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.
Lorenzo Cerboni Baiardi, Elisa Caprari, Elena Molho (2019). Primal worst and dual best in robust vector optimization. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 275(3), 830-838 [10.1016/j.ejor.2019.01.003].
Primal worst and dual best in robust vector optimization
Lorenzo Cerboni Baiardi
;
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.File in questo prodotto:
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