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Robust Generalized S-Procedure
DOI:10.1007/s10013-026-00791-0.png)
Abstract
En 中文
We introduce in this paper the so-called robust generalized S-procedure associated with a given robust optimization problem. We provide a primal characterization for the validity of this procedure as well as a dual characterization under the assumption that the decision space is locally convex. We also analyze an extension of the mentioned robust S-procedure that incorporates a right-hand side function.
Keywords:
S-procedure
Robust optimization
Perturbational duality
Conjugacy
Hahn-Banach theorem
Journal
V
IF:
0.7
Papers:
45
Citations:
0

