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dc.contributor.authorLi, X.
dc.contributor.authorWang, Song
dc.identifier.citationLi, X. and Wang, S. 2017. Characterizations of robust solution set of convex programs with uncertain data. Optimization Letters: pp. 1-16.

© 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.

dc.publisherSpringer Verlag
dc.titleCharacterizations of robust solution set of convex programs with uncertain data
dc.typeJournal Article
dcterms.source.titleOptimization Letters
curtin.departmentSchool of Electrical Engineering, Computing and Mathematical Science (EECMS)
curtin.accessStatusFulltext not available

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