Characterizing robust solution sets of convex programs under data uncertainty

DOI10.1007/s10957-014-0564-0zbMath1307.90136OpenAlexW2014172855WikidataQ59241479 ScholiaQ59241479MaRDI QIDQ2260682

Guoyin Li, Gue Myung Lee, Vaithilingam Jeyakumar

Publication date: 11 March 2015

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

Full work available at URL: https://doi.org/10.1007/s10957-014-0564-0

zbMATH Keywords

robust optimizationoptimal solution setconvex optimization problems with data uncertaintyuncertain convex quadratic programsuncertain sum-of-squares convex polynomial programs

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46)

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