Robust Farkas' lemma for uncertain linear systems with applications
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Publication:548208
DOI10.1007/s11117-010-0078-4zbMath1242.90232OpenAlexW1999737152WikidataQ59241548 ScholiaQ59241548MaRDI QIDQ548208
Vaithilingam Jeyakumar, Guoyin Li
Publication date: 28 June 2011
Published in: Positivity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11117-010-0078-4
uncertain linear systemsrobust optimizationgeneralized Farkas' lemmaconical linear programming under uncertainty
Related Items (16)
Robust optimization revisited via robust vector Farkas lemmas ⋮ On approximate efficiency for nonsmooth robust vector optimization problems ⋮ Robust linear semi-infinite programming duality under uncertainty ⋮ Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty ⋮ Farkas' lemma: three decades of generalizations for mathematical optimization ⋮ Robust duality for generalized convex programming problems under data uncertainty ⋮ Duality theorems for convex and quasiconvex set functions ⋮ Robust arbitrage conditions for financial markets ⋮ Strong and total Fenchel dualities for robust convex optimization problems ⋮ Duality for robust linear infinite programming problems revisited ⋮ A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty ⋮ A bilevel Farkas lemma to characterizing global solutions of a class of bilevel polynomial programs ⋮ Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function ⋮ A Unified Approach to Robust Farkas-Type Results with Applications to Robust Optimization Problems ⋮ Robust nonlinear optimization with conic representable uncertainty set ⋮ Surrogate duality for robust optimization
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