Radius of robust feasibility of system of convex inequalities with uncertain data

DOI10.1007/S10957-019-01607-7zbMATH Open1433.49023OpenAlexW2985317485MaRDI QIDQ2302748FDOQ2302748

Jun Li, Yibing Lv, Jiawei Chen, Jen-Chih Yao, X. B. Li

Publication date: 26 February 2020

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

Full work available at URL: https://doi.org/10.1007/s10957-019-01607-7

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zbMATH Keywords

Minkowski functionradius of robust feasibilitysystem of uncertain convex inequalities

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Multi-objective and goal programming (90C29) Set-valued and variational analysis (49J53)

Cites Work

• Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
• Conjugate duality in convex optimization
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• On robust optimization. Relations between scalar robust optimization and unconstrained multicriteria optimization
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
• Nonsmooth analysis
• Robust solutions to multi-objective linear programs with uncertain data
• Robust Solutions of MultiObjective Linear Semi-Infinite Programs under Constraint Data Uncertainty
• Adjustable robust solutions of uncertain linear programs
• Characterizing robust solution sets of convex programs under data uncertainty
• Some characterizations of robust optimal solutions for uncertain convex optimization problems
• Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
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• Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
• Nonlinear Optimization
• Radius of robust feasibility formulas for classes of convex programs with uncertain polynomial constraints
• An exact formula for radius of robust feasibility of uncertain linear programs
• A note on the radius of robust feasibility for uncertain convex programs
• Weighted robust optimality of convex optimization problems with data uncertainty

Cited In (14)

• Radius of robust global error bound for piecewise linear inequality systems
• Some characterizations of approximate solutions for robust semi-infinite optimization problems
• Robust optimality conditions and duality for nonsmooth multiobjective fractional semi-infinite programming problems with uncertain data
• The radius of robust feasibility of uncertain mathematical programs: a survey and recent developments
• Duality for robust linear infinite programming problems revisited
• Calculating radius of robust feasibility of uncertain linear conic programs via semi-definite programs
• Robust necessary optimality conditions for nondifferentiable complex fractional programming with uncertain data
• Characterizing a class of robust vector polynomial optimization via sum of squares conditions
• Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications
• Radius of Robust Feasibility for Mixed-Integer Problems
• Exact SDP reformulations for adjustable robust quadratic optimization with affine decision rules
• A non-monotone proximal gradient algorithm for solving nonsmooth multiobjective optimization problems with an extending application to robust multiobjective optimization
• On Radius of Robust Feasibility for Convex Conic Programs with Data Uncertainty
• Unified robust necessary optimality conditions for nonconvex nonsmooth uncertain multiobjective optimization

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