Strong duality in robust semi-definite linear programming under data uncertainty
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Cites work
- A note on strong duality in convex semidefinite optimization: necessary and sufficient conditions
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications
- Complete characterizations of stable Farkas' lemma and cone-convex programming duality
- Constraint qualifications characterizing Lagrangian duality in convex optimization
- Constructing uncertainty sets for robust linear optimization
- Duality in robust optimization: Primal worst equals dual best
- Generalizations of Slater's constraint qualification for infinite convex programs
- Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
- scientific article; zbMATH DE number 2102031 (Why is no real title available?)
- Lectures on Stochastic Programming
- Relaxations for Robust Linear Matrix Inequality Problems with Verifications for Exactness
- Robust convex quadratically constrained programs
- Robust linear optimization under general norms.
- Robust profit opportunities in risky financial portfolios
- Robust Solutions to Uncertain Semidefinite Programs
- Strong duality in robust convex programming: complete characterizations
Cited in
(14)- On approximate solutions for robust convex semidefinite optimization problems
- Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
- On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization
- Duality theorems for convex and quasiconvex set functions
- Strong duality for robust minimax fractional programming problems
- Surrogate duality for robust optimization
- A discussion on the conservatism of robust linear optimization problems
- Strong duality in robust convex programming: complete characterizations
- Robust linear semi-infinite programming duality under uncertainty
- A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
- Strong duality in parametric robust semi-definite linear programming and exact relaxations
- Characterizations of -approximate solutions for robust convex semidefinite programming problems
- On robust duality for fractional programming with uncertainty data
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