Solution existence for a class of nonsmooth robust optimization problems

被引:1
作者
Hung, Nguyen Canh [1 ,2 ,3 ]
Chuong, Thai Doan [4 ]
Anh, Nguyen Le Hoang [2 ,5 ]
机构
[1] Univ Sci, Fac Math & Comp Sci, Ho Chi Minh City, Vietnam
[2] Vietnam Natl Univ, Ho Chi Minh City, Vietnam
[3] Nha Trang Univ, Fac Informat Technol, Nha Trang, Khanh Hoa Provi, Vietnam
[4] Brunel Univ London, Dept Math, London, England
[5] Univ Sci, Dept Optimizat & Syst Theory, Ho Chi Minh City, Vietnam
关键词
Mordukhovich/limiting subdifferential; Robust optimization; Extended tangency variety; Solution existence; Constraint qualification; Palais-Smale condition; CONVEX-PROGRAMS; DUALITY; OPTIMALITY;
D O I
10.1007/s10898-024-01450-9
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The main purpose of this paper is to investigate the existence of global optimal solutions for nonsmooth and nonconvex robust optimization problems. To do this, we first introduce a concept called extended tangency variety and show how a robust optimization problem can be transformed into a minimizing problem of the corresponding tangency variety. We utilize this concept together with a constraint qualification condition and the boundedness of the objective function to provide relationships among the concepts of robust properness, robust M-tamesness and robust Palais-Smale condition related to the considered problem. The obtained results are also employed to derive necessary and sufficient conditions for the existence of global optimal solutions to the underlying robust optimization problem.
引用
收藏
页码:111 / 133
页数:23
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