Robust Farkas-Minkowski constraint qualification for convex inequality system under data uncertainty

DOI10.1007/s10957-020-01679-wzbMath1472.90078MaRDI QIDQ2188944

Suliman Al-Homidan, Jen-Chih Yao, Qamrul Hasan Ansari, Xiao-bing Li

Publication date: 15 June 2020

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-020-01679-w

zbMATH Keywords

inequality; Fenchel conjugation; convex-concave; convex quadratic constraints with robust coefficients; epigraph of support functional; robust Farkas-Minkowski constraint qualification; robust global error bound; system under data uncertainty

Mathematics Subject Classification ID

62G35: Nonparametric robustness

90C25: Convex programming

90C47: Minimax problems in mathematical programming

90C20: Quadratic programming

90C46: Optimality conditions and duality in mathematical programming

90C31: Sensitivity, stability, parametric optimization

52A40: Inequalities and extremum problems involving convexity in convex geometry

49N15: Duality theory (optimization)

90C17: Robustness in mathematical programming