<p>In this paper, we consider nonsmooth adjustable robust optimization problems and necessary/sufficient conditions based on qualification conditions and generalized convexity concepts. Verifiable sufficient conditions and useful relations for these qualification conditions are provided. Our analysis covers a wide range of uncertain sets commonly used in adjustable robust optimization, and we employ a dual approach to address non-reformulated cases of uncertain set, while also providing a direct approach to these problems through reformulation.</p>

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Optimality Conditions and Duality in Nonsmooth Adjustable Robust Optimization Problems

  • Mai Van Duy,
  • Phan Quoc Khanh,
  • Nguyen Minh Tung

摘要

In this paper, we consider nonsmooth adjustable robust optimization problems and necessary/sufficient conditions based on qualification conditions and generalized convexity concepts. Verifiable sufficient conditions and useful relations for these qualification conditions are provided. Our analysis covers a wide range of uncertain sets commonly used in adjustable robust optimization, and we employ a dual approach to address non-reformulated cases of uncertain set, while also providing a direct approach to these problems through reformulation.