Convex robust sum optimization problems with conic and set constraints: duality and optimality conditions revisited

DOI10.1007/S11228-022-00646-ZMaRDI QIDQ2677665zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 5 January 2023

Published in Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11228-022-00646-z

zbMATH Keywords

robust sum optimization problemsrobust sums of families of functionsstable Farkas lemmasstable strong dualitysup-functions

Mathematics Subject Classification ID

Duality theory (optimization) (49N15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Robustness in mathematical programming (90C17) Optimality conditions and duality in mathematical programming (90C46)

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Cites work

• A unified approach to robust Farkas-type results with applications to robust optimization problems
• A unifying approach to robust convex infinite optimization duality
• Characterizations of robust and stable duality for linearly perturbed uncertain optimization problems
• Convexity and closedness in stable robust duality
• Duality for constrained robust sum optimization problems
• Duality for the robust sum of functions
• Duality in Vector Optimization
• Farkas-type results for max-functions and applications
• scientific article; zbMATH DE number 1807400 (Why is no real title available?)
• Maximal Monotonicity for the Precomposition with a Linear Operator
• Robust conjugate duality for convex optimization under uncertainty with application to data classification
• Zero duality gap and attainment with possibly non-convex data

Cited in

(4)

• Duality for constrained robust sum optimization problems
• Primal-dual optimization conditions for the robust sum of functions with applications
• Convexity and closedness in stable robust duality
• Karush-Kuhn-Tucker conditions and duality for a class of convex adjustable robust optimization problem

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