Robust Farkas' lemma for uncertain linear systems with applications
From MaRDI portal
Publication:548208
Recommendations
- A unified approach to robust Farkas-type results with applications to robust optimization problems
- Robust optimization revisited via robust vector Farkas lemmas
- Farkas' lemma for separable sublinear inequalities without qualifications
- Generalized Farkas lemma with adjustable variables and two-stage robust linear programs
- Farkas lemma generalized to the conic linear system
Cites work
- scientific article; zbMATH DE number 1186918 (Why is no real title available?)
- scientific article; zbMATH DE number 1070896 (Why is no real title available?)
- scientific article; zbMATH DE number 5662944 (Why is no real title available?)
- Cascading: An adjusted exchange method for robust conic programming
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications
- Classroom Note:An Elementary Proof of Farkas' Lemma
- Complete characterizations of stable Farkas' lemma and cone-convex programming duality
- Duality in robust optimization: Primal worst equals dual best
- Farkas' lemma for separable sublinear inequalities without qualifications
- From linear to convex systems: consistency, Farkas' lemma and applications
- Handbook of semidefinite programming. Theory, algorithms, and applications
- New Farkas-type constraint qualifications in convex infinite programming
- Nonsmooth vector functions and continuous optimization
- On Extension of Fenchel Duality and its Application
- On Zero Duality Gap and the Farkas Lemma for Conic Programming
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Robust linear optimization under general norms.
- Robust optimization
- Robust optimization-methodology and applications
- Robust solutions of uncertain linear programs
- Semidefinite programming
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
Cited in
(17)- 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
- Robust duality for generalized convex programming problems under data uncertainty
- Duality theorems for convex and quasiconvex set functions
- Robust optimization revisited via robust vector Farkas lemmas
- 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 Farkas-Minkowski constraint qualification for convex inequality system under data uncertainty
- A unified approach to robust Farkas-type results with applications to robust optimization problems
- Robust arbitrage conditions for financial markets
This page was built for publication: Robust Farkas' lemma for uncertain linear systems with applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q548208)
