Karush-Kuhn-Tucker conditions and duality for a class of convex adjustable robust optimization problem.
Nguyen Minh TungMai Van DuyLe Xuan DaiPublished in: Comput. Appl. Math. (2024)
Keyphrases
- karush kuhn tucker
- robust optimization
- semidefinite programming
- optimality conditions
- quadratic programming
- linear programming
- mathematical programming
- stationary points
- equality constraints
- sufficient conditions
- lot sizing
- machine learning
- convex optimization
- convex functions
- data points
- semidefinite
- evolutionary algorithm
- global optimality
- feature space
- feature selection
- genetic algorithm