Robust Farkas' lemma for uncertain linear systems with applications
From MaRDI portal
Publication:548208
DOI10.1007/s11117-010-0078-4zbMath1242.90232WikidataQ59241548 ScholiaQ59241548MaRDI QIDQ548208
Vaithilingam Jeyakumar, Guoyin Li
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
uncertain linear systems; robust optimization; generalized Farkas' lemma; conical linear programming under uncertainty
Related Items
A Unified Approach to Robust Farkas-Type Results with Applications to Robust Optimization Problems, Robust optimization revisited via robust vector Farkas lemmas, Robust linear semi-infinite programming duality under uncertainty, Farkas' lemma: three decades of generalizations for mathematical optimization, Robust duality for generalized convex programming problems under data uncertainty, A bilevel Farkas lemma to characterizing global solutions of a class of bilevel polynomial programs, Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty, Robust arbitrage conditions for financial markets, Duality for robust linear infinite programming problems revisited, Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function, On approximate efficiency for nonsmooth robust vector optimization problems, Duality theorems for convex and quasiconvex set functions, Strong and total Fenchel dualities for robust convex optimization problems, A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty, Robust nonlinear optimization with conic representable uncertainty set, Surrogate duality for robust optimization
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust linear optimization under general norms.
- Farkas' lemma for separable sublinear inequalities without qualifications
- Complete characterizations of stable Farkas' lemma and cone-convex programming duality
- Cascading: An adjusted exchange method for robust conic programming
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications
- Duality in robust optimization: Primal worst equals dual best
- Robust solutions of uncertain linear programs
- Semidefinite programming
- Robust optimization-methodology and applications
- Nonsmooth vector functions and continuous optimization
- On Zero Duality Gap and the Farkas Lemma for Conic Programming
- On Extension of Fenchel Duality and its Application
- Classroom Note:An Elementary Proof of Farkas' Lemma
- Robust Solutions to Least-Squares Problems with Uncertain Data
- New Farkas-type constraint qualifications in convex infinite programming
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- Handbook of semidefinite programming. Theory, algorithms, and applications
