Surrogate duality for robust optimization
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Publication:2356091
Convexity of real functions of several variables, generalizations (26B25) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Optimality conditions and duality in mathematical programming (90C46)
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Cites work
- A Multiphase-Dual Algorithm for the Zero-One Integer Programming Problem
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications
- Characterizing Set Containments Involving Infinite Convex Constraints and Reverse-Convex Constraints
- Constraint qualifications for extended Farkas's lemmas and Lagrangian dualities in convex infinite programming
- Duality in robust optimization: Primal worst equals dual best
- Elementary proof for Sion's minimax theorem
- scientific article; zbMATH DE number 3435272 (Why is no real title available?)
- Necessary and sufficient constraint qualification for surrogate duality
- On Extension of Fenchel Duality and its Application
- On Quasi-Convex Duality
- Quasi-Convex Programming
- Robust conjugate duality for convex optimization under uncertainty with application to data classification
- Robust Farkas' lemma for uncertain linear systems with applications
- Strong duality in robust convex programming: complete characterizations
- Strong duality in robust semi-definite linear programming under data uncertainty
- Surrogate Mathematical Programming
- Surrogate Programming and Multipliers in Quasi-convex Programming
- The Generalized Penalty-Function/Surrogate Model
Cited in
(11)- A unifying approach to robust convex infinite optimization duality
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
- Duality theorems for quasiconvex programming with a reverse quasiconvex constraint
- Duality theorems for convex and quasiconvex set functions
- Duality theorems for separable convex programming without qualifications
- Nonlinear error bounds for quasiconvex inequality systems
- Surrogate duality for vector optimization
- Surrogate duality for robust quasiconvex vector optimization
- Surrogate duality for optimization problems involving set functions
- A support function approach for characterizations of convex normal cone
- Sensitivity to uncertainty and scalarization in robust multiobjective optimization: an overview with application to mean-variance portfolio optimization
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