Characterizations for Optimality Conditions of General Robust Optimization Problems.
Hongzhi WeiChun-Rong ChenSheng-Jie LiPublished in: J. Optim. Theory Appl. (2018)
Keyphrases
- optimality conditions
- robust optimization
- mathematical programming
- nonlinear programming
- special case
- optimization problems
- semi infinite programming
- lower level
- objective function
- linear programming
- semidefinite programming
- decision theoretic
- probability distribution
- low level
- np hard
- evolutionary algorithm
- search algorithm