We establish a relationship between the robust counterpart of an uncertain cone-convex vector problem and the optimistic counterpart of its uncertain dual. Along the line marked by Beck and Ben-Tal (2009) in the scalar case, we show that operating in the primal problem with a pessimistic view is equivalent to operating with an optimistic approach in its dual.

Primal worst and dual best in robust vector optimization

Cerboni Baiardi L.
;
2019

Abstract

We establish a relationship between the robust counterpart of an uncertain cone-convex vector problem and the optimistic counterpart of its uncertain dual. Along the line marked by Beck and Ben-Tal (2009) in the scalar case, we show that operating in the primal problem with a pessimistic view is equivalent to operating with an optimistic approach in its dual.
Lagrangian duality; Multiple objective programming; Robust optimization; Vector optimization problems
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/20.500.11770/300982
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 2
  • ???jsp.display-item.citation.isi??? ND
social impact