Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications
From MaRDI portal
Publication:6192085
DOI10.1080/02331934.2022.2122717WikidataQ114100890 ScholiaQ114100890MaRDI QIDQ6192085
Unnamed Author, Unnamed Author, Tran Van Su
Publication date: 11 March 2024
Published in: Optimization (Search for Journal in Brave)
duality theoremsuncertainty sets\(\mathcal{C}\)-derivativesKKT-type robust optimality conditionsmultiobjective programming problem with uncertain data
Multi-objective and goal programming (90C29) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46) Sensitivity, stability, parametric optimization (90C31) Optimality conditions (49K99)
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
- Optimality and duality in vector optimization involving generalized type I functions over cones
- Robust duality for generalized convex programming problems under data uncertainty
- Robust duality for fractional programming problems with constraint-wise data uncertainty
- Multi-objective minmax robust combinatorial optimization with cardinality-constrained uncertainty
- On regularity for constrained extremum problems. I: Sufficient optimality conditions
- On regularity for constrained extremum problems. II: Necessary optimality conditions
- On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
- Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization
- Characterizing robust solution sets of convex programs under data uncertainty
- Radius of robust feasibility of system of convex inequalities with uncertain data
- Robust aspects of solutions in deterministic multiple objective linear programming
- Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
- On the theory of Lagrangian duality
- Constrained optimization and image space analysis. Vol. 1: Separation of sets and optimality conditions
- Robust Convex Optimization
- Robustness in deterministic multi-objective linear programming with respect to the relative interior and angle deviation
- A unified approach for different concepts of robustness and stochastic programming via non-linear scalarizing functionals
- Strong Duality in Robust Convex Programming: Complete Characterizations
- Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
- ON NONSMOOTH OPTIMALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS
- Set-valued Optimization
- Convex Analysis
- Set-valued analysis
- Optimality and duality for robust multiobjective optimization problems
- Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts
