DUALITY FOR UNCERTAIN NONLINEAR PROGRAMMING IN ROBOUST OPTIMIZATION

Authors

  • Arun Kumar Tripathy*

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

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Published

2013-10-10

How to Cite

Tripathy*, A. K. (2013). DUALITY FOR UNCERTAIN NONLINEAR PROGRAMMING IN ROBOUST OPTIMIZATION. Asian Journal of Current Engineering and Maths, 2(3). Retrieved from http://medicaleditor.uk/index.php/ajcem/article/view/165

Issue

Vol. 2 No. 3 (2013): ASIAN JOURNAL OF CURRENT ENGINEERING AND MATHS

Section

Articles

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