Characterizations of robust solution set of convex programs with uncertain data
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Cites work
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- Asymptotic dual conditions characterizing optimality for infinite convex programs
- Characterization of solution sets of convex programs
- Characterization of solution sets of quasiconvex programs
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- Characterizations of solution sets of convex vector minimization problems
- Characterizations of solution sets of mathematical programs in terms of Lagrange multipliers
- Characterizations of the solution set for a class of nonsmooth optimization problems
- Characterizations of the solution sets of convex programs and variational inequality problems
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications
- Characterizing robust solution sets of convex programs under data uncertainty
- Constraint Qualifications for Convex Inequality Systems with Applications in Constrained Optimization
- Duality in robust optimization: Primal worst equals dual best
- New Sequential Lagrange Multiplier Conditions Characterizing Optimality without Constraint Qualification for Convex Programs
- On characterizing solution set of non-differentiable -pseudolinear extremum problem
- On characterizing the solution sets of pseudoinvex extremum problems
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- Robust linear semi-infinite programming duality under uncertainty
- Robust optimization
- Some characterizations of robust optimal solutions for uncertain convex optimization problems
- Some characterizations of robust optimal solutions for uncertain fractional optimization and applications
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Cited in
(26)- Characterizing robust solution sets of convex programs under data uncertainty
- Optimality conditions and semidefinite linear programming duals for two-stage adjustable robust quadratic optimization
- Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems
- Characterizations of -approximate solutions for robust convex semidefinite programming problems
- Solution existence for a class of nonsmooth robust optimization problems
- On solution sets for robust optimization problems
- Characterizing robust -optimal solution sets for uncertain convex optimization problems
- Optimality conditions of robust convex multiobjective optimization via -constraint scalarization and image space analysis
- Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty
- Optimality and duality for robust optimization problems involving intersection of closed sets
- On highly robust approximate solutions for nonsmooth convex optimizations with data uncertainty
- Necessary optimality conditions for nonsmooth robust optimization problems
- Characterizing robust optimal solution sets for nonconvex uncertain semi-infinite programming problems involving tangential subdifferentials
- Robust optimality and duality relations for multiobjective semi-infinite equilibrium problems having vanishing constraints with uncertain data
- Characterizing robust weak sharp solution sets of convex optimization problems with uncertainty
- Some characterizations of robust optimal solutions for uncertain convex optimization problems
- Sequential characterizations of robust optimal solutions in uncertain convex programs via perturbation approach
- Constraint qualifications for uncertain convex optimization without convexity of constraint data uncertainty
- Global optimality conditions and duality theorems for robust optimal solutions of optimization problems with data uncertainty, using underestimators
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications
- Unified robust necessary optimality conditions for nonconvex nonsmooth uncertain multiobjective optimization
- On Radius of Robust Feasibility for Convex Conic Programs with Data Uncertainty
- Characterizations of robust solution for convex optimization problems with data uncertainty
- On approximate solutions and saddle point theorems for robust convex optimization
- Some characterizations of robust solution sets for uncertain convex optimization problems with locally Lipschitz inequality constraints
- Weighted robust optimality of convex optimization problems with data uncertainty
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