Characterizations of robust optimality conditions via image space analysis. (1st September 2020)

• Record Type: Journal Article
• Authors: Ansari, Q. H.; Sharma, P. K.; Qin, X.
• Is Part Of: Optimization. Volume 69:Number 9(2020)
• Page Start: 2063
• Page End: 2083
• Publication Date: 2020-09-01
• Subjects: Robust optimality conditions -- nonlinear scalarization -- image space analysis -- uncertain optimization -- shortest path problem; 90C31 -- 90C30 -- 90C46; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2020.1728269
• Languages: English
• ISSNs: 0233-1934

Abstract

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.