Duality in robust optimization: Primal worst equals dual best

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Characterizing robust solution sets of convex programs under data uncertainty
Robustness characterizations for uncertain optimization problems via image space analysis
A unified approach through image space analysis to robustness in uncertain optimization problems
Robust efficiency and well-posedness in uncertain vector optimization problems
Sufficient Optimality Conditions for a Robust Multiobjective Problem
On $\epsilon$-solutions for robust fractional optimization problems
On $\epsilon$-solutions for convex optimization problems with uncertainty data
Finding efficient solutions in robust multiple objective optimization with SOS-convex polynomial data
Robustness in nonsmooth nonconvex optimization problems
Robust optimization approaches for the equitable and effective distribution of donated food
A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty
A survey of adjustable robust optimization
Robust duality for fractional programming problems with constraint-wise data uncertainty
Robust inventory control under demand and lead time uncertainty
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A new class of alternative theorems for SOS-convex inequalities and robust optimization
Robust optimization for lot-sizing problems under yield uncertainty
Robust duality for robust efficient solutions in uncertain vector optimization problems
A unified approach to uncertain optimization
Primal worst and dual best in robust vector optimization
On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
Robust SOS-convex polynomial optimization problems: exact SDP relaxations
Conditions under which adjustability lowers the cost of a robust linear program
Well-posedness for the optimistic counterpart of uncertain vector optimization problems
On robustness for set-valued optimization problems
Strong duality in robust semi-definite linear programming under data uncertainty
Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
A computational study of exact approaches for the adjustable robust resource-constrained project scheduling problem
Recent advances in robust optimization: an overview
Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
Robust canonical duality theory for solving nonconvex programming problems under data uncertainty
On $\epsilon$-solutions for robust semi-infinite optimization problems
Strong and total Fenchel dualities for robust convex optimization problems
On the integration of row and column uncertainty in robust linear programming
Some characterizations of robust optimal solutions for uncertain convex optimization problems
Characterizations for optimality conditions of general robust optimization problems
Characterizations of robust solution set of convex programs with uncertain data
Duality theorems for convex and quasiconvex set functions
Robust duality for generalized convex programming problems under data uncertainty
Some characterizations of robust optimal solutions for uncertain fractional optimization and applications
Generalized robust duality in constrained nonconvex optimization
Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function
Robust assessment of collapse resistance of structures under uncertain loads based on info-gap model
Robust conjugate duality for convex optimization under uncertainty with application to data classification
On robust duality for fractional programming with uncertainty data
Sectional convexity of epigraphs of conjugate mappings with applications to robust vector duality
Robust linear semi-infinite programming duality under uncertainty
Adjusted robust mean-value-at-risk model: less conservative robust portfolios
Robust Farkas' lemma for uncertain linear systems with applications
Robust fractional programming
Duality and robust duality for special nonconvex homogeneous quadratic programming under certainty and uncertainty environment
Chebyshev Inequalities for Products of Random Variables
Surrogate duality for robust optimization
A robust optimization approach for the multi-mode resource-constrained project scheduling problem
Characterizing robust set containments and solutions of uncertain linear programs without qualifications
Complete characterizations of robust strong duality for robust vector optimization problems
A unifying approach to robust convex infinite optimization duality
An exact formula for radius of robust feasibility of uncertain linear programs
Strong duality for robust minimax fractional programming problems
Technical Note—Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets
A survey of nonlinear robust optimization
A note on the radius of robust feasibility for uncertain convex programs
Robust fuzzy structural safety assessment using mathematical programming approach
Quasiconvexity of set-valued maps assures well-posedness of robust vector optimization
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Minimax programming as a tool for studying robust multi-objective optimization problems
Local isolated efficiency in non-smooth robust semi-infinite multi-objective fractional programming problems
Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective
A utopia point method-based robust vector polynomial optimization scheme
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Robust nonlinear optimization with conic representable uncertainty set
Robust optimality, duality and saddle points for multiobjective fractional semi-infinite optimization with uncertain data
Robust duality for the uncertain multitime control optimization problems
Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
Characterizing robust optimal solution sets for nonconvex uncertain semi-infinite programming problems involving tangential subdifferentials
A robust optimization approach for repairing and overhauling in a captive repair shop under uncertainty
Optimality conditions for robust weak sharp efficient solutions of nonsmooth uncertain multiobjective optimization problems
A characterization of the $\varepsilon$-normal set and its application in robust convex optimization problems
A support function approach for characterizations of convex normal cone
Characterizing robust weak sharp solution sets of convex optimization problems with uncertainty
Robust optimality and duality for composite uncertain multiobjective optimization in Asplund spaces with its applications
Robust duality for nonconvex uncertain vector optimization via a general scalarization
Theoretical aspects of robust SVM optimization in Banach spaces and Nash equilibrium interpretation
On constraint qualifications and optimality conditions for robust optimization problems through pseudo-differential
Global well-posedness of set-valued optimization with application to uncertain problems
Robust approach for uncertain multi-dimensional fractional control optimization problems
Sharing the value‐at‐risk under distributional ambiguity
Global optimality conditions and duality theorems for robust optimal solutions of optimization problems with data uncertainty, using underestimators
Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty
Image space analysis for uncertain multiobjective optimization problems: robust optimality conditions
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On approximate optimality conditions for robust multi-objective convex optimization problems
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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