Global optimality condition for quadratic optimization problems under data uncertainty

被引：2
|
作者：
Barro, Moussa [1 ]
Ouedraogo, Ali [2 ]
Traore, Sado [1 ]
机构：
[1] Univ Nazi Boni, Dept Math, Bobo Dioulasso, Burkina Faso
[2] Inst Sci, Dept Math, Ouagadougou, Burkina Faso
来源：
POSITIVITY | 2021年 / 25卷 / 03期
关键词：
Robust optimization; Non-convex quadratic programming; Data interval uncertainty; Optimality conditions; ROBUST OPTIMIZATION; MINIMIZATION;
D O I：
10.1007/s11117-020-00799-x
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, we establish a robust version of the S-lemma that we use to characterize robust solutions for classes of homogeneous and non-homogeneous quadratic problems with a quadratic inequality constraint under interval uncertainty and a linear equality constraint. Necessary and sufficient conditions of global optimality of robust solution of these problems are given.
引用
收藏
页码：1027 / 1044
页数：18
相关论文
共 50 条
  • [41] Errata Corrige: On an Optimality Condition in DC Optimization
    R. Horst
    N. V. Thoai
    Journal of Optimization Theory and Applications, 2004, 121 (1) : 211 - 211
  • [42] NECESSARY OPTIMALITY CONDITION FOR TRILEVEL OPTIMIZATION PROBLEM
    Li, Gaoxi
    Wan, Zhongping
    Chen, Jia-Wei
    Zhao, Xiaoke
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2020, 16 (01) : 55 - 70
  • [43] Hidden conic quadratic representation of some nonconvex quadratic optimization problems
    Aharon Ben-Tal
    Dick den Hertog
    Mathematical Programming, 2014, 143 : 1 - 29
  • [44] Routing Optimization Under Uncertainty
    Jaillet, Patrick
    Qi, Jin
    Sim, Melvyn
    OPERATIONS RESEARCH, 2016, 64 (01) : 186 - 200
  • [45] GLOBAL ROBUST ERROR BOUND OF CONVEX INEQUALITY SYSTEMS UNDER DATA UNCERTAINTY
    Wang, Mei
    Li, Xiao-Bing
    Yao, Bin
    Liou, Yeong-Cheng
    JOURNAL OF NONLINEAR AND CONVEX ANALYSIS, 2021, 22 (08) : 1555 - 1567
  • [46] On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
    Jae Hyoung Lee
    Gue Myung Lee
    Annals of Operations Research, 2018, 269 : 419 - 438
  • [47] Optimization Problems in Graphs with Locational Uncertainty
    Bougeret, Marin
    Omer, Jeremy
    Poss, Michael
    INFORMS JOURNAL ON COMPUTING, 2023, 35 (03) : 578 - 592
  • [48] Sufficient conditions of optimality for multiobjective optimization problems with gamma-paraconvex data
    Amahroq, T
    Taa, A
    STUDIA MATHEMATICA, 1997, 124 (03) : 239 - 247
  • [49] An effective global algorithm for worst-case linear optimization under polyhedral uncertainty
    Wu, Huixian
    Luo, Hezhi
    Zhang, Xianye
    Qi, Haiqiang
    JOURNAL OF GLOBAL OPTIMIZATION, 2023, 87 (01) : 191 - 219
  • [50] On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
    Lee, Jae Hyoung
    Lee, Gue Myung
    ANNALS OF OPERATIONS RESEARCH, 2018, 269 (1-2) : 419 - 438
12345