Duality for robust linear infinite programming problems revisited

DOI10.1007/S10013-020-00383-6zbMATH Open1466.90062arXiv1910.10829OpenAlexW3010604882MaRDI QIDQ2022437FDOQ2022437

Authors: Yanyan Li 

Publication date: 29 April 2021

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

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).

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

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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)

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Cited In (9)

• 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 linear semi-infinite programming duality under uncertainty
• 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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