Calculating Radius of Robust Feasibility of Uncertain Linear Conic Programs via Semi-definite Programs
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DOI: 10.1007/s10957-021-01846-7
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- T. D. Chuong & V. Jeyakumar, 2017. "An Exact Formula for Radius of Robust Feasibility of Uncertain Linear Programs," Journal of Optimization Theory and Applications, Springer, vol. 173(1), pages 203-226, April.
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- Goberna, M.A. & Jeyakumar, V. & Li, G. & Vicente-Pérez, J., 2015. "Robust solutions to multi-objective linear programs with uncertain data," European Journal of Operational Research, Elsevier, vol. 242(3), pages 730-743.
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- Goberna, M.A. & Jeyakumar, V. & Li, G. & Vicente-Pérez, J., 2022. "The radius of robust feasibility of uncertain mathematical programs: A Survey and recent developments," European Journal of Operational Research, Elsevier, vol. 296(3), pages 749-763.
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Keywords
Linear conic programs; Semi-definite programs; Parametric optimization; Robust feasibility;All these keywords.
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