Robust optimization revisited via robust vector Farkas lemmas
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http://hdl.handle.net/10045/65869
Título: | Robust optimization revisited via robust vector Farkas lemmas |
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Autor/es: | Dinh, Nguyen | Goberna, Miguel A. | López Cerdá, Marco A. | Mo, Tran Hong |
Grupo/s de investigación o GITE: | Laboratorio de Optimización (LOPT) |
Centro, Departamento o Servicio: | Universidad de Alicante. Departamento de Matemáticas |
Palabras clave: | Vector optimization | Robust optimization | Farkas lemma |
Área/s de conocimiento: | Estadística e Investigación Operativa |
Fecha de publicación: | 2017 |
Editor: | Taylor & Francis |
Cita bibliográfica: | Optimization. 2017, 66(6): 939-963. doi:10.1080/02331934.2016.1152272 |
Resumen: | This paper provides characterizations of the weakly minimal elements of vector optimization problems and the global minima of scalar optimization problems posed on locally convex spaces whose objective functions are deterministic while the uncertain constraints are treated under the robust (or risk-averse) approach, i.e. requiring the feasibility of the decisions to be taken for any possible scenario. To get these optimality conditions we provide Farkas-type results characterizing the inclusion of the robust feasible set into the solution set of some system involving the objective function and possibly uncertain parameters. In the particular case of scalar convex optimization problems, we characterize the optimality conditions in terms of the convexity and closedness of an associated set regarding a suitable point. |
Patrocinador/es: | This research was partially supported by MINECO of Spain and FEDER of EU, [grant number MTM2011-29064-C03-02] and by the project [B2015-28-04]: “A new approach to some classes of optimization problems”, Vietnam National University – HCMC, Vietnam. |
URI: | http://hdl.handle.net/10045/65869 |
ISSN: | 0233-1934 (Print) | 1029-4945 (Online) |
DOI: | 10.1080/02331934.2016.1152272 |
Idioma: | eng |
Tipo: | info:eu-repo/semantics/article |
Derechos: | © 2016 Informa UK Limited, trading as Taylor & Francis Group |
Revisión científica: | si |
Versión del editor: | http://dx.doi.org/10.1080/02331934.2016.1152272 |
Aparece en las colecciones: | INV - LOPT - Artículos de Revistas |
Archivos en este ítem:
Archivo | Descripción | Tamaño | Formato | |
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2017_Dinh_etal_Optimization_final.pdf | Versión final (acceso restringido) | 2,12 MB | Adobe PDF | Abrir Solicitar una copia |
2017_Dinh_etal_Optimization_preprint.pdf | Preprint (acceso abierto) | 1,13 MB | Adobe PDF | Abrir Vista previa |
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