Bibliographic Details
| Title: |
A Unifying Approach to Robust Convex Infinite Optimization Duality. |
| Authors: |
Dinh, Nguyen1 ndinh@hcmiu.edu.vn, Goberna, Miguel2 mgoberna@ua.es, López, Marco marco.antonio@ua.es, Volle, Michel3 michel.volle@univ-avignon.fr |
| Source: |
Journal of Optimization Theory & Applications. Sep2017, Vol. 174 Issue 3, p650-685. 36p. |
| Subjects: |
Robust convex optimization, Mathematical optimization, Infinity (Mathematics), Convex domains, Problem solving |
| Abstract: |
This paper considers an uncertain convex optimization problem, posed in a locally convex decision space with an arbitrary number of uncertain constraints. To this problem, where the uncertainty only affects the constraints, we associate a robust (pessimistic) counterpart and several dual problems. The paper provides corresponding dual variational principles for the robust counterpart in terms of the closed convexity of different associated cones. [ABSTRACT FROM AUTHOR] |
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| Database: |
Engineering Source |
