Optimality and Duality for Robust Optimization Problems Involving Intersection of Closed Sets

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2024-05-28 DOI:10.1007/s10957-024-02447-w

Nguyen Canh Hung, Thai Doan Chuong, Nguyen Le Hoang Anh

引用次数: 0

Abstract

In this paper, we study a robust optimization problem whose constraints include nonsmooth and nonconvex functions and the intersection of closed sets. Using advanced variational analysis tools, we first provide necessary conditions for the optimality of the robust optimization problem. We then establish sufficient conditions for the optimality of the considered problem under the assumption of generalized convexity. In addition, we present a dual problem to the primal robust optimization problem and examine duality relations.

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涉及封闭集交集的稳健优化问题的最优性和对偶性

本文研究了一个鲁棒优化问题，其约束条件包括非光滑和非凸函数以及闭集的交集。利用先进的变分分析工具，我们首先为稳健优化问题的最优性提供了必要条件。然后，我们在广义凸性假设下为所考虑问题的最优性建立了充分条件。此外，我们还提出了原始鲁棒优化问题的对偶问题，并研究了对偶关系。

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

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.