On approximate solutions and saddle point theorems for robust convex optimization
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Cites work
- scientific article; zbMATH DE number 1807400 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- A new constraint qualification for the formula of the subdifferential of composed convex functions in infinite dimensional spaces
- A unifying approach to robust convex infinite optimization duality
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- Characterizations for optimality conditions of general robust optimization problems
- Characterizations of robust solution set of convex programs with uncertain data
- Characterizing robust solution sets of convex programs under data uncertainty
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- Conjugate duality in convex optimization
- Constraint qualifications for extended Farkas's lemmas and Lagrangian dualities in convex infinite programming
- Convex Analysis
- Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems
- Duality gap of the conic convex constrained optimization problems in normed spaces
- Duality theorem and vector saddle point theorem for robust multiobjective optimization problems
- Necessary conditions for ε-optimality
- On -solutions for convex optimization problems with uncertainty data
- On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
- On quasi \(\epsilon\)-solution for robust convex optimization problems
- On robust approximate optimal solutions for uncertain convex optimization and applications to multi-objective optimization
- On robust convex multiobjective optimization
- On uncertain conical convex optimization problems
- Robust conjugate duality for convex optimization under uncertainty with application to data classification
- Robust convex optimization
- Robust duality in parametric convex optimization
- Robust least square semidefinite programming with applications
- Robust multiobjective optimization \& applications in portfolio optimization
- Robust multiobjective optimization with application to Internet routing
- Robust multiobjective portfolio optimization: A minimax regret approach
- Robust multiple objective game theory
- Robust optimization-methodology and applications
- Some characterizations of robust optimal solutions for uncertain convex optimization problems
- Strong duality in robust convex programming: complete characterizations
- \(\epsilon\)-duality of nondifferentiable nonconvex multiobjective programming
- \(\varepsilon \)-mixed type duality for nonconvex multiobjective programs with an infinite number of constraints
Cited in
(35)- Optimality conditions and semidefinite linear programming duals for two-stage adjustable robust quadratic optimization
- Some characterizations of approximate solutions for robust semi-infinite optimization problems
- Optimality of robust approximation solutions for uncertain convex optimization problems
- Duality results for interval-valued semiinfinite optimization problems with equilibrium constraints using convexificators
- Robust saddle‐point criterion in second‐order partial differential equation and partial differential inequation constrained control problems
- Mond-Weir type approximate duality for a class of robust convex optimization
- Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data
- On approximate solutions for robust convex semidefinite optimization problems
- Characterizing robust -optimal solution sets for uncertain convex optimization problems
- Various duality models associated with some constrained robust nonlinear optimal control problems
- Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty
- Local optimality conditions and local saddle point theorems for nonconvex robust programming
- Necessary and sufficient optimality conditions for some robust variational problems
- On highly robust approximate solutions for nonsmooth convex optimizations with data uncertainty
- \(\varepsilon\)-Wolfe type duality for convex optimization problems under data uncertainty
- Robust optimality in constrained optimization problems with application in mechanics
- Robust saddle-point criteria for multi-dimensional control optimisation problems with data uncertainty
- scientific article; zbMATH DE number 7295977 (Why is no real title available?)
- Characterizations of approximate duality and saddle point theorems for nonsmooth robust vector optimization
- Characterizing a class of robust vector polynomial optimization via sum of squares conditions
- Characterizations of approximate solution and approximate duality for quasiconvex programming
- THE ROBUSTNESS OF EQUILIBRIA ON CONVEX SOLIDS
- A characterization of the $\varepsilon$-normal set and its application in robust convex optimization problems
- Robust Solutions to a General Class of Approximation Problems
- Essential intersection and approximation results for robust optimization
- Robust penalty function method for an uncertain multi-time control optimization problems
- On robust approximate optimal solutions for uncertain convex optimization and applications to multi-objective optimization
- Saddle point approximation approaches for two-stage robust optimization problems
- In SDP Relaxations, Inaccurate Solvers Do Robust Optimization
- Exact SDP reformulations for adjustable robust quadratic optimization with affine decision rules
- Characterizations of robust -quasi optimal solutions for nonsmooth optimization problems with uncertain data
- On Radius of Robust Feasibility for Convex Conic Programs with Data Uncertainty
- Approximate Wolfe-type duality in robust convex semi-infinite optimization problem
- On quasi \(\epsilon\)-solution for robust convex optimization problems
- Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs
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