Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
From MaRDI portal
Publication:5114395
DOI10.1137/19M1251461zbMath1483.90149OpenAlexW3029757191MaRDI QIDQ5114395
Publication date: 22 June 2020
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/19m1251461
generalized convexitydualityoptimality conditionrobust optimizationlimiting subdifferentialmultiobjective program
Multi-objective and goal programming (90C29) Numerical optimization and variational techniques (65K10) Optimality conditions and duality in mathematical programming (90C46) Robustness in mathematical programming (90C17)
Related Items
Robust efficiency and well-posedness in uncertain vector optimization problems ⋮ Robustness in nonsmooth nonconvex optimization problems ⋮ Optimality conditions for robust nonsmooth multiobjective optimization problems in asplund spaces ⋮ Approximate solutions in nonsmooth and nonconvex cone constrained vector optimization ⋮ Optimality conditions for robust weak sharp efficient solutions of nonsmooth uncertain multiobjective optimization problems ⋮ Second order analysis for robust inclusion systems and applications ⋮ Robust duality for nonconvex uncertain vector optimization via a general scalarization ⋮ Robust optimality conditions and duality for nonsmooth multiobjective fractional semi-infinite programming problems with uncertain data ⋮ Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data ⋮ On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty ⋮ Robust nonsmooth optimality conditions for multiobjective optimization problems with infinitely many uncertain constraints ⋮ Constraint qualifications and optimality conditions for robust nonsmooth semi-infinite multiobjective optimization problems ⋮ Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications ⋮ 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 ⋮ Robust second order cone conditions and duality for multiobjective problems under uncertainty data ⋮ On constraint qualifications and optimality conditions for robust optimization problems through pseudo-differential ⋮ On isolated/properly efficient solutions in nonsmooth robust semi-infinite multiobjective optimization ⋮ Unified robust necessary optimality conditions for nonconvex nonsmooth uncertain multiobjective optimization ⋮ Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Minmax robustness for multi-objective optimization problems
- Robustness in nonsmooth nonlinear multi-objective programming
- Constraint qualifications and optimality conditions for nonconvex semi-infinite and infinite programs
- A robust optimization approach to experimental design for model discrimination of dynamical systems
- A robustification approach in unconstrained quadratic optimization
- Min-max and robust polynomial optimization
- Robust duality for generalized convex programming problems under data uncertainty
- Subsmooth semi-infinite and infinite optimization problems
- Multi-objective minmax robust combinatorial optimization with cardinality-constrained uncertainty
- Subgradients of marginal functions in parametric mathematical programming
- Selected topics in robust convex optimization
- First and second order analysis of nonlinear semidefinite programs
- Robust solutions of linear programming problems contaminated with uncertain data
- Normal regularity for the feasible set of semi-infinite multiobjective optimization problems with applications
- On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
- Robust alternative theorem for linear inequalities with applications to robust multiobjective optimization
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
- Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs
- Linear programming with uncertain data: some extensions to robust optimization
- Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality
- Robust aspects of solutions in deterministic multiple objective linear programming
- Lipschitz behavior of solutions to nonconvex semi-infinite vector optimization problems
- Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
- On robust multiobjective optimization
- Tractable approximations to robust conic optimization problems
- Robust Convex Optimization
- Robustness in deterministic multi-objective linear programming with respect to the relative interior and angle deviation
- Robust Solutions of MultiObjective Linear Semi-Infinite Programs under Constraint Data Uncertainty
- Strong Duality in Robust Convex Programming: Complete Characterizations
- Theory and Applications of Robust Optimization
- Ambiguous Risk Measures and Optimal Robust Portfolios
- Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets
- Optimization and nonsmooth analysis
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Stability of Locally Optimal Solutions
- Subdifferentials of Nonconvex Supremum Functions and Their Applications to Semi-infinite and Infinite Programs with Lipschitzian Data
- Linear Matrix Inequality Conditions and Duality for a Class of Robust Multiobjective Convex Polynomial Programs
- ON NONSMOOTH OPTIMALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS
- Optimality and duality for robust multiobjective optimization problems
- Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts
This page was built for publication: Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
