Robust linear semi-infinite programming duality under uncertainty
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Publication:353146
DOI10.1007/S10107-013-0668-6zbMATH Open1282.90204OpenAlexW2049801480WikidataQ59241506 ScholiaQ59241506MaRDI QIDQ353146FDOQ353146
Authors: G. Li, Miguel Angel Goberna, V. Jeyakumar, Marco Antonio López Cerdá 
Publication date: 12 July 2013
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10045/36010
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convex programmingrobust optimizationparameter uncertaintylinear semi-infinite programmingrobust dualityFarkas lemma
Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31) Semi-infinite programming (90C34)
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Cited In (40)
- Characterizing robust solution sets of convex programs under data uncertainty
- Radius of robust global error bound for piecewise linear inequality systems
- Robustness in deterministic vector optimization
- Generalized Farkas lemma with adjustable variables and two-stage robust linear programs
- Robust optimality conditions and duality for nonsmooth multiobjective fractional semi-infinite programming problems with uncertain data
- Robust optimality conditions for semi-infinite equilibrium problems involving data uncertainty
- SOS-convex semialgebraic programs and its applications to robust optimization: a tractable class of nonsmooth convex optimization
- Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data
- Farkas' lemma: three decades of generalizations for mathematical optimization
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
- Robust SOS-convex polynomial optimization problems: exact SDP relaxations
- Duality for robust linear infinite programming problems revisited
- Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty
- Convexifiability of continuous and discrete nonnegative quadratic programs for gap-free duality
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- Conic linear programming duals for classes of quadratic semi-infinite programs with applications
- On \(\epsilon\)-solutions for robust semi-infinite optimization problems
- Characterizations of robust solution set of convex programs with uncertain data
- Robust optimization revisited via robust vector Farkas lemmas
- Generalized robust duality in constrained nonconvex optimization
- Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
- Sectional convexity of epigraphs of conjugate mappings with applications to robust vector duality
- Robust solutions to multi-objective linear programs with uncertain data
- On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty
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- Strong duality for robust minimax fractional programming problems
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- On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization
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- Characterizations of robust and stable duality for linearly perturbed uncertain optimization problems
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