On approximate solutions for robust convex semidefinite optimization problems
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Cites work
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- scientific article; zbMATH DE number 1534292 (Why is no real title available?)
- A note on strong duality in convex semidefinite optimization: necessary and sufficient conditions
- An ε-lagrange multiplier rule for a mathematical programming problem on banacch spaces∗
- Characterizations of solution sets of convex vector minimization problems
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- Epsilon approximate solutions for multiobjective programming problems
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- Multiplier rules and saddle-point theorems for Helbig's approximate solutions in convex Pareto problems
- New Sequential Lagrange Multiplier Conditions Characterizing Optimality without Constraint Qualification for Convex Programs
- On -solutions for convex optimization problems with uncertainty data
- On -solutions for robust fractional optimization problems
- On quasi \(\epsilon\)-solution for robust convex optimization problems
- Relaxations for Robust Linear Matrix Inequality Problems with Verifications for Exactness
- Robust Solutions to Uncertain Semidefinite Programs
- Robust convex quadratically constrained programs
- Robust linear optimization under general norms.
- Robust optimization
- Strong duality in robust semi-definite linear programming under data uncertainty
- \(\epsilon\)-Pareto optimality for nondifferentiable multiobjective programming via penalty function
- \(\epsilon\)-duality of nondifferentiable nonconvex multiobjective programming
- \(\varepsilon \)-duality theorems for convex semidefinite optimization problems with conic constraints
- \(\varepsilon\)-optimality for multiobjective programming on a Banach space
- ε-Optimal solutions in nondifferentiable convex programming and some related questions
Cited in
(18)- A robust algorithm for semidefinite programming
- On -solutions for convex optimization problems with uncertainty data
- \(\varepsilon \)-duality theorems for convex semidefinite optimization problems with conic constraints
- Characterizations of -approximate solutions for robust convex semidefinite programming problems
- Robust semidefinite programming problems with general nonlinear parameter dependence: approaches using the DC-representations
- A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
- A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization
- On highly robust approximate solutions for nonsmooth convex optimizations with data uncertainty
- On \(\varepsilon\)-approximate solutions for convex semidefinite optimization problems
- scientific article; zbMATH DE number 7238249 (Why is no real title available?)
- scientific article; zbMATH DE number 7295977 (Why is no real title available?)
- On \(\epsilon\)-solutions for robust semi-infinite optimization problems
- Robust Solutions to a General Class of Approximation Problems
- Essential intersection and approximation results for robust optimization
- In SDP Relaxations, Inaccurate Solvers Do Robust Optimization
- On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization
- On quasi \(\epsilon\)-solution for robust convex optimization problems
- Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs
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