数学
稳健优化
数学优化
最优化问题
对偶(序理论)
多目标优化
班级(哲学)
不确定数据
计算机科学
离散数学
数据挖掘
人工智能
作者
Xiangkai Sun,Kok Lay Teo,Xian-Jun Long
出处
期刊:Optimization
[Informa]
日期:2021-01-17
卷期号:70 (4): 847-870
被引量:13
标识
DOI:10.1080/02331934.2021.1871730
摘要
This paper deals with robust ε-quasi optimal solutions for a class of nonsmooth optimization problems with uncertain data. Under some mild assumptions, we first establish, by using robust optimization (i.e. worst-case) approach, approximate optimality conditions for this uncertain nonsmooth optimization problem. Then, we introduce a Mixed-type robust approximate dual problem of this uncertain optimization problem, and explore their relationships. Moreover, using a scalarization method, we derive optimality conditions for robust weakly approximate efficient solutions for an uncertain nonsmooth multiobjective optimization problem. We also obtain approximate duality theorems for the uncertain nonsmooth multiobjective optimization problem.
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