Calculating radius of robust feasibility of uncertain linear conic programs via semi-definite programs
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Publication:2032008
DOI10.1007/s10957-021-01846-7zbMath1470.90061arXiv2007.07599OpenAlexW3151895805MaRDI QIDQ2032008
Guoyin Li, Vaithilingam Jeyakumar, Miguel Angel Goberna
Publication date: 15 June 2021
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.07599
Semidefinite programming (90C22) Linear programming (90C05) Robustness in mathematical programming (90C17)
Related Items (4)
On Radius of Robust Feasibility for Convex Conic Programs with Data Uncertainty ⋮ Sums of squares polynomial program reformulations for adjustable robust linear optimization problems with separable polynomial decision rules ⋮ Copositive tensor optimization problem and its applications to hypergraphs ⋮ The radius of robust feasibility of uncertain mathematical programs: a survey and recent developments
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