Characterizations of robust optimality conditions via image space analysis
Characterizations of robust optimality conditions via image space analysis
In this paper, we consider general scalar robust optimization problems and study the characterizations for optimality conditions in the general vector spaces where we do not require any topology on the considered space. By using the image space analysis and nonlinear separation function, we derive some necessary and sufficient optimality conditions, especially saddle point sufficient optimality conditions for scalar robust optimization problems. Moreover, we discuss the validity and effectiveness of our results for the shortest path problem.
90C30, 90C31, 90C46, image space analysis, nonlinear scalarization, Robust optimality conditions, shortest path problem, uncertain optimization
2063-2083
Ansari, Q.H.
66737676-6bd6-41e7-b3b1-92216dddeb0b
Sharma, P.K.
142e7e4c-4dfa-4b91-9e7f-f2eda70380bf
Qin, X.
1f8f0620-554e-42f0-8744-551a0af4f5bd
Ansari, Q.H.
66737676-6bd6-41e7-b3b1-92216dddeb0b
Sharma, P.K.
142e7e4c-4dfa-4b91-9e7f-f2eda70380bf
Qin, X.
1f8f0620-554e-42f0-8744-551a0af4f5bd
Ansari, Q.H., Sharma, P.K. and Qin, X.
(2020)
Characterizations of robust optimality conditions via image space analysis.
Optimization, 69 (9), .
(doi:10.1080/02331934.2020.1728269).
Abstract
In this paper, we consider general scalar robust optimization problems and study the characterizations for optimality conditions in the general vector spaces where we do not require any topology on the considered space. By using the image space analysis and nonlinear separation function, we derive some necessary and sufficient optimality conditions, especially saddle point sufficient optimality conditions for scalar robust optimization problems. Moreover, we discuss the validity and effectiveness of our results for the shortest path problem.
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More information
Accepted/In Press date: 6 February 2020
e-pub ahead of print date: 17 February 2020
Additional Information:
Funding Information:
In this research, the second author was supported by the Research Center for Interneural Computing, China Medical University Hospital, China Medical University, Taichung, Taiwan.
Keywords:
90C30, 90C31, 90C46, image space analysis, nonlinear scalarization, Robust optimality conditions, shortest path problem, uncertain optimization
Identifiers
Local EPrints ID: 485511
URI: http://eprints.soton.ac.uk/id/eprint/485511
ISSN: 0233-1934
PURE UUID: 62674c56-2f41-400b-868a-9cfff433c752
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Date deposited: 07 Dec 2023 17:40
Last modified: 18 Mar 2024 04:17
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Contributors
Author:
Q.H. Ansari
Author:
P.K. Sharma
Author:
X. Qin
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