Characterizations of robust optimality conditions via image space analysis

Ansari, Q.H., Sharma, P.K. and Qin, X. (2020) Characterizations of robust optimality conditions via image space analysis. Optimization, 69 (9), 2063-2083. (doi:10.1080/02331934.2020.1728269).

Record type: Article

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