A Unifying Approach to Robust Convex Infinite Optimization Duality
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http://hdl.handle.net/10045/70704
Title: | A Unifying Approach to Robust Convex Infinite Optimization Duality |
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Authors: | Dinh, Nguyen | Goberna, Miguel A. | López Cerdá, Marco A. | Volle, Michel |
Research Group/s: | Laboratorio de Optimización (LOPT) |
Center, Department or Service: | Universidad de Alicante. Departamento de Matemáticas |
Keywords: | Robust convex optimization | Lagrange duality | Strong duality | Robust strong duality | Uniform robust strong duality | Robust reverse strong duality. |
Knowledge Area: | Estadística e Investigación Operativa |
Issue Date: | Sep-2017 |
Publisher: | Springer Science+Business Media, LLC |
Citation: | Journal of Optimization Theory and Applications. 2017, 174(3): 650-685. doi:10.1007/s10957-017-1136-x |
Abstract: | This paper considers an uncertain convex optimization problem, posed in a locally convex decision space with an arbitrary number of uncertain constraints. To this problem, where the uncertainty only affects the constraints, we associate a robust (pessimistic) counterpart and several dual problems. The paper provides corresponding dual variational principles for the robust counterpart in terms of the closed convexity of different associated cones. |
Sponsor: | This research was supported by the National Foundation for Science and Technology Development (NAFOSTED) of Vietnam, Project 101.01-2015.27, Generalizations of Farkas lemma with applications to optimization, by the Ministry of Economy and Competitiveness of Spain and the European Regional Development Fund (ERDF) of the European Commission, ProjectMTM2014-59179-C2-1-P, and by the Australian Research Council, Project DP160100854. |
URI: | http://hdl.handle.net/10045/70704 |
ISSN: | 0022-3239 (Print) | 1573-2878 (Online) |
DOI: | 10.1007/s10957-017-1136-x |
Language: | eng |
Type: | info:eu-repo/semantics/article |
Rights: | © Springer Science+Business Media, LLC 2017 |
Peer Review: | si |
Publisher version: | http://dx.doi.org/10.1007/s10957-017-1136-x |
Appears in Collections: | INV - LOPT - Artículos de Revistas |
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2017_Dinh_etal_JOptimTheoryAppl_preprint.pdf | Preprint (acceso abierto) | 420,96 kB | Adobe PDF | Open Preview |
2017_Dinh_etal_JOptimTheoryAppl_final.pdf | Versión final (acceso restringido) | 483,58 kB | Adobe PDF | Open Request a copy |
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