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.
| Original language | English |
|---|---|
| Pages (from-to) | 2063-2083 |
| Number of pages | 21 |
| Journal | Optimization |
| Volume | 69 |
| Issue number | 9 |
| DOIs | |
| State | Published - 1 Sep 2020 |
Bibliographical note
Publisher Copyright:© 2020 Informa UK Limited, trading as Taylor & Francis Group.
Keywords
- 90C30
- 90C31
- 90C46
- Robust optimality conditions
- image space analysis
- nonlinear scalarization
- shortest path problem
- uncertain optimization
ASJC Scopus subject areas
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics