Strong duality in robust convex programming: complete characterizations
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Cited in
(only showing first 100 items - show all)- On uncertain conical convex optimization problems
- On quasi \(\epsilon\)-solution for robust convex optimization problems
- Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs
- Characterizations of robust and stable duality for linearly perturbed uncertain optimization problems
- Characterizing robust solution sets of convex programs under data uncertainty
- Karush-Kuhn-Tucker conditions and duality for a class of convex adjustable robust optimization problem
- Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems
- Exact second-order cone programming relaxations for some nonconvex minimax quadratic optimization problems
- A unified approach through image space analysis to robustness in uncertain optimization problems
- Robust convex conic optimization in D-induced duality framework
- On -solutions for robust fractional optimization problems
- On -solutions for convex optimization problems with uncertainty data
- Robustness in nonsmooth nonconvex optimization problems
- On solving a class of fractional semi-infinite polynomial programming problems
- Sufficient Optimality Conditions for a Robust Multiobjective Problem
- Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty
- A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty
- Robust duality for fractional programming problems with constraint-wise data uncertainty
- Some robust convex programs without a duality gap
- An efficient algorithm for the extended trust-region subproblem with two linear constraints
- Local isolated efficiency in non-smooth robust semi-infinite multi-objective fractional programming problems
- Strong duality in parametric robust semi-definite linear programming and exact relaxations
- A new class of alternative theorems for SOS-convex inequalities and robust optimization
- SOS-convex semialgebraic programs and its applications to robust optimization: a tractable class of nonsmooth convex optimization
- Farkas' lemma: three decades of generalizations for mathematical optimization
- Dual semidefinite programs without duality gaps for a class of convex minimax programs
- Exact dual bounds for some nonconvex minimax quadratic optimization problems
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
- Robust SOS-convex polynomial optimization problems: exact SDP relaxations
- Robust duality for robust efficient solutions in uncertain vector optimization problems
- Robust nonlinear optimization with conic representable uncertainty set
- Duality for robust linear infinite programming problems revisited
- Support vector machine classifiers with uncertain knowledge sets via robust optimization
- Optimality and duality for robust multiobjective optimization problems
- Convexifiability of continuous and discrete nonnegative quadratic programs for gap-free duality
- Optimality conditions of robust convex multiobjective optimization via \(\epsilon\)-constraint scalarization and image space analysis
- Optimality conditions for robust nonsmooth multiobjective optimization problems in asplund spaces
- Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
- Optimality and duality for robust optimization problems involving intersection of closed sets
- On highly robust approximate solutions for nonsmooth convex optimizations with data uncertainty
- Strong duality in robust semi-definite linear programming under data uncertainty
- Adjustable robust balanced hub location problem with uncertain transportation cost
- Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
- Robust nonsmooth optimality conditions for uncertain multiobjective programs involving stable functions
- Characterizations of approximate duality and saddle point theorems for nonsmooth robust vector optimization
- Characterizing a class of robust vector polynomial optimization via sum of squares conditions
- Robust canonical duality theory for solving nonconvex programming problems under data uncertainty
- Conic linear programming duals for classes of quadratic semi-infinite programs with applications
- Optimality conditions for robust weak sharp efficient solutions of nonsmooth uncertain multiobjective optimization problems
- On \(\epsilon\)-solutions for robust semi-infinite optimization problems
- A characterization of the $\varepsilon$-normal set and its application in robust convex optimization problems
- Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications
- A support function approach for characterizations of convex normal cone
- Strong and total Fenchel dualities for robust convex optimization problems
- A block Lanczos method for the extended trust-region subproblem
- Some characterizations of robust optimal solutions for uncertain convex optimization problems
- Characterizations for optimality conditions of general robust optimization problems
- Characterizations of robust solution set of convex programs with uncertain data
- Robust duality for generalized convex programming problems under data uncertainty
- Duality theorems for convex and quasiconvex set functions
- Lagrange multiplier characterizations of robust best approximations under constraint data uncertainty
- Robust optimality and duality for composite uncertain multiobjective optimization in Asplund spaces with its applications
- Robust duality for nonconvex uncertain vector optimization via a general scalarization
- Robust optimization revisited via robust vector Farkas lemmas
- Strong and total Fenchel dualities for robust composed convex optimization problems in locally convex spaces
- Theoretical aspects of robust SVM optimization in Banach spaces and Nash equilibrium interpretation
- Robust duality in parametric convex optimization
- On approximate efficiency for nonsmooth robust vector optimization problems
- Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity
- Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function
- Robust conjugate duality for convex optimization under uncertainty with application to data classification
- On second-order conic programming duals for robust convex quadratic optimization problems
- Generalized robust duality in constrained nonconvex optimization
- On constraint qualifications and optimality conditions for robust optimization problems through pseudo-differential
- On robust duality for fractional programming with uncertainty data
- Optimality theorems for linear fractional optimization problems involving integral functions defined on Cn [0,1]
- Sectional convexity of epigraphs of conjugate mappings with applications to robust vector duality
- Sums of squares polynomial program reformulations for adjustable robust linear optimization problems with separable polynomial decision rules
- Constraint qualifications for uncertain convex optimization without convexity of constraint data uncertainty
- Robust linear semi-infinite programming duality under uncertainty
- Robust duality for generalized invex programming problems
- Radius of robust feasibility formulas for classes of convex programs with uncertain polynomial constraints
- Duality and robust duality for special nonconvex homogeneous quadratic programming under certainty and uncertainty environment
- Robust solutions to multi-objective linear programs with uncertain data
- Approximate optimality conditions and approximate duality conditions for robust multiobjective optimization problems
- Stable Lagrange dualities for robust conical programming
- On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty
- Constraint qualifications and optimality conditions for robust nonsmooth semi-infinite multiobjective optimization problems
- Global optimality conditions and duality theorems for robust optimal solutions of optimization problems with data uncertainty, using underestimators
- Surrogate duality for robust optimization
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications
- Robust Farkas-Minkowski constraint qualification for convex inequality system under data uncertainty
- Complete characterizations of robust strong duality for robust vector optimization problems
- A unifying approach to robust convex infinite optimization duality
- On approximate solutions and saddle point theorems for robust convex optimization
- Strong duality for robust minimax fractional programming problems
- Some characterizations of robust solution sets for uncertain convex optimization problems with locally Lipschitz inequality constraints
- scientific article; zbMATH DE number 7527196 (Why is no real title available?)
- A unified approach to robust Farkas-type results with applications to robust optimization problems
- Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
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