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

DOI10.1007/S10957-019-01607-7MaRDI QIDQ2302748zbMATH OpenOpenAlexFDO

Authors Yibing Lv, Jen-Chih Yao, Jiawei Chen, Jun Li, 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

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)

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Cites work

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

Cited in

(20)

• A note on the radius of robust feasibility for uncertain convex programs
• Radius of robust feasibility for adjustable robust linear inequality systems with affine decision rules
• Optimality conditions and semidefinite linear programming duals for two-stage adjustable robust quadratic optimization
• 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
• Characterization of the radius of the robust feasibility for a class of uncertain convex optimization problems with polynomial constraints
• 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
• Radius of robust feasibility formulas for classes of convex programs with uncertain polynomial constraints
• Exact SDP reformulations for adjustable robust quadratic optimization with affine decision rules
• Unified robust necessary optimality conditions for nonconvex nonsmooth uncertain multiobjective optimization
• On Radius of Robust Feasibility for Convex Conic Programs with Data Uncertainty
• A non-monotone proximal gradient algorithm for solving nonsmooth multiobjective optimization problems with an extending application to robust multiobjective optimization
• An exact formula for radius of robust feasibility of uncertain linear programs

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