Worst value and robust value for general optimization problem under uncertainty data

Abstract

In this paper we consider general form of a optimization problem in face of data uncertainty.
We determine a necessary and sufficient condition ensuring the equality between the worst value and the robust value of this uncertain problem with attainment of the worst value. And we deduce robust strong duality and robust stable strong duality property.

 Keywords: Uncertain optimization problem; Robust counterpart; Robust value; Worst value; Robust strong duality.

Mathematics Subject Classification: 90C17, 90C31, 90C46

 https://doi.org/10.70974/mat08224024