Treffer: Optimality and Duality for Robust Optimization Problems Involving Intersection of Closed Sets

Title:
Optimality and Duality for Robust Optimization Problems Involving Intersection of Closed Sets
Authors:
Nguyen Canh Hung, Thái Doãn Chương, Nguyễn Thị Ngọc Ánh
Source:
Journal of Optimization Theory and Applications. 202:771-794
Publisher Information:
Springer Science and Business Media LLC, 2024.
Publication Year:
2024
Subject Terms:
Optimization, Convex Optimization, constraint, 0211 other engineering and technologies, Social Sciences, Robust Optimization, 02 engineering and technology, Management Science and Operations Research, Fixed-Point Problems, closed set, 01 natural sciences, Decision Sciences, Multi-Objective Transportation Problem Optimization, Engineering, robust nonsmooth optimization, FOS: Mathematics, Robust Optimization for Risk Management and Finance, Optimization problem, 0101 mathematics, Mordukhovich/limiting subdifferential, Theory of computation, Multi-Objective Optimization, optimality condition, 4. Education, Mathematical optimization, Strong duality, Iterative Algorithms for Nonlinear Operators and Optimization, 16. Peace & justice, Algorithm, Aerospace engineering, Computational Theory and Mathematics, Control and Systems Engineering, Combinatorics, Duality (order theory), Computer Science, Physical Sciences, duality, Intersection (aeronautics), Mathematics
Document Type:
Fachzeitschrift Article<br />Other literature type
File Description:
Print-Electronic
Language:
English
ISSN:
1573-2878
0022-3239
DOI:
10.1007/s10957-024-02447-w
DOI:
10.60692/tcfng-vv071
DOI:
10.60692/nkjnk-wx397
Access URL:
https://bura.brunel.ac.uk/handle/2438/29228
Rights:
CC BY
Accession Number:
edsair.doi.dedup.....bb5147d93a0ed64bc1292cf2ab1c1df3
Database:
OpenAIRE

Weitere Informationen

In this paper, we study a robust optimization problem whose constraints include nonsmooth and nonconvex functions and the intersection of closed sets. Using advanced variational analysis tools, we first provide necessary conditions for the optimality of the robust optimization problem. We then establish sufficient conditions for the optimality of the considered problem under the assumption of generalized convexity. In addition, we present a dual problem to the primal robust optimization problem and examine duality relations.