A unified approach to robust Farkas-type results with applications to robust optimization problems
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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)
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Nonsmooth analysis (49J52) Programming in abstract spaces (90C48) Functional inequalities, including subadditivity, convexity, etc. (39B62) Duality theory (optimization) (49N15)
Cites Work
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- Robust optimization
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- 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
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- 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
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- Farkas-type results for vector-valued functions with applications
- Robust optimization revisited via robust vector Farkas lemmas
Cited In (14)
- New representations of epigraphs of conjugate mappings and Lagrange, Fenchel–Lagrange duality for vector optimization problems
- Characterizations of Robust and Stable Duality for Linearly Perturbed Uncertain 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
- 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
- Complete characterizations of robust strong duality for robust vector optimization problems
- A unifying approach to robust convex infinite optimization duality
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