Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty
From MaRDI portal
Publication:5121777
DOI10.1080/02331934.2020.1763990zbMath1451.90164OpenAlexW3022391784MaRDI QIDQ5121777
Xiang-Kai Sun, Liying Liu, Jing Zeng, Kok Lay Teo
Publication date: 19 September 2020
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2020.1763990
Nonconvex programming, global optimization (90C26) Optimality conditions and duality in mathematical programming (90C46) Semi-infinite programming (90C34) Robustness in mathematical programming (90C17)
Related Items (14)
Multiobjective approximate gradient projection method for constrained vector optimization: sequential optimality conditions without constraint qualifications ⋮ Robust strong duality for nonconvex optimization problem under data uncertainty in constraint ⋮ Some characterizations of approximate solutions for robust semi-infinite optimization problems ⋮ Duality results for interval-valued semiinfinite optimization problems with equilibrium constraints using convexificators ⋮ Robust saddle‐point criterion in second‐order partial differential equation and partial differential inequation constrained control problems ⋮ On \(\varepsilon\)-quasi efficient solutions for fractional infinite multiobjective optimization problems with locally Lipschitz data ⋮ Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data ⋮ On second-order conic programming duals for robust convex quadratic optimization problems ⋮ On isolated/properly efficient solutions in nonsmooth robust semi-infinite multiobjective optimization ⋮ On optimality conditions and duality theorems for approximate solutions of nonsmooth infinite optimization problems ⋮ Approximate optimality conditions and mixed type duality for semi-infinite multiobjective programming problems involving tangential subdifferentials ⋮ Higher-order tangent epiderivatives and applications to duality in set-valued optimization ⋮ Characterizing the Solution Set for Nonconvex Semi-Infinite Programs Involving Tangential Subdifferentials ⋮ Characterizations of robustε-quasi optimal solutions for nonsmooth optimization problems with uncertain data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On \(\epsilon\)-solutions for convex optimization problems with uncertainty data
- Robust linear semi-infinite programming duality under uncertainty
- \(\varepsilon \)-mixed type duality for nonconvex multiobjective programs with an infinite number of constraints
- On the stability of solutions for semi-infinite vector optimization problems
- Semi-infinite programming
- \(\varepsilon \)-optimality and \(\varepsilon \)-Lagrangian duality for a nonconvex programming problem with an infinite number of constraints
- Bi-level strategies in semi-infinite programming.
- Optimality conditions of approximate solutions for nonsmooth semi-infinite programming problems
- Characterizations for optimality conditions of general robust optimization problems
- Characterizations of robust solution set of convex programs with uncertain data
- A unifying approach to robust convex infinite optimization duality
- Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
- Recent contributions to linear semi-infinite optimization: an update
- Robust multiobjective optimization with application to Internet routing
- A unified characterization of multiobjective robustness via separation
- Locally Farkas-Minkowski systems in convex semi-infinite programming
- An approach to \(\epsilon\)-duality theorems for nonconvex semi-infinite multiobjective optimization problems
- On approximate solutions and saddle point theorems for robust convex optimization
- Nonsmooth semi-infinite multiobjective optimization problems
- Recent advances in robust optimization: an overview
- \(\epsilon\)-duality of nondifferentiable nonconvex multiobjective programming
- On \(\epsilon\)-solutions for robust semi-infinite optimization problems
- Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems
- Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
- Existence and optimality conditions for approximate solutions to vector optimization problems
- \(\epsilon\)-optimality conditions of vector optimization problems with set-valued maps based on the algebraic interior in real linear spaces
- Robust Solutions of MultiObjective Linear Semi-Infinite Programs under Constraint Data Uncertainty
- Theory and Applications of Robust Optimization
- Optimization and nonsmooth analysis
- Necessary conditions for ε-optimality
- Characterizations of Approximate Duality and Saddle Point Theorems for Nonsmooth Robust Vector Optimization
- On approximate solutions for nonsmooth robust multiobjective optimization problems
- ON NONSMOOTH OPTIMALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS
- Convex Analysis
- Optimality and duality for robust multiobjective optimization problems
This page was built for publication: Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty