Generalized derivatives of optimal-value functions with parameterized convex programs embedded
Sign Up to like & getrecommendations! Published in 2024 at "Journal of Global Optimization"
DOI: 10.1007/s10898-023-01359-9
Abstract: This article proposes new practical methods for furnishing generalized derivative information of optimal-value functions with embedded parameterized convex programs, with potential applications in nonsmooth equation-solving and optimization. We consider three cases of parameterized convex programs:… read more here.
Keywords: optimal value; parameterized convex; generalized derivatives; value functions ... See more keywords
An approach to characterizing $$\epsilon $$-solution sets of convex programs
Sign Up to like & getrecommendations! Published in 2021 at "TOP"
DOI: 10.1007/s11750-021-00616-y
Abstract: In this paper, we propose an approach to characterizing $${\epsilon} $$ -solution sets of convex programs with a given $${\epsilon} >0$$ . The results are divided into two parts. The first one is devoted to… read more here.
Keywords: convex programs; solution; epsilon solution; sets convex ... See more keywords
A note on the radius of robust feasibility for uncertain convex programs
Sign Up to like & getrecommendations! Published in 2018 at "Filomat"
DOI: 10.2298/fil1819809l
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… read more here.
Keywords: feasibility uncertain; radius robust; convex programs; uncertain convex ... See more keywords