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A Unified Approach Through Image Space Analysis to Robustness in Uncertain Optimization Problems.

Authors :
Wei, Hong-Zhi
Chen, Chun-Rong
Li, Sheng-Jie
Source :
Journal of Optimization Theory & Applications; Feb2020, Vol. 184 Issue 2, p466-493, 28p
Publication Year :
2020

Abstract

In this paper, by virtue of the image space analysis, we investigate general scalar robust optimization problems with uncertainties both in the objective and constraints. Under mild assumptions, we characterize various robust solutions for different kinds of robustness concepts, by introducing suitable images of the original uncertain problem, or the images of its counterpart problems appropriately, which provide a unified approach to tackling with robustness for uncertain optimization problems. Several examples are employed to show the effectiveness of the results derived in this paper. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
IMAGE analysis
ROBUST optimization

Details

Language :
English
ISSN :
00223239
Volume :
184
Issue :
2
Database :
Complementary Index
Journal :
Journal of Optimization Theory & Applications
Publication Type :
Academic Journal
Accession number :
141318159
Full Text :
https://doi.org/10.1007/s10957-019-01609-5