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ON SUFFICIENCY AND DUALITY FOR ROBUST OPTIMIZATION PROBLEMS INVOLVING (V, ρ)-INVEX FUNCTIONS
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In this paper, we formulate a sucient optimality theorem for the robust optimization problem (UP) under (V, ρ)-invexity assumption. Moreover, we formulate a Mond-Weir type dual problem for the robust optimization problem (UP) and show that the weak and strong duality hold between the primal problems and the dual problems.
Abstract
In this paper, we formulate a sucient optimality theorem for the robust optimization problem (UP) under (V, ρ)-invexity assumption. Moreover, we formulate a Mond-Weir type dual problem for the robust optimization problem (UP) and show that the weak and strong duality hold between the primal problems and the dual problems.
참고문헌 (8)
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- A. Ben-Tal, "A selected topics in robust convex optimization", Math. Program., Ser B, 112, pp.125~158 (2008)
- D. Bertsimas, "Robust linear optimization under general norms", Oper. Res. Lett, 32, pp.510~516 (2004)
- A. Ben-Tal, "A. Nemirovski, Robust optimization" (2009), Princeton Series in Ap-plied Mathematics
- V. Jeyakumar, "A robust von Neumann minimax theorem for zero-sum games under bounded payo® uncertainty", Oper. Res. Lett, 39, pp.109~114 (2011)
- H. Kuk, "Nonsmooth multiobjective programs with (V, ρ)-invexity", Indian Journal of Pure and Applied Mathematics, 29, pp.405~412 (1998)
- 이규명, "On duality theorems for robust optimization problems", 충청수학회지, 26(4), pp.723~734 (2013), 충청수학회[DOI]
관련 논문AI추천
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