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 / Lorenzo Cerboni Baiardi; Elisa Caprari; Elena Molho. - In: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. - ISSN 0377-2217. - ELETTRONICO. - 275:3(2019), pp. 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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