1. Robust duality for generalized convex nonsmooth vector programs with uncertain data in constraints
- Author
-
Arshpreet Kaur, Izhar Ahmad, and Mahesh K. Sharma
- Subjects
0209 industrial biotechnology ,Mathematical optimization ,021103 operations research ,Mathematical problem ,Relation (database) ,Uncertain data ,Computer science ,0211 other engineering and technologies ,Regular polygon ,Robust optimization ,Duality (optimization) ,02 engineering and technology ,Management Science and Operations Research ,Computer Science Applications ,Theoretical Computer Science ,Dual (category theory) ,020901 industrial engineering & automation ,Convex function - Abstract
Robust optimization has come out to be a potent approach to study mathematical problems with data uncertainty. We use robust optimization to study a nonsmooth nonconvex mathematical program over cones with data uncertainty containing generalized convex functions. We study sufficient optimality conditions for the problem. Then we construct its robust dual problem and provide appropriate duality theorems which show the relation between uncertainty problems and their corresponding robust dual problems.
- Published
- 2021