Generalized Farkas lemma with adjustable variables and two-stage robust linear programs

DOI10.1007/s10957-020-01753-3zbMath1468.90076OpenAlexW3090155318WikidataQ124968489 ScholiaQ124968489MaRDI QIDQ2025291

Thai Doan Chuong, Vaithilingam Jeyakumar

Publication date: 11 May 2021

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

Full work available at URL: https://doi.org/10.1007/s10957-020-01753-3

zbMATH Keywords

strong dualityconic programminggeneralized Farkas' lemmaadjustable robust linear programmingsemi-infinite linear system

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Optimality conditions and duality in mathematical programming (90C46) Robustness in mathematical programming (90C17)

Related Items (2)

Sums of squares polynomial program reformulations for adjustable robust linear optimization problems with separable polynomial decision rules ⋮ Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity

Uses Software

• CVX

Cites Work

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• Convex Analysis

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