On second-order conic programming duals for robust convex quadratic optimization problems
From MaRDI portal
Publication:6160375
DOI10.3934/jimo.2023032zbMath1524.90242OpenAlexW4328023083MaRDI QIDQ6160375
Geng-Hua Li, Huan Zhang, Xiang-Kai Sun
Publication date: 23 June 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2023032
Convex programming (90C25) Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A polynomial arc-search interior-point algorithm for convex quadratic programming
- Exterior point algorithms for nearest points and convex quadratic programs
- Conjugate duality in convex optimization
- Robust convex quadratically constrained programs
- Second-order cone programming
- Characterizations for optimality conditions of general robust optimization problems
- A primal-dual regularized interior-point method for convex quadratic programs
- Robust optimization-methodology and applications
- Global optimality conditions in maximizing a convex quadratic function under convex quadratic constraints
- Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty
- Conic linear programming duals for classes of quadratic semi-infinite programs with applications
- Characterizing robust solution sets of convex programs under data uncertainty
- Optimality conditions and duality for minimax fractional programming problems with data uncertainty
- Some characterizations of robust solution sets for uncertain convex optimization problems with locally Lipschitz inequality constraints
- An exterior point polynomial-time algorithm for convex quadratic programming
- Robust multiobjective optimization \& applications in portfolio optimization
- Some characterizations of robust optimal solutions for uncertain fractional optimization and applications
- Some characterizations of approximate solutions for robust semi-infinite optimization problems
- Robust Convex Optimization
- Strong Duality in Robust Convex Programming: Complete Characterizations
- Robust Quadratic Programming with Mixed-Integer Uncertainty
- An unconstrained convex programming approach to solving convex quadratic programming problems
- Characterizing Set Containments Involving Infinite Convex Constraints and Reverse-Convex Constraints
- Exact Second-Order Cone Programming Relaxations for Some Nonconvex Minimax Quadratic Optimization Problems
- Technical Note—A Duality Theory for Convex Programming with Set-Inclusive Constraints
- Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty
- Robust Portfolio Selection Problems
- Robust Statistics
