Robust duality in parametric convex optimization

DOI10.1007/s11228-012-0219-yzbMath1327.90195OpenAlexW2000285254WikidataQ59241501 ScholiaQ59241501MaRDI QIDQ491220

Radu Ioan Boţ, Guoyin Li, Vaithilingam Jeyakumar

Publication date: 24 August 2015

Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11228-012-0219-y

zbMATH Keywords

parametric convex optimizationbest approximationsstrong dualityconjugate dualityuncertain conical convex programs

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Sensitivity, stability, parametric optimization (90C31)

Related Items

Robustness in nonsmooth nonconvex optimization problems, Robust strong duality for nonconvex optimization problem under data uncertainty in constraint, Complete characterizations of robust strong duality for robust vector optimization problems, Some characterizations of robust optimal solutions for uncertain convex optimization problems, Stability of local efficiency in multiobjective optimization, Duality for the robust sum of functions, A unifying approach to robust convex infinite optimization duality, Characterizing robust optimal solution sets for nonconvex uncertain semi-infinite programming problems involving tangential subdifferentials, Robust duality for nonconvex uncertain vector optimization via a general scalarization, Weighted robust optimality of convex optimization problems with data uncertainty, Unnamed Item, Linear Matrix Inequality Conditions and Duality for a Class of Robust Multiobjective Convex Polynomial Programs, Unnamed Item, On approximate solutions and saddle point theorems for robust convex optimization, Characterizations of Robust and Stable Duality for Linearly Perturbed Uncertain Optimization Problems, Wolfe duality and Mond-Weir duality via perturbations, Duality for robust linear infinite programming problems revisited, Characterizations of Approximate Duality and Saddle Point Theorems for Nonsmooth Robust Vector Optimization, On robust duality for fractional programming with uncertainty data, Unnamed Item, Characterizations of robustε-quasi optimal solutions for nonsmooth optimization problems with uncertain data, Generalized robust duality in constrained nonconvex optimization, Global optimality conditions and duality theorems for robust optimal solutions of optimization problems with data uncertainty, using underestimators, Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems, Primal-dual optimization conditions for the robust sum of functions with applications, Some characterizations of robust solution sets for uncertain convex optimization problems with locally Lipschitz inequality constraints, A Unified Approach to Robust Farkas-Type Results with Applications to Robust Optimization Problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Lagrange multiplier characterizations of robust best approximations under constraint data uncertainty
• Robust conjugate duality for convex optimization under uncertainty with application to data classification
• New regularity conditions for strong and total Fenchel-Lagrange duality in infinite dimensional spaces
• Characterizing robust set containments and solutions of uncertain linear programs without qualifications
• Conjugate duality in convex optimization
• Coderivatives in parametric optimization
• On strong and total Lagrange duality for convex optimization problems
• A weaker regularity condition for subdifferential calculus and Fenchel duality in infinite dimensional spaces.
• A new geometric condition for Fenchel's duality in infinite dimensional spaces
• Duality in Semi-Infinite Programs and Some Works of Haar and Carathéodory
• Strong Duality in Robust Convex Programming: Complete Characterizations
• On Extension of Fenchel Duality and its Application
• Lower semicontinuous type regularity conditions for subdifferential calculus
• Convex analysis and monotone operator theory in Hilbert spaces