Robust Farkas' lemma for uncertain linear systems with applications
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Publication:548208
DOI10.1007/S11117-010-0078-4zbMATH Open1242.90232OpenAlexW1999737152WikidataQ59241548 ScholiaQ59241548MaRDI QIDQ548208FDOQ548208
Publication date: 28 June 2011
Published in: Positivity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11117-010-0078-4
robust optimizationuncertain linear systemsgeneralized Farkas' lemmaconical linear programming under uncertainty
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- Cascading: An adjusted exchange method for robust conic programming
Cited In (16)
- A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty
- Farkas' lemma: three decades of generalizations for mathematical optimization
- Robust nonlinear optimization with conic representable uncertainty set
- Duality for robust linear infinite programming problems revisited
- A bilevel Farkas lemma to characterizing global solutions of a class of bilevel polynomial programs
- Strong and total Fenchel dualities for robust convex optimization problems
- Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty
- A Unified Approach to Robust Farkas-Type Results with Applications to Robust Optimization Problems
- Robust optimization revisited via robust vector Farkas lemmas
- Duality theorems for convex and quasiconvex set functions
- Robust duality for generalized convex programming problems under data uncertainty
- On approximate efficiency for nonsmooth robust vector optimization problems
- Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function
- Robust linear semi-infinite programming duality under uncertainty
- Surrogate duality for robust optimization
- Robust arbitrage conditions for financial markets
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