Geometric measures of convex sets and bounds on problem sensitivity and robustness for conic linear optimization

DOI10.1007/S10107-013-0709-1zbMATH Open1297.90121OpenAlexW2000007405MaRDI QIDQ463718FDOQ463718

Authors: Jorge R. Vera 

Publication date: 17 October 2014

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-013-0709-1

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zbMATH Keywords

conic optimizationgeometric measuressensitivity and stability in optimization

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31)

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Cited In (6)

• The radius of robust feasibility of uncertain mathematical programs: a survey and recent developments
• Robust sensitivity analysis for linear programming with ellipsoidal perturbation
• A geometric branch and bound method for robust maximization of convex functions
• Complexity of convex optimization using geometry-based measures and a reference point
• The Condition Number of Riemannian Approximation Problems
• Characterizations of robust and stable duality for linearly perturbed uncertain optimization problems

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