Sequential characterizations of robust optimal solutions in uncertain convex programs via perturbation approach

zbMATH Open1463.90167MaRDI QIDQ5116045FDOQ5116045

Authors: Nithirat Sisarat, Rabian Wangkeeree, Gue Myung Lee 

Publication date: 21 August 2020

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zbMATH Keywords

\(\varepsilon\)-subdifferentialrobust solutionsequential optimality conditionsconjugate functionrobust convex optimization

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Robustness in mathematical programming (90C17)

Cited In (5)

• Characterizing robust solution sets of convex programs under data uncertainty
• The perturbation method applied to a robust optimization problem with constraint
• Characterizations of robust solution set of convex programs with uncertain data
• Constraint qualifications for uncertain convex optimization without convexity of constraint data uncertainty
• Formulas of first-ordered and second-ordered generalization differentials for convex robust systems with applications

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