On {\epsilon} -solutions for convex optimization problems with uncertainty data |
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Authors: | Jae Hyoung Lee Gue Myung Lee |
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Institution: | 1. Department of Applied Mathematics, Pukyong National University, Busan, 608-737, Korea
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Abstract: | We consider ${\epsilon}$ -solutions (approximate solutions) for a robust convex optimization problem in the face of data uncertainty. Using robust optimization approach (worst-case approach), we establish an optimality theorem and duality theorems for ${\epsilon}$ -solutions for the robust convex optimization problem. Moreover, we give an example illustrating the duality theorems. |
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