Suzuki, Satoshi; Kuroiwa, Daishi; Lee, Gue Myung - In: European Journal of Operational Research 231 (2013) 2, pp. 257-262
Robust optimization problems, which have uncertain data, are considered. We prove surrogate duality theorems for robust quasiconvex optimization problems and surrogate min–max duality theorems for robust convex optimization problems. We give necessary and sufficient constraint qualifications...