Robust conjugate duality for convex optimization under uncertainty with application to data classification

DOI10.1016/j.na.2010.11.036zbMath1233.90231OpenAlexW2114397143WikidataQ59241550 ScholiaQ59241550MaRDI QIDQ631700

Guoyin Li, Vaithilingam Jeyakumar, Gue Myung Lee

Publication date: 14 March 2011

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2010.11.036

zbMATH Keywords

support vector machinesstrong dualityconjugate duality under uncertaintypartially finite convex programsrobust convex optimizationrobust Fenchel duality

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46)

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