Treffer: On ∈-solutions for convex optimization problems with uncertainty data
Title:
On ∈-solutions for convex optimization problems with uncertainty data
Authors:
Source:
Positivity (Dordrecht). 16(3):509-526
Publisher Information:
Heidelberg: Springer, 2012.
Publication Year:
2012
Physical Description:
print, 23 ref
Original Material:
INIST-CNRS
Subject Terms:
Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse mathématique, Mathematical analysis, Calcul des variations et contrôle optimal, Calculus of variations and optimal control, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Méthodes numériques en programmation mathématique, optimisation et calcul variationnel, Numerical methods in mathematical programming, optimization and calculus of variations, Optimisation et calcul variationnel numériques, Numerical methods in optimization and calculus of variations, Analyse mathématique, Mathematical analysis, Análisis matemático, Dualité, Duality, Dualidad, Face, Cara, Incertitude, Uncertainty, Incertidumbre, Méthode optimisation, Optimization method, Método optimización, Optimisation, Optimization, Optimización, Solution approchée, Approximate solution, Solución aproximada, 49XX, 65K10, 65Kxx, Optimalité, Problème optimisation
Document Type:
Fachzeitschrift
Article
File Description:
text
Language:
English
Author Affiliations:
Department of Applied Mathematics, Pukyong National University, Busan 608-737, Korea, Republic of
ISSN:
1385-1292
Rights:
Copyright 2015 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.26426194
Database:
PASCAL Archive
Weitere Informationen
We consider ∈-solutions (approximate solutions) for a robust convex optimization problem in the face of data uncertainty. Using robust optimization approach (worst-case approach), we establish an optimality theorem and duality theorems for ∈-solutions for the robust convex optimization problem. Moreover, we give an example illustrating the duality theorems.