Duality for robust linear infinite programming problems revisited

DOI10.1007/S10013-020-00383-6MaRDI QIDQ2022437zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 29 April 2021

Published in Vietnam Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1910.10829

zbMATH Keywords

linear infinite programming problemsrobust Farkas-type results for infinite linear systemsrobust Farkas-type results for sub-affine systemsrobust linear infinite problemsstable robust strong duality for robust linear infinite problems

Mathematics Subject Classification ID

Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Robustness in mathematical programming (90C17)

Abstract: In this paper, we consider the robust linear infinite programming problem $({mRLIP}_c)$ defined by �egin{eqnarray*} ({ m RLIP}_c)quad &&inf; langle c,x angle extrm{subject to } &&xin X,; langle x^ast,x angle le r ,;forall (x^ast,r)inmathcal{U}_t,; forall tin T, end{eqnarray*} where $X$ is a locally convex Hausdorff topological vector space, $T$ is an arbitrary (possible infinite) index set, $cin{X}^{\ast }$, and $mathcal{U}_{t}subset{X}^{\ast }imesmathbbR$, $tinT$ are uncertainty sets. We propose an approach to duality for the robust linear problems with convex constraints $({mRP}_c)$ and establish corresponding robust strong duality and also, stable robust strong duality, With the different ways of arranging data from $({mRLIP}_c)$, one gets back to the model $({mRP}_c)$ and the (stable) robust strong duality for $({mRP}_c)$ applies. By such a way, nine versions of dual problems for $({mRLIP}_c)$ are proposed. Necessary and sufficient conditions for stable robust strong duality of these pairs of primal-dual problems are given, which some cover several known results in the literature while the others, due to the best knowledge of the authors, are new. Moreover, as by-products, we obtained from the robust strong duality for variants pairs of primal-dual problems, several robust Farkas-type results for linear infinite systems with uncertainty. Lastly, as applications, we get the results for robust linear problems with sub-affine constraints, and to linear infinite problems (i.e., $({mRLIP}_c)$ with the absence of uncertainty).

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Cited in

(9)

• Characterizations of robust and stable duality for linearly perturbed uncertain optimization problems
• Generalized Farkas lemma with adjustable variables and two-stage robust linear programs
• Robust continuous linear programs
• A note on primal-dual stability in infinite linear programming
• Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem
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• Robust duality for generalized invex programming problems
• A unifying approach to robust convex infinite optimization duality
• A unified approach to robust Farkas-type results with applications to robust optimization problems

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