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On quasi $$\epsilon $$ϵ-solution for robust convex optimization problems

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This paper devotes to the quasi $$\epsilon $$ϵ-solution (one sort of approximate solutions) for a robust convex optimization problem in the face of data uncertainty. Using robust optimization approach (worst-case… Click to show full abstract

This paper devotes to the quasi $$\epsilon $$ϵ-solution (one sort of approximate solutions) for a robust convex optimization problem in the face of data uncertainty. Using robust optimization approach (worst-case approach), we establish approximate optimality theorem and approximate duality theorems in term of Wolfe type on quasi $$\epsilon $$ϵ-solution for the robust convex optimization problem. Moreover, some examples are given to illustrate the obtained results.

Keywords: convex optimization; quasi epsilon; robust convex; optimization; epsilon solution

Journal Title: Optimization Letters
Year Published: 2017

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