Strong duality in parametric robust semi-definite linear programming and exact relaxations

DOI10.37193/cjm.2023.02.10zbMath1524.90244OpenAlexW4362513560MaRDI QIDQ6075361

Rabian Wangkeeree, Rattanaporn Wangkeeree, Nithirat Sisarat

Publication date: 20 October 2023

Published in: Carpathian Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.37193/cjm.2023.02.10

zbMATH Keywords

relaxationrobust optimizationparametric optimization problemsemi-definite programming under uncertainty and strong duality

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Linear programming (90C05)

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