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.
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页码：705 / 726
页数：22
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