Convexity and closedness in stable robust duality

DOI10.1007/s11590-018-1311-5zbMath1440.90086OpenAlexW2887469404WikidataQ129405344 ScholiaQ129405344MaRDI QIDQ2414114

Yanyan Li

Publication date: 10 May 2019

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/169282

zbMATH Keywords

convexityclosedness$\varepsilon$-subdifferentialdeterministic conjugate dualityFenchel duality of the suminverse $\varepsilon$-subdifferentialstable robust dualitystable strong robust duality

Mathematics Subject Classification ID

Convex programming (90C25) Minimax problems in mathematical programming (90C47) Optimality conditions and duality in mathematical programming (90C46) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Duality theory (optimization) (49N15)

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