Journal
OPTIMIZATION
Volume 69, Issue 9, Pages 2063-2083Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/02331934.2020.1728269
Keywords
Robust optimality conditions; nonlinear scalarization; image space analysis; uncertain optimization; shortest path problem
Funding
- Research Center for Interneural Computing, China Medical University Hospital, China Medical University, Taichung, Taiwan
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In this paper, we consider general scalar robust optimization problems and study the characterizations for optimality conditions in the general vector spaces where we do not require any topology on the considered space. By using the image space analysis and nonlinear separation function, we derive some necessary and sufficient optimality conditions, especially saddle point sufficient optimality conditions for scalar robust optimization problems. Moreover, we discuss the validity and effectiveness of our results for the shortest path problem.
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