Work

Solution existence for a class of nonsmooth robust optimization problems

Year: 2024

Type: article

Abstract: The main purpose of this paper is to investigate the existence of global optimal solutions for nonsmooth and nonconvex robust optimization problems. To do this, we first introduce a concept called extended tangency variety and show how a robust optimization problem can be transformed into a minimizing problem of the corresponding tangency variety. We utilize this concept together with a constraint qualification condition and the boundedness of the objective function to provide relationships among the concepts of robust properness, robust M-tamesness and robust Palais-Smale condition related to the considered problem. The obtained results are also employed to derive necessary and sufficient conditions for the existence of global optimal solutions to the underlying robust optimization problem.

Source: Journal of Global Optimization

DOI: 10.1007/s10898-024-01450-9

Authors: Nguyen Canh Hung, Thai Doan Chuong, Nguyen Le Hoang Anh

Institutions: Vietnam National University Ho Chi Minh City, Nha Trang University, Ho Chi Minh City University of Science, Brunel University of London

Language: English

Topic: Optimization and Variational Analysis

Subfield: Computational Theory and Mathematics

Field: Computer Science

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $2,890

Funder: Viet Nam National University Ho Chi Minh City