1186/1029-242X-2014-501zbMath1333.90094OpenAlexW2159919041WikidataQ59320786 ScholiaQ59320786MaRDI QIDQ261808
Publication date: 24 March 2016
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/1029-242x-2014-501
robust optimizationstrong dualityconvex programming under uncertaintyfractional programming under uncertainty
Related Items (6)
Robust optimality, duality and saddle points for multiobjective fractional semi-infinite optimization with uncertain data ⋮ On approximate solutions for robust convex semidefinite optimization problems ⋮ Optimality conditions for generalized convex nonsmooth uncertain multi-objective fractional programming ⋮ On robust approximate optimal solutions for fractional semi-infinite optimization with uncertainty data ⋮ On \(\epsilon\)-solutions for robust semi-infinite optimization problems ⋮ On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On \(\epsilon\)-solutions for convex optimization problems with uncertainty data
- Robust duality for fractional programming problems with constraint-wise data uncertainty
- Robust linear optimization under general norms.
- Selected topics in robust convex optimization
- Duality in robust optimization: Primal worst equals dual best
- Asymptotic dual conditions characterizing optimality for infinite convex programs
- Epsilon approximate solutions for multiobjective programming problems
- \(\varepsilon\)-optimality for multiobjective programming on a Banach space
- \(\epsilon\)-Pareto optimality for nondifferentiable multiobjective programming via penalty function
- Using duality to solve generalized fractional programming problems
- Three types dual model for minimax fractional programming
- \(\epsilon\)-duality of nondifferentiable nonconvex multiobjective programming
- Optimality conditions and duality for nondifferentiable multiobjective fractional programming with generalized convexity
- Multiplier rules and saddle-point theorems for Helbig's approximate solutions in convex Pareto problems
- Characterizations of solution sets of convex vector minimization problems
- An ε-lagrange multiplier rule for a mathematical programming problem on banacch spaces∗
- Strong Duality in Robust Convex Programming: Complete Characterizations
- Constructing Uncertainty Sets for Robust Linear Optimization
- ε-Optimal solutions in nondifferentiable convex programming and some related questions
- New Sequential Lagrange Multiplier Conditions Characterizing Optimality without Constraint Qualification for Convex Programs
- Convex Analysis
- Optimality conditions and duality for a class of nonlinear fractional programming problems.
This page was built for publication: On \(\epsilon\)-solutions for robust fractional optimization problems
