On quasi $$epsilon $$-solution for robust convex optimization problems |
| |
Authors: | Jae Hyoung Lee Liguo Jiao |
| |
Affiliation: | 1.Department of Applied Mathematics,Pukyong National University,Busan,Korea |
| |
Abstract: | ![]() This paper devotes to the quasi (epsilon )-solution (one sort of approximate solutions) for a robust convex optimization problem in the face of data uncertainty. Using robust optimization approach (worst-case approach), we establish approximate optimality theorem and approximate duality theorems in term of Wolfe type on quasi (epsilon )-solution for the robust convex optimization problem. Moreover, some examples are given to illustrate the obtained results. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|