Stable Lagrange dualities for robust conical programming
From MaRDI portal
Recommendations
- Stable zero Lagrange duality for DC conic programming
- Strong duality in robust convex programming: complete characterizations
- Lagrange dualities for robust composite optimization problems
- scientific article; zbMATH DE number 7709322
- Strong and total Fenchel dualities for robust convex optimization problems
Cited in
(21)- A unifying approach to robust convex infinite optimization duality
- Stable zero Lagrange duality for DC conic programming
- Duality for robust linear infinite programming problems revisited
- Robust Farkas-Minkowski constraint qualification for convex inequality system under data uncertainty
- Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems
- Some characterizations of approximate solutions for robust semi-infinite optimization problems
- scientific article; zbMATH DE number 590298 (Why is no real title available?)
- Lagrange dualities for robust composite optimization problems
- Characterizations of robust -quasi optimal solutions for nonsmooth optimization problems with uncertain data
- -optimality conditions and -saddle point theorems for robust conical programming problems
- On Radius of Robust Feasibility for Convex Conic Programs with Data Uncertainty
- A note on the radius of robust feasibility for uncertain convex programs
- Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty
- Characterizations of approximate duality and saddle point theorems for nonsmooth robust vector optimization
- On second-order conic programming duals for robust convex quadratic optimization problems
- Characterizing a class of robust vector polynomial optimization via sum of squares conditions
- Optimality conditions and semidefinite linear programming duals for two-stage adjustable robust quadratic optimization
- Characterizing robust -optimal solution sets for uncertain convex optimization problems
- Local optimality conditions and local saddle point theorems for nonconvex robust programming
- On constraint qualifications of a nonconvex inequality
- Cascading: An adjusted exchange method for robust conic programming
This page was built for publication: Stable Lagrange dualities for robust conical programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2786415)
