On approximate solutions and saddle point theorems for robust convex optimization
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Publication:2228362
DOI10.1007/S11590-019-01464-3zbMATH Open1469.90100OpenAlexW2967581627WikidataQ127373460 ScholiaQ127373460MaRDI QIDQ2228362FDOQ2228362
Jing Zeng, Xiao-Le Guo, Kok Lay Teo, X. K. 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)
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Cited In (21)
- Some characterizations of approximate solutions for robust semi-infinite 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
- Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data
- Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty
- Necessary and sufficient optimality conditions for some robust variational 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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- Robust optimality in constrained optimization problems with application in mechanics
- 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
- THE ROBUSTNESS OF EQUILIBRIA ON CONVEX SOLIDS
- 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
- Exact SDP reformulations for adjustable robust quadratic optimization with affine decision rules
- In SDP Relaxations, Inaccurate Solvers Do Robust Optimization
- On Radius of Robust Feasibility for Convex Conic Programs with Data Uncertainty
- 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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