Generalized Farkas' lemma and gap-free duality for minimax DC optimization with polynomials and robust quadratic optimization

DOI10.1007/s10898-015-0277-4zbMath1346.90808WikidataQ124842567 ScholiaQ124842567MaRDI QIDQ280088

F. Blanchet-Sadri, M. Dambrine

Publication date: 29 April 2016

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-015-0277-4

zbMATH Keywords

duality; robust optimization; convex polynomials; difference of convex optimization; generalized Farkas's lemma; minimax programs; non-convex quadratic optimization

Mathematics Subject Classification ID

90C47: Minimax problems in mathematical programming

90C20: Quadratic programming

90C46: Optimality conditions and duality in mathematical programming