EconPapers    
Economics at your fingertips  
 

A Unifying Approach to Robust Convex Infinite Optimization Duality

Nguyen Dinh (ndinh@hcmiu.edu.vn), Miguel Angel Goberna (mgoberna@ua.es), Marco Antonio López (marco.antonio@ua.es) and Michel Volle (michel.volle@univ-avignon.fr)
Additional contact information
Nguyen Dinh: International University, Vietnam National University
Miguel Angel Goberna: University of Alicante
Marco Antonio López: University of Alicante
Michel Volle: Avignon University

Journal of Optimization Theory and Applications, 2017, vol. 174, issue 3, No 3, 650-685

Abstract: 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.

Keywords: Robust convex optimization; Lagrange duality; Strong duality; Robust strong duality; Uniform robust strong duality; Robust reverse strong duality; 90C25; 46N10; 90C31 (search for similar items in EconPapers)
Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10957-017-1136-x Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:174:y:2017:i:3:d:10.1007_s10957-017-1136-x

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-017-1136-x

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla (sonal.shukla@springer.com) and Springer Nature Abstracting and Indexing (indexing@springernature.com).

 
Page updated 2024-12-28
Handle: RePEc:spr:joptap:v:174:y:2017:i:3:d:10.1007_s10957-017-1136-x