A unified approach to robust Farkas-type results with applications to robust optimization problems
From MaRDI portal
Publication:5266535
DOI10.1137/16M1067925zbMATH Open1368.49042MaRDI QIDQ5266535FDOQ5266535
Authors:
Publication date: 16 June 2017
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Recommendations
- Robust optimization revisited via robust vector Farkas lemmas
- Complete characterizations of robust strong duality for robust vector optimization problems
- Duality for robust linear infinite programming problems revisited
- scientific article; zbMATH DE number 7709322
- Robust Farkas' lemma for uncertain linear systems with applications
Nonsmooth analysis (49J52) Programming in abstract spaces (90C48) Functional inequalities, including subadditivity, convexity, etc. (39B62) Duality theory (optimization) (49N15)
Cites Work
- Conjugate duality in convex optimization
- Recent advances in robust optimization: an overview
- Theory and applications of robust optimization
- Title not available (Why is that?)
- Robust optimization
- Strong duality in robust convex programming: complete characterizations
- Robust solutions to multi-objective linear programs with uncertain data
- Farkas' lemma: three decades of generalizations for mathematical optimization
- Robust portfolios: contributions from operations research and finance
- From the Farkas lemma to the Hahn-Banach theorem
- Robust duality for generalized convex programming problems under data uncertainty
- Robust duality in parametric convex optimization
- Robust conjugate duality for convex optimization under uncertainty with application to data classification
- On Extension of Fenchel Duality and its Application
- Robust linear semi-infinite programming duality under uncertainty
- Robust Farkas' lemma for uncertain linear systems with applications
- Qualification conditions and Farkas-type results for systems involving composite functions
- Functional inequalities and theorems of the alternative involving composite functions
- Zero duality gap and attainment with possibly non-convex data
- Farkas-type results for vector-valued functions with applications
- Robust optimization revisited via robust vector Farkas lemmas
Cited In (16)
- New representations of epigraphs of conjugate mappings and Lagrange, Fenchel–Lagrange duality for vector optimization problems
- Duality for robust linear infinite programming problems revisited
- Moreau Envelope of Supremum Functions with Applications to Infinite and Stochastic Programming
- Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
- A perturbation approach to vector optimization problems: Lagrange and Fenchel-Lagrange duality
- Exact relaxations for parametric robust linear optimization problems
- Robust duality for nonconvex uncertain vector optimization via a general scalarization
- Robust optimization revisited via robust vector Farkas lemmas
- Convex robust sum optimization problems with conic and set constraints: duality and optimality conditions revisited
- Sectional convexity of epigraphs of conjugate mappings with applications to robust vector duality
- Convexity and closedness in stable robust duality
- Robust Farkas' lemma for uncertain linear systems with applications
- Robust Farkas-Minkowski constraint qualification for convex inequality system under data uncertainty
- Complete characterizations of robust strong duality for robust vector optimization problems
- A unifying approach to robust convex infinite optimization duality
- Characterizations of robust and stable duality for linearly perturbed uncertain optimization problems
This page was built for publication: A unified approach to robust Farkas-type results with applications to robust optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5266535)
