A new class of alternative theorems for SOS-convex inequalities and robust optimization

DOI10.1080/00036811.2013.859251zbMath1338.90302OpenAlexW2094325595WikidataQ59241458 ScholiaQ59241458MaRDI QIDQ5175328

Guoyin Li, Vaithilingam Jeyakumar

Publication date: 20 February 2015

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036811.2013.859251

zbMATH Keywords

multi-objective optimizationconvex optimizationtheorems of the alternativeoptimization under data uncertainty

Mathematics Subject Classification ID

Convex programming (90C25) Minimax problems in mathematical programming (90C47) Multi-objective and goal programming (90C29)

Related Items (18)

Further results on sum-of-squares tensors ⋮ Generalized Farkas' lemma and gap-free duality for minimax DC optimization with polynomials and robust quadratic optimization ⋮ Semidefinite programming relaxation methods for global optimization problems with sparse polynomials and unbounded semialgebraic feasible sets ⋮ SOS-convex semialgebraic programs and its applications to robust optimization: a tractable class of nonsmooth convex optimization ⋮ Multi-objective optimization problems with SOS-convex polynomials over an LMI constraint ⋮ Convergence of an SDP hierarchy and optimality of robust convex polynomial optimization problems ⋮ Robust error bounds for uncertain convex inequality systems with applications ⋮ Sum-of-squares relaxations in robust DC optimization and feature selection ⋮ Farkas' lemma: three decades of generalizations for mathematical optimization ⋮ Robust alternative theorem for linear inequalities with applications to robust multiobjective optimization ⋮ DC approach to weakly convex optimization and nonconvex quadratic optimization problems ⋮ A hybrid approach for finding efficient solutions in vector optimization with SOS-convex polynomials ⋮ Solving fractional multicriteria optimization problems with sum of squares convex polynomial data ⋮ Exact conic programming relaxations for a class of convex polynomial cone programs ⋮ On minimizing difference of a SOS-convex polynomial and a support function over a SOS-concave matrix polynomial constraint ⋮ Finding efficient solutions for multicriteria optimization problems with SOS-convex polynomials ⋮ A bilevel Farkas lemma to characterizing global solutions of a class of bilevel polynomial programs ⋮ Radius of robust feasibility formulas for classes of convex programs with uncertain polynomial constraints

Cites Work

• Necessary and sufficient conditions for \(S\)-lemma and~nonconvex quadratic optimization
• Necessary global optimality conditions for nonlinear programming problems with polynomial constraints
• A convex polynomial that is not sos-convex
• Semidefinite representation of convex sets
• Duality in robust optimization: Primal worst equals dual best
• A Frank--Wolfe type theorem for convex polynomial programs
• Exact SDP relaxations for classes of nonlinear semidefinite programming problems
• Constraint qualifications in linear vector semi-infinite optimization
• A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty
• A Complete Characterization of the Gap between Convexity and SOS-Convexity
• Strong Duality in Robust Convex Programming: Complete Characterizations
• Alternative Theorems for Quadratic Inequality Systems and Global Quadratic Optimization
• New Sequential Lagrange Multiplier Conditions Characterizing Optimality without Constraint Qualification for Convex Programs
• Unnamed Item

This page was built for publication: A new class of alternative theorems for SOS-convex inequalities and robust optimization