Characterizations of robust solution set of convex programs with uncertain data
© 2017 Springer-Verlag GmbH Germany In this paper, we study convex programming problems with data uncertainty in both the objective function and the constraints. Under the framework of robust optimization, we employ a robust regularity condition, which is much weaker than the ones in the open litera...
| Main Authors: | , |
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| Format: | Journal Article |
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Springer Verlag
2017
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| Online Access: | http://hdl.handle.net/20.500.11937/62847 |
| _version_ | 1848760926217437184 |
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| author | Li, X. Wang, Song |
| author_facet | Li, X. Wang, Song |
| author_sort | Li, X. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | © 2017 Springer-Verlag GmbH Germany In this paper, we study convex programming problems with data uncertainty in both the objective function and the constraints. Under the framework of robust optimization, we employ a robust regularity condition, which is much weaker than the ones in the open literature, to establish various properties and characterizations of the set of all robust optimal solutions of the problems. These are expressed in term of subgradients, Lagrange multipliers and epigraphs of conjugate functions. We also present illustrative examples to show the significances of our theoretical results. |
| first_indexed | 2025-11-14T10:23:32Z |
| format | Journal Article |
| id | curtin-20.500.11937-62847 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T10:23:32Z |
| publishDate | 2017 |
| publisher | Springer Verlag |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-628472018-02-06T06:24:15Z Characterizations of robust solution set of convex programs with uncertain data Li, X. Wang, Song © 2017 Springer-Verlag GmbH Germany In this paper, we study convex programming problems with data uncertainty in both the objective function and the constraints. Under the framework of robust optimization, we employ a robust regularity condition, which is much weaker than the ones in the open literature, to establish various properties and characterizations of the set of all robust optimal solutions of the problems. These are expressed in term of subgradients, Lagrange multipliers and epigraphs of conjugate functions. We also present illustrative examples to show the significances of our theoretical results. 2017 Journal Article http://hdl.handle.net/20.500.11937/62847 10.1007/s11590-017-1187-9 Springer Verlag restricted |
| spellingShingle | Li, X. Wang, Song Characterizations of robust solution set of convex programs with uncertain data |
| title | Characterizations of robust solution set of convex programs with uncertain data |
| title_full | Characterizations of robust solution set of convex programs with uncertain data |
| title_fullStr | Characterizations of robust solution set of convex programs with uncertain data |
| title_full_unstemmed | Characterizations of robust solution set of convex programs with uncertain data |
| title_short | Characterizations of robust solution set of convex programs with uncertain data |
| title_sort | characterizations of robust solution set of convex programs with uncertain data |
| url | http://hdl.handle.net/20.500.11937/62847 |