East Asian mathematical journal

The Youngnam Mathematical Society (영남수학회)
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OPTIMALITY CONDITIONS AND DUALITY IN NONDIFFERENTIABLE ROBUST OPTIMIZATION PROBLEMS

  • Kim, Moon Hee (Department of Refrigeration Engineering, Tongmyong University)
  • Received : 2014.10.15
  • Accepted : 2015.02.23
  • Published : 2015.05.31
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Abstract

We consider a nondifferentiable robust optimization problem, which has a maximum function of continuously differentiable functions and support functions as its objective function, continuously differentiable functions as its constraint functions. We prove optimality conditions for the nondifferentiable robust optimization problem. We formulate a Wolfe type dual problem for the nondifferentiable robust optimization problem and prove duality theorems.

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References

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