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dc.contributor.author | Pérez-Aros, P | |
dc.date.accessioned | 2024-01-17T15:54:25Z | |
dc.date.available | 2024-01-17T15:54:25Z | |
dc.date.issued | 2021 | |
dc.identifier.uri | https://repositorio.uoh.cl/handle/611/496 | |
dc.description.abstract | In this work, we show the consistency of an approach for solving robust optimization problems using sequences of sub-problems generated by ergodic measure preserving transformations. The main result of this paper is that the minimizers and the optimal value of the sub-problems converge, in some sense, to the minimizers and the optimal value of the initial problem, respectively. Our result particularly implies the consistency of the scenario approach for nonconvex optimization problems. Finally, we show that our method can also be used to solve infinite programming problems. | |
dc.description.sponsorship | Fondecyt Regular(Comision Nacional de Investigacion Cientifica y Tecnologica (CONICYT)CONICYT FONDECYT) | |
dc.relation.uri | http://dx.doi.org/10.1007/s11228-020-00567-9 | |
dc.subject | Stochastic optimization | |
dc.subject | Scenario approach | |
dc.subject | Robust optimization | |
dc.subject | Infinite programming | |
dc.subject | Epi-convergence | |
dc.subject | Ergodic theorems | |
dc.title | Ergodic Approach to Robust Optimization and Infinite Programming Problems | |
dc.type | Artículo | |
uoh.revista | SET-VALUED AND VARIATIONAL ANALYSIS | |
dc.identifier.doi | 10.1007/s11228-020-00567-9 | |
dc.citation.volume | 29 | |
dc.citation.issue | 2 | |
dc.identifier.orcid | Perez-Aros, Pedro/0000-0002-8756-3011 | |
uoh.indizacion | Web of Science |
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