ARTICLE
Worst value and robust value for general optimization problem under uncertainty data
- RAMReS Sciences des Structures et de la Matière , 8 : 24-31
Lien de l'article :
https://doi.org/10.70974/mat08224024
Discipline :
Mathématiques, Physique, Chimie et Informatique
Auteur(s) :
Ali Ouédraogo, Moussa Barro, Sado Traoré
Auteur(s) tagués :
BARRO Moussa
Renseignée par : BARRO Moussa
Résumé
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
Mots-clés
optimization under uncertainty, robust optimization, robust counterpart, data uncertainty, necessary and sufficient conditions