ARTICLE
On uncertain conical convex optimization problems
- Pacific Journal of Optimazation , 13 (1) : 29-42
Discipline :
Mathématiques, Physique, Chimie et Informatique
Auteur(s) :
Moussa BARRO, Ali OUEDRAOGO, Sado TRAORE
Auteur(s) tagués :
TRAORE Sado
Renseignée par : BARRO Moussa
Résumé
In this paper, we give a necessary and sufficient condition for the equality between the worst value of an uncertain conical convex optimization problem and the value of its robust counterpart. We derive a sufficient condition for strong duality to hold.
Mots-clés
uncertain conical convex optimization problems, Fenchel conjugate, worst value, robust value, epigraphical duality, robust strong duality property