On approximate solutions and saddle point theorems for robust convex optimization
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Cited in
(30)- 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
- Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty
- 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
- THE ROBUSTNESS OF EQUILIBRIA ON CONVEX SOLIDS
- A characterization of the $\varepsilon$-normal set and its application in robust convex optimization problems
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- On robust approximate optimal solutions for uncertain convex optimization and applications to multi-objective optimization
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- In SDP Relaxations, Inaccurate Solvers Do Robust Optimization
- Exact SDP reformulations for adjustable robust quadratic optimization with affine decision rules
- Characterizations of robust \(\varepsilon\)-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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