Robust duality in parametric convex optimization
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Cites work
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- scientific article; zbMATH DE number 1070896 (Why is no real title available?)
- A new geometric condition for Fenchel's duality in infinite dimensional spaces
- A weaker regularity condition for subdifferential calculus and Fenchel duality in infinite dimensional spaces.
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications
- Coderivatives in parametric optimization
- Conjugate duality in convex optimization
- Convex analysis and monotone operator theory in Hilbert spaces
- Duality in semi-infinite programs and some works of Haar and Carathéodory
- Lagrange multiplier characterizations of robust best approximations under constraint data uncertainty
- Lower semicontinuous type regularity conditions for subdifferential calculus
- New regularity conditions for strong and total Fenchel-Lagrange duality in infinite dimensional spaces
- On Extension of Fenchel Duality and its Application
- On strong and total Lagrange duality for convex optimization problems
- Robust conjugate duality for convex optimization under uncertainty with application to data classification
- Some theoretical aspects of Newton's method for constrained best interpolation
- Strong duality in robust convex programming: complete characterizations
Cited in
(34)- Robust duality for generalized invex programming problems
- Characterizations of approximate duality and saddle point theorems for nonsmooth robust vector optimization
- Characterizing robust optimal solution sets for nonconvex uncertain semi-infinite programming problems involving tangential subdifferentials
- On highly robust approximate solutions for nonsmooth convex optimizations with data uncertainty
- Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems
- Robust convex conic optimization in D-induced duality framework
- Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
- scientific article; zbMATH DE number 7733449 (Why is no real title available?)
- Strong duality in parametric robust semi-definite linear programming and exact relaxations
- Generalized robust duality in constrained nonconvex optimization
- Linear matrix inequality conditions and duality for a class of robust multiobjective convex polynomial programs
- Robustness in nonsmooth nonconvex optimization problems
- Weighted robust optimality of convex optimization problems with data uncertainty
- Characterizations of robust \(\varepsilon\)-quasi optimal solutions for nonsmooth optimization problems with uncertain data
- Surrogate duality for robust optimization
- Primal-dual optimization conditions for the robust sum of functions with applications
- A unified approach to robust Farkas-type results with applications to robust optimization problems
- Duality for robust linear infinite programming problems revisited
- Wolfe duality and Mond-Weir duality via perturbations
- Constraint qualifications for uncertain convex optimization without convexity of constraint data uncertainty
- Complete characterizations of robust strong duality for robust vector optimization problems
- On approximate solutions and saddle point theorems for robust convex optimization
- Duality for the robust sum of functions
- Some characterizations of robust solution sets for uncertain convex optimization problems with locally Lipschitz inequality constraints
- Global optimality conditions and duality theorems for robust optimal solutions of optimization problems with data uncertainty, using underestimators
- Robust best approximation with interpolation constraints under ellipsoidal uncertainty: strong duality and nonsmooth Newton methods
- Robust duality for nonconvex uncertain vector optimization via a general scalarization
- On robust duality for fractional programming with uncertainty data
- Some characterizations of robust optimal solutions for uncertain convex optimization problems
- A unifying approach to robust convex infinite optimization duality
- Duality in robust optimization: Primal worst equals dual best
- Characterizations of robust and stable duality for linearly perturbed uncertain optimization problems
- Stability of local efficiency in multiobjective optimization
- Robust conjugate duality for convex optimization under uncertainty with application to data classification
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