On constraint qualifications and optimality conditions for robust optimization problems through pseudo-differential

IF 1.3 4区数学 Q2 MATHEMATICS, APPLIED

Optimization Letters Pub Date : 2023-12-11 DOI:10.1007/s11590-023-02078-6

Mansoureh Alavi Hejazi, Nooshin Movahedian

引用次数: 0

Abstract

In this paper, a nonsmooth nonconvex robust optimization problem is considered. Using the idea of pseudo-differential, nonsmooth versions of the Robinson, Mangasarian–Fromovitz and Abadie constraint qualifications are introduced and their relations with the existence of a local error bound are investigated. Based on the pseudo-differential notion, new necessary optimality conditions are derived under the Abadie constraint qualification. Moreover, an example is provided to clarify the results.

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通过伪差分论稳健优化问题的约束条件和最优性条件

本文考虑了一个非光滑非凸鲁棒性优化问题。利用伪差分的思想，引入了非光滑版本的罗宾逊、曼加萨里安-弗罗莫维茨和阿巴迪约束条件，并研究了它们与局部误差约束存在性的关系。基于伪差分概念，在阿巴迪约束条件下导出了新的必要最优条件。此外，还提供了一个示例来阐明结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Optimization Letters 管理科学-应用数学

CiteScore

3.40

自引率

6.20%

发文量

116

审稿时长

9 months

期刊介绍： Optimization Letters is an international journal covering all aspects of optimization, including theory, algorithms, computational studies, and applications, and providing an outlet for rapid publication of short communications in the field. Originality, significance, quality and clarity are the essential criteria for choosing the material to be published. Optimization Letters has been expanding in all directions at an astonishing rate during the last few decades. New algorithmic and theoretical techniques have been developed, the diffusion into other disciplines has proceeded at a rapid pace, and our knowledge of all aspects of the field has grown even more profound. At the same time one of the most striking trends in optimization is the constantly increasing interdisciplinary nature of the field. Optimization Letters aims to communicate in a timely fashion all recent developments in optimization with concise short articles (limited to a total of ten journal pages). Such concise articles will be easily accessible by readers working in any aspects of optimization and wish to be informed of recent developments.