Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs

DOI10.1007/s10957-017-1199-8zbMath1414.90257OpenAlexW2768812638MaRDI QIDQ1706408

Jae Hyoung Lee, Liguo Jiao

Publication date: 22 March 2018

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-017-1199-8

zbMATH Keywords

approximate optimality conditionsapproximate duality theoremsquasi approximate solutionsrobust characteristic cone constraint qualificationrobust convex semidefinite programming problems

Mathematics Subject Classification ID

Semidefinite programming (90C22) Optimality conditions and duality in mathematical programming (90C46) Sensitivity, stability, parametric optimization (90C31)

Related Items (8)

Approximate solutions in nonsmooth and nonconvex cone constrained vector optimization ⋮ Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data ⋮ A characterization of the $\varepsilon$-normal set and its application in robust convex optimization problems ⋮ Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty ⋮ Optimality conditions for minimax optimization problems with an infinite number of constraints and related applications ⋮ Quasi \(\epsilon\)-solutions in a semi-infinite programming problem with locally Lipschitz data ⋮ Optimality conditions in convex optimization with locally Lipschitz constraints ⋮ On a weakly C-$\epsilon$-vector saddle point approach in weak vector problems

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