Strong Duality in Robust Convex Programming: Complete Characterizations

DOI10.1137/100791841zbMATH Open1228.90075DBLPjournals/siamjo/JeyakumarL10OpenAlexW2010724422WikidataQ59241564 ScholiaQ59241564MaRDI QIDQ3083336FDOQ3083336

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

zbMATH Keywords

robust optimization convex programming under uncertainty strong duality Lagrangian duality theorem of the alternative characteristic cone generalized Slater condition cone constraint qualification parameterized inequality system

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30)

Cited In (97)

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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
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Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
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
Exact Second-Order Cone Programming Relaxations for Some Nonconvex Minimax Quadratic Optimization Problems
Some characterizations of robust optimal solutions for uncertain convex optimization problems
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On robust duality for fractional programming with uncertainty data
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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
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Global optimality conditions and duality theorems for robust optimal solutions of optimization problems with data uncertainty, using underestimators
Surrogate duality for robust optimization
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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
Conic relaxations with stable exactness conditions for parametric robust convex polynomial problems
Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
Some characterizations of robust solution sets for uncertain convex optimization problems with locally Lipschitz inequality constraints
Weighted robust optimality of convex optimization problems with data uncertainty
On quasi $\epsilon$-solution for robust convex optimization problems
Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs
Karush-Kuhn-Tucker conditions and duality for a class of convex adjustable robust optimization problem
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Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
Robust nonsmooth optimality conditions for uncertain multiobjective programs involving stable functions
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Robust duality for nonconvex uncertain vector optimization via a general scalarization
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On approximate optimality conditions for robust multi-objective convex optimization problems
Optimality conditions of robust convex multiobjective optimization viaε-constraint scalarization and image space analysis

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