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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2017.1
- 수록면
- 265 - 269 (5page)
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초록· 키워드
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In this paper, we formulate a su cient optimality theorem for the robust optimization problem (UP) under (V, ρ)-invexity assumption.
Moreover, we formulate a Mond-Weir type dual problem for the robust optimization problem (UP) and show that the weak and strong duality hold between the primal problems and the dual problems.
목차
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참고문헌 (8)
참고문헌 신청
A. Ben-Tal / 2002 / Robust-optimization-methodology and applications / Math. Program., Ser B 92 : 453 ~ 480
A. Ben-Tal / 2008 / A selected topics in robust convex optimization / Math. Program., Ser B 112 : 125 ~ 158
A. Ben-Tal / 2009 / A. Nemirovski, Robust optimization / Princeton Series in Ap-plied Mathematics
D. Bertsimas / 2004 / Robust linear optimization under general norms / Oper. Res. Lett 32 : 510 ~ 516
D. Bertsimas / 2009 / Constructing uncertainty sets for robust linear optimization / Oper. Res 57 : 1483 ~ 1495
A. Ben-Tal / 2008 / A selected topics in robust convex optimization / Math. Program., Ser B 112 : 125 ~ 158
A. Ben-Tal / 2009 / A. Nemirovski, Robust optimization / Princeton Series in Ap-plied Mathematics
D. Bertsimas / 2004 / Robust linear optimization under general norms / Oper. Res. Lett 32 : 510 ~ 516
D. Bertsimas / 2009 / Constructing uncertainty sets for robust linear optimization / Oper. Res 57 : 1483 ~ 1495
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