Optimality and Duality for Robust Optimization Problems Involving Intersection of Closed Sets

Nguyen Canh Hung (), Thai Doan Chuong () and Nguyen Le Hoang Anh ()
Additional contact information
Nguyen Canh Hung: University of Science
Thai Doan Chuong: Brunel University London
Nguyen Le Hoang Anh: University of Science

Journal of Optimization Theory and Applications, 2024, vol. 202, issue 2, No 10, 794 pages

Abstract: Abstract In this paper, we study a robust optimization problem whose constraints include nonsmooth and nonconvex functions and the intersection of closed sets. Using advanced variational analysis tools, we first provide necessary conditions for the optimality of the robust optimization problem. We then establish sufficient conditions for the optimality of the considered problem under the assumption of generalized convexity. In addition, we present a dual problem to the primal robust optimization problem and examine duality relations.

Keywords: Robust nonsmooth optimization; Optimality condition; Mordukhovich/limiting subdifferential; Duality; Constraint; Closed set (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10957-024-02447-w Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:202:y:2024:i:2:d:10.1007_s10957-024-02447-w

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-024-02447-w

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().