On quasi $$\epsilon $$-solution for robust convex optimization problems |
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Authors: | Jae Hyoung Lee Liguo Jiao |
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Institution: | 1.Department of Applied Mathematics,Pukyong National University,Busan,Korea |
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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. |
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