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Characterizations for Optimality Conditions of General Robust Optimization Problems

Author

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  • Hong-Zhi Wei

    (Chongqing University)

  • Chun-Rong Chen

    (Chongqing University)

  • Sheng-Jie Li

    (Chongqing University)

Abstract

In this paper, by virtue of the image space analysis, the general scalar robust optimization problems under the strictly robust counterpart are considered, among which, the uncertainties are included in the objective as well as the constraints. Besides, on the strength of a corrected image in a new type, an equivalent relation between the uncertain optimization problem and its image problem is also established, which provides an idea to tackle with minimax problems. Furthermore, theorems of the robust weak alternative as well as sufficient characterizations of robust optimality conditions are achieved on the frame of the linear and nonlinear (regular) weak separation functions. Moreover, several necessary and sufficient optimality conditions, especially saddle point sufficient optimality conditions for scalar robust optimization problems, are obtained. Finally, a simple example for finding a shortest path is included to show the effectiveness of the results derived in this paper.

Suggested Citation

  • Hong-Zhi Wei & Chun-Rong Chen & Sheng-Jie Li, 2018. "Characterizations for Optimality Conditions of General Robust Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 177(3), pages 835-856, June.
    • Handle: RePEc:spr:joptap:v:177:y:2018:i:3:d:10.1007_s10957-018-1256-y
    DOI: 10.1007/s10957-018-1256-y
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    6. Hong-Zhi Wei & Chun-Rong Chen & Sheng-Jie Li, 2020. "Robustness Characterizations for Uncertain Optimization Problems via Image Space Analysis," Journal of Optimization Theory and Applications, Springer, vol. 186(2), pages 459-479, August.
    7. Savin Treanţă & Koushik Das, 2021. "On Robust Saddle-Point Criterion in Optimization Problems with Curvilinear Integral Functionals," Mathematics, MDPI, vol. 9(15), pages 1-13, July.
    8. Hong-Zhi Wei & Chun-Rong Chen & Sheng-Jie Li, 2020. "A Unified Approach Through Image Space Analysis to Robustness in Uncertain Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 184(2), pages 466-493, February.
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    10. Savin Treanţă, 2021. "On a Class of Second-Order PDE&PDI Constrained Robust Modified Optimization Problems," Mathematics, MDPI, vol. 9(13), pages 1-9, June.
    11. Xiangkai Sun & Hongyong Fu & Jing Zeng, 2018. "Robust Approximate Optimality Conditions for Uncertain Nonsmooth Optimization with Infinite Number of Constraints," Mathematics, MDPI, vol. 7(1), pages 1-14, December.
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