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http://dx.doi.org/10.7858/eamj.2015.029

OPTIMALITY CONDITIONS AND DUALITY IN NONDIFFERENTIABLE ROBUST OPTIMIZATION PROBLEMS  

Kim, Moon Hee (Department of Refrigeration Engineering, Tongmyong University)
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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.
Keywords
robust optimization problems; Wolfe dual problem; duality theorems;
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Times Cited By KSCI : 2  (Citation Analysis)
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