Characterizing robust solution sets of convex programs under data uncertainty

V Jeyakumar, GM Lee, G Li - Journal of Optimization Theory and …, 2015 - Springer
This paper deals with convex optimization problems in the face of data uncertainty within the
framework of robust optimization. It provides various properties and characterizations of the …

Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems

X Sun, KL Teo, L Tang - Journal of Optimization Theory and Applications, 2019 - Springer
In this paper, we deal with robust optimal solution sets for a class of optimization problems
with data uncertainty in both the objective and constraints. We first introduce a mixed-type …

On quasi -solution for robust convex optimization problems

JH Lee, L Jiao - Optimization Letters, 2017 - Springer
This paper devotes to the quasi ϵ ϵ-solution (one sort of approximate solutions) for a robust
convex optimization problem in the face of data uncertainty. Using robust optimization …

An interior proximal method in vector optimization

KDV Villacorta, PR Oliveira - European Journal of Operational Research, 2011 - Elsevier
This paper studies the vector optimization problem of finding weakly efficient points for maps
from Rn to Rm, with respect to the partial order induced by a closed, convex, and pointed …

[HTML][HTML] A new approach to characterize the solution set of a pseudoconvex programming problem

TQ Son, DS Kim - Journal of computational and applied mathematics, 2014 - Elsevier
A new approach to characterize the solution set of a nonconvex optimization problem via its
dual problem is proposed. Some properties of the Lagrange function associated to the …

Characterizations of robust solution set of convex programs with uncertain data

XB Li, S Wang - Optimization Letters, 2018 - Springer
In this paper, we study convex programming problems with data uncertainty in both the
objective function and the constraints. Under the framework of robust optimization, we …

On-solutions for convex optimization problems with uncertainty data

JH Lee, GM Lee - Positivity, 2012 - Springer
We consider ϵ-solutions (approximate solutions) for a robust convex optimization problem in
the face of data uncertainty. Using robust optimization approach (worst-case approach), we …

Stationary conditions and characterizations of solution sets for interval-valued tightened nonlinear problems

KK Lai, SK Mishra, SK Singh, M Hassan - Mathematics, 2022 - mdpi.com
In this paper, we obtain characterizations of solution sets of the interval-valued mathematical
programming problems with switching constraints. Stationary conditions which are weaker …

Complete characterizations of stable Farkas' lemma and cone-convex programming duality

V Jeyakumar, GM Lee - Mathematical programming, 2008 - Springer
We establish necessary and sufficient conditions for a stable Farkas' lemma. We then derive
necessary and sufficient conditions for a stable duality of a cone-convex optimization …

Some characterizations of robust solution sets for uncertain convex optimization problems with locally Lipschitz inequality constraints.

N Sisarat, R Wangkeeree… - Journal of Industrial & …, 2020 - search.ebscohost.com
In this paper, we consider an uncertain convex optimization problem with a robust convex
feasible set described by locally Lipschitz constraints. Using robust optimization approach …