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

被引：0

作者：

Hejazi, Mansoureh Alavi ^{[1
]}

Movahedian, Nooshin ^{[2
]}

机构：

[1] Inst Res Fundamental Sci IPM, Sch Math, POB 19395-5746, Tehran, Iran

[2] Univ Isfahan, Dept Appl Math & Comp Sci, POB 81745-163, Esfahan, Iran

来源：

OPTIMIZATION LETTERS | 2024年 / 18卷 / 03期

关键词：

Nonsmooth analysis; Pseudo-Jacobian; Pseudo-differential; Constraint qualification; Necessary optimality condition; Robust optimization problems; DUALITY;

D O I：

10.1007/s11590-023-02078-6

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：

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.

引用

页码：705 / 726

页数：22

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