Title
Dual Approaches to Characterize Robust Optimal Solution Sets for a Class of Uncertain Optimization Problems
Abstract
AbstractIn 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 robust dual problem of this class of uncertain optimization problems and explore robust strong duality relations between them. Then, we propose a new approach to characterize robust optimal solution sets of this class of uncertain optimization problems via its dual problem. Moreover, we show that several results on characterizations of robust optimal solution sets of uncertain optimization problems obtained in recent literature can be obtained using our approach.
Year
DOI
Venue
2019
10.1007/s10957-019-01496-w
Periodicals
Keywords
Field
DocType
Uncertain optimization,Robust optimal solution set,Lagrangian-type function,Mixed-type duality
Mathematical optimization,Duality (optimization),Strong duality,Solution set,Optimization problem,Mathematics
Journal
Volume
Issue
ISSN
182
3
0022-3239
Citations 
PageRank 
References 
1
0.36
10
Authors
3
Name
Order
Citations
PageRank
Xiang-Kai Sun1102.02
K. L. Teo21643211.47
Liping Tang310.70