Robust optimization revisited via robust vector Farkas lemmas
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Publication:5277989
DOI10.1080/02331934.2016.1152272zbMath1391.90547OpenAlexW2333887093WikidataQ124850909 ScholiaQ124850909MaRDI QIDQ5277989
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Publication date: 12 July 2017
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10045/65869
Convex programming (90C25) Minimax problems in mathematical programming (90C47) Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46)
Related Items (9)
Complete characterizations of robust strong duality for robust vector optimization problems ⋮ A perturbation approach to vector optimization problems: Lagrange and Fenchel-Lagrange duality ⋮ Duality for the robust sum of functions ⋮ Robust alternative theorem for linear inequalities with applications to robust multiobjective optimization ⋮ Robust arbitrage conditions for financial markets ⋮ Duality for robust linear infinite programming problems revisited ⋮ Generalized Farkas lemma with adjustable variables and two-stage robust linear programs ⋮ Sectional convexity of epigraphs of conjugate mappings with applications to robust vector duality ⋮ A Unified Approach to Robust Farkas-Type Results with Applications to Robust Optimization Problems
Cites Work
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- Set-valued Optimization
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