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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…
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Keywords:
feasibility uncertain;
radius robust;
convex programs;
uncertain convex ... See more keywords
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Published in 2020 at "Journal of Industrial and Management Optimization"
DOI: 10.3934/jimo.2018163
Abstract: In this paper, we consider an uncertain convex optimization problem with a robust convex feasible set described by locally Lipschitz constraints. Using robust optimization approach, we give some new characterizations of robust solution sets of…
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Keywords:
characterizations robust;
uncertain convex;
optimization;
solution ... See more keywords