ファイル | |
言語 |
英語
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著者 |
Lee, Gue Myung
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内容記述(抄録等) | Robust optimization problems, which have uncertain data, are considered. We prove surrogate duality theorems for robust quasiconvex optimization problems and surrogate min-max duality theorems for robust convex opti-mization problems. We give necessary and sufficient constraint qualifications for surrogate duality and surrogate min-max duality, and show some exam-ples at which such duality results are used effectively. Moreover, we obtain a surrogate duality theorem and a surrogate min-max duality theorem for semi-definite optimization problems in the face of data uncertainty.
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主題 | Nonlinear programming
quasiconvex programming
robust optimization
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掲載誌名 |
European Journal of Operational Research
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巻 | 231
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号 | 2
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開始ページ | 257
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終了ページ | 262
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ISSN | 03772217
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発行日 | 2013-12-01
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DOI | |
DOI公開日 | 2015-07-14
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NCID | AA0017802X
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資料タイプ |
学術雑誌論文
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ファイル形式 |
PDF
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著者版/出版社版 |
著者版
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部局 |
(旧組織)大学院総合理工学研究科
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