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Robust duality for generalized invex programming problems

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In this paper we present a robust duality theory for generalized convex programming problems under data uncertainty. Recently, Jeyakumar, Li and Lee [Nonlinear Analysis 75 (2012), no. 3, 1362--1373] established a robust duality theory for generalized convex programming problems in the face of data uncertainty. Furthermore, we extend results of Jeyakumar, Li and Lee for an uncertain multiobjective robust optimization problem.

Abstract

In this paper we present a robust duality theory for generalized convex programming problems under data uncertainty. Recently, Jeyakumar, Li and Lee [Nonlinear Analysis 75 (2012), no. 3, 1362--1373] established a robust duality theory for generalized convex programming problems in the face of data uncertainty. Furthermore, we extend results of Jeyakumar, Li and Lee for an uncertain multiobjective robust optimization problem.

참고문헌 (8)

  1. A. Ben-Tal, "Robust Optimization", Princeton Series in Applied Mathematics (2009)
  2. A. Ben-Tal, "Robust-optimization-methodology and applications", Math. Program. Ser B, 92(3), pp.453~480 (2002)
  3. A. Ben-Tal, "Selected topics in robust convex optimization", Math. Program. Ser B, 112(1), pp.125~158 (2008)
  4. D. Bertsimas, "Constructing uncertainty sets for robust linear optimization", Oper. Res, 57(6), pp.1483~1495 (2009)
  5. D. Bertsimas, "Robust linear optimization under general norms", Oper. Res. Lett, 32(6), pp.510~516 (2004)
  6. V. Jeyakumar, "A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty", Oper. Res. Lett, 39(2), pp.109~114 (2011)
  7. V. Jeyakumar, "Robust duality for generalized convex programming problems under data uncer- tainty", Nonlinear Anal, 75(3), pp.1362~1373 (2012)
  8. D. Kuroiwa, "On robust multiobjective optimization", ~

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