Strong duality in robust convex programming: complete characterizations
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Publication:3083336
DOI10.1137/100791841zbMATH Open1228.90075DBLPjournals/siamjo/JeyakumarL10OpenAlexW2010724422WikidataQ59241564 ScholiaQ59241564MaRDI QIDQ3083336FDOQ3083336
Authors: G. Li, V. 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
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robust optimizationconvex programming under uncertaintystrong dualityLagrangian dualitytheorem of the alternativecharacteristic conegeneralized Slater conditioncone constraint qualificationparameterized inequality system
Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30)
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- Characterizing robust solution sets of convex programs under data uncertainty
- Exact second-order cone programming relaxations for some nonconvex minimax quadratic optimization problems
- Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems
- A unified approach through image space analysis to robustness in uncertain optimization problems
- Sufficient Optimality Conditions for a Robust Multiobjective Problem
- On \(\epsilon\)-solutions for robust fractional optimization problems
- On \(\epsilon\)-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
- A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty
- Some robust convex programs without a duality gap
- Robust duality for fractional programming problems with constraint-wise data uncertainty
- 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
- Robust duality for robust efficient solutions in uncertain vector optimization problems
- 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
- Support vector machine classifiers with uncertain knowledge sets via robust optimization
- Optimality and duality for robust multiobjective optimization problems
- Duality for robust linear infinite programming problems revisited
- Convexifiability of continuous and discrete nonnegative quadratic programs for gap-free duality
- Strong duality in robust semi-definite linear programming under data uncertainty
- Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
- Characterizations of approximate duality and saddle point theorems for nonsmooth robust vector optimization
- Robust canonical duality theory for solving nonconvex programming problems under data uncertainty
- On \(\epsilon\)-solutions for robust semi-infinite optimization problems
- Strong and total Fenchel dualities for robust convex optimization problems
- 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 optimization revisited via robust vector Farkas lemmas
- Duality theorems for convex and quasiconvex set functions
- Robust duality for generalized convex programming problems under data uncertainty
- Lagrange multiplier characterizations of robust best approximations under constraint data uncertainty
- On approximate efficiency for nonsmooth robust vector optimization problems
- Robust duality in parametric convex optimization
- Generalized robust duality in constrained nonconvex optimization
- Robust conjugate duality for convex optimization under uncertainty with application to data classification
- Optimality theorems for linear fractional optimization problems involving integral functions defined on Cn [0,1]
- On robust duality for fractional programming with uncertainty data
- Robust duality for generalized invex programming problems
- Sectional convexity of epigraphs of conjugate mappings with applications to robust vector duality
- Robust linear semi-infinite programming duality under uncertainty
- Radius of robust feasibility formulas for classes of convex programs with uncertain polynomial constraints
- Robust solutions to multi-objective linear programs with uncertain data
- Duality and robust duality for special nonconvex homogeneous quadratic programming under certainty and uncertainty environment
- Stable Lagrange dualities for robust conical programming
- Surrogate duality for robust optimization
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications
- 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
- A unified approach to robust Farkas-type results with applications to robust optimization problems
- Conic relaxations with stable exactness conditions for parametric robust convex polynomial problems
- Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
- 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
- Karush-Kuhn-Tucker conditions and duality for a class of convex adjustable robust optimization problem
- Robust convex conic optimization in D-induced duality framework
- Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty
- Local isolated efficiency in non-smooth robust semi-infinite multi-objective fractional programming problems
- An efficient algorithm for the extended trust-region subproblem with two linear constraints
- Robust nonlinear optimization with conic representable uncertainty set
- Optimality conditions of robust convex multiobjective optimization via \(\epsilon\)-constraint scalarization and image space analysis
- Optimality and duality for robust optimization problems involving intersection of closed sets
- On highly robust approximate solutions for nonsmooth convex optimizations with data uncertainty
- Optimality conditions for robust nonsmooth multiobjective optimization problems in asplund spaces
- Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
- Adjustable robust balanced hub location problem with uncertain transportation cost
- Robust nonsmooth optimality conditions for uncertain multiobjective programs involving stable functions
- Characterizing a class of robust vector polynomial optimization via sum of squares conditions
- 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
- 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
- A block Lanczos method for the extended trust-region subproblem
- 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
- 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
- On second-order conic programming duals for robust convex quadratic 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
- On constraint qualifications and optimality conditions for robust optimization problems through pseudo-differential
- Constraint qualifications for uncertain convex optimization without convexity of constraint data uncertainty
- Sums of squares polynomial program reformulations for adjustable robust linear optimization problems with separable polynomial decision rules
- Approximate optimality conditions and approximate duality conditions for robust multiobjective optimization problems
- 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
- Robust Farkas-Minkowski constraint qualification for convex inequality system under data uncertainty
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