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Characterizations of robust optimality conditions via image space analysis.

Authors :
Ansari, Q. H.
Sharma, P. K.
Qin, X.
Source :
Optimization. Sep2020, Vol. 69 Issue 9, p2063-2083. 21p.
Publication Year :
2020

Abstract

In this paper, we consider general scalar robust optimization problems and study the characterizations for optimality conditions in the general vector spaces where we do not require any topology on the considered space. By using the image space analysis and nonlinear separation function, we derive some necessary and sufficient optimality conditions, especially saddle point sufficient optimality conditions for scalar robust optimization problems. Moreover, we discuss the validity and effectiveness of our results for the shortest path problem. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02331934
Volume :
69
Issue :
9
Database :
Academic Search Index
Journal :
Optimization
Publication Type :
Academic Journal
Accession number :
145302823
Full Text :
https://doi.org/10.1080/02331934.2020.1728269