- Title
- Convexity and closedness in stable robust duality
- Creator
- Dinh, Nguyen; Goberna, Miguel; López, Marco; Volle, Michel
- Date
- 2019
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/169282
- Identifier
- vital:13970
- Identifier
-
https://doi.org/10.1007/s11590-018-1311-5
- Identifier
- ISBN:1862-4472
- Abstract
- The paper deals with optimization problems with uncertain constraints and linear perturbations of the objective function, which are associated with given families of perturbation functions whose dual variable depends on the uncertainty parameters. More in detail, the paper provides characterizations of stable strong robust duality and stable robust duality under convexity and closedness assumptions. The paper also reviews the classical Fenchel duality of the sum of two functions by considering a suitable family of perturbation functions.
- Publisher
- Springer Verlag
- Relation
- Optimization Letters Vol. 13, no. 2 (2019), p. 325-339; http://purl.org/au-research/grants/arc/DP160100854
- Rights
- Copyright © 2018, Springer-Verlag GmbH Germany, part of Springer Nature.
- Rights
- Open Access
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0102 Applied Mathematics; 0103 Numerical and Computational Mathematics; Stable robust duality; Stable strong robust duality; Fenchel duality of the sum; Deterministic conjugate duality
- Full Text
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