Strong Duality in Robust Convex Programming: Complete Characterizations
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Publication:3083336
DOI10.1137/100791841zbMath1228.90075OpenAlexW2010724422WikidataQ59241564 ScholiaQ59241564MaRDI QIDQ3083336
Guoyin Li, Vaithilingam Jeyakumar
Publication date: 21 March 2011
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/100791841
robust optimizationstrong dualitytheorem of the alternativeconvex programming under uncertaintyLagrangian dualitycharacteristic conegeneralized Slater conditioncone constraint qualificationparameterized inequality system
Convex programming (90C25) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)
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