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Duality in robust optimization: Primal worst equals dual best - MaRDI portal

Duality in robust optimization: Primal worst equals dual best (Q1002073)

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scientific article; zbMATH DE number 5509868
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Duality in robust optimization: Primal worst equals dual best
scientific article; zbMATH DE number 5509868

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    Duality in robust optimization: Primal worst equals dual best (English)
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    23 February 2009
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    robust optimization
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    optimistic counterpart
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    convex programming duality
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