DUALITY FOR UNCERTAIN NONLINEAR PROGRAMMING IN ROBOUST OPTIMIZATION
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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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