This paper deals with convex optimization problems in the face of data uncertainty within the
framework of robust optimization. It provides various properties and characterizations of the …

In this paper, ε-optimality conditions are given for a nonconvex programming problem which
has an infinite number of constraints. The objective function and the constraint functions are …

The purpose of this paper is to study the characterization of the solution set for nonconvex
semi-infinite programming problems related to tangential subdifferentials. We give a …

Using a scalarization method, approximate optimality conditions of a multiobjective
nonconvex optimization problem which has an infinite number of constraints are …

A new approach to characterize the solution set of a nonconvex optimization problem via its
dual problem is proposed. Some properties of the Lagrange function associated to the …

In this paper, we study convex programming problems with data uncertainty in both the
objective function and the constraints. Under the framework of robust optimization, we …

In this paper we discuss the simple bilevel programming problem (SBP) and its extension,
the simple mathematical programming problem under equilibrium constraints (SMPEC) …

In this paper, we obtain characterizations of solution sets of the interval-valued mathematical
programming problems with switching constraints. Stationary conditions which are weaker …

In this paper, we consider an uncertain convex optimization problem with a robust convex
feasible set described by locally Lipschitz constraints. Using robust optimization approach …

In this paper, we study some problems with a continuously differentiable and quasiconvex
objective function. We prove that exactly one of the following two alternatives holds:(I) the …