Characterizations of robust solution set of convex programs with uncertain data

constraint qualifications subdifferential Lagrangian multipliers convex programs under uncertainty epigraphs of conjugate functions robust solution sets

Mathematics Subject Classification ID

Convex programming (90C25)

Cites Work

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Cited In (14)

Title not available (Why is that?)
Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems
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Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty
Optimality and duality for robust optimization problems involving intersection of closed sets
Characterizing robust optimal solution sets for nonconvex uncertain semi-infinite programming problems involving tangential subdifferentials
Necessary optimality conditions for nonsmooth robust optimization problems
Global optimality conditions and duality theorems for robust optimal solutions of optimization problems with data uncertainty, using underestimators
On Radius of Robust Feasibility for Convex Conic Programs with Data Uncertainty
Unified robust necessary optimality conditions for nonconvex nonsmooth uncertain multiobjective optimization
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
Optimality conditions of robust convex multiobjective optimization viaε-constraint scalarization and image space analysis

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