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In this paper, the notion of the radius of robust feasibility is considered for a convex program with general convex and compact uncertainty set. An exact calculating formula for the… Click to show full abstract
In this paper, the notion of the radius of robust feasibility is considered for a convex program with general convex and compact uncertainty set. An exact calculating formula for the radius of robust feasibility is given for this uncertain convex program. Moreover, we give a necessary and sufficient condition for robust feasibility for uncertain convex programs to be positive. We also give some examples to illustrate our results.
Keywords:
feasibility uncertain;
radius robust;
convex programs;
uncertain convex;
feasibility;
robust feasibility
Journal Title: Filomat
Year Published: 2018
Link to full text (if available)
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Journal Title: Filomat
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!