DUALITY FOR UNCERTAIN NONLINEAR PROGRAMMING IN ROBOUST OPTIMIZATION

Cite this:
Tripathy*, A. K. (2013). DUALITY FOR UNCERTAIN NONLINEAR PROGRAMMING IN ROBOUST OPTIMIZATION. Asian Journal of Current Engineering and Maths, 2(3). Retrieved from http://innovativejournal.in/index.php/ajcem/article/view/165
© 2022 Interactive Protocols
Article Views
147
Altmetric
1
Citations
-

Abstract

In this paper, I have presented a robust duality theory for generalized convex programming problems in the face of data uncertainty within the framework of robust optimization. I have established robust duality for an uncertain nonlinear programming primal problem and its uncertain Lagrangian dual. Numerical examples are given to illustrate the nature of robust duality for uncertain nonlinear programming problems.


AMS subject classification. 90C22, 90C25, 90C46

 Special Issue

Article Metrics Graph

Content

Section

Source