On approximate solutions and saddle point theorems for robust convex optimization
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Publication:2228362
DOI10.1007/s11590-019-01464-3zbMath1469.90100OpenAlexW2967581627WikidataQ127373460 ScholiaQ127373460MaRDI QIDQ2228362
Jing Zeng, Xiao-Le Guo, Kok Lay Teo, Xiang-Kai Sun
Publication date: 17 February 2021
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-019-01464-3
optimality conditionsdata uncertaintyWolfe type dualrobust convex optimizationsaddle point theoremsapproximate optimal solutions
Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Duality theory (optimization) (49N15) Robustness in mathematical programming (90C17)
Related Items (13)
On Radius of Robust Feasibility for Convex Conic Programs with Data Uncertainty ⋮ Robust optimality in constrained optimization problems with application in mechanics ⋮ Some characterizations of approximate solutions for robust semi-infinite optimization problems ⋮ Duality results for interval-valued semiinfinite optimization problems with equilibrium constraints using convexificators ⋮ Necessary and sufficient optimality conditions for some robust variational problems ⋮ Robust saddle‐point criterion in second‐order partial differential equation and partial differential inequation constrained control problems ⋮ Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data ⋮ Characterizing a class of robust vector polynomial optimization via sum of squares conditions ⋮ A characterization of the $\varepsilon$-normal set and its application in robust convex optimization problems ⋮ Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty ⋮ Robust penalty function method for an uncertain multi-time control optimization problems ⋮ Characterizations of robustε-quasi optimal solutions for nonsmooth optimization problems with uncertain data ⋮ Robust saddle-point criteria for multi-dimensional control optimisation problems with data uncertainty
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