A Unifying Approach to Robust Convex Infinite Optimization Duality |
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| Authors: | Nguyen Dinh Miguel Angel Goberna Marco Antonio López Michel Volle |
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| Institution: | 1.International University, Vietnam National University,Ho Chi Minh City,Vietnam;2.Department of Mathematics,University of Alicante,Alicante,Spain;3.CIAO,Federation University,Ballarat,Australia;4.LMA EA2151,Avignon University,Avignon,France |
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| Abstract: | This paper considers an uncertain convex optimization problem, posed in a locally convex decision space with an arbitrary number of uncertain constraints. To this problem, where the uncertainty only affects the constraints, we associate a robust (pessimistic) counterpart and several dual problems. The paper provides corresponding dual variational principles for the robust counterpart in terms of the closed convexity of different associated cones. |
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