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1885. A review on the radius of robust feasibility of uncertain mathematical programs
Invited abstract in session WA-42: Infinite Optimization: stability and duality, stream Variational Analysis and Continuous Optimization.
Wednesday, 8:30-10:00Room: 98 (building: 306)
Authors (first author is the speaker)
| 1. | José Vicente-Pérez
|
| University of Alicante | |
| 2. | Miguel Goberna
|
| Departamento de Matemáticas, Universidad de Alicante | |
| 3. | V. Jeyakumar
|
| The University of New South Wales | |
| 4. | Guoyin Li
|
| University of New South Wales |
Abstract
The radius of robust feasibility provides a numerical value for the largest possible uncertainty set that guarantees feasibility of a robust counterpart of a mathematical program with uncertain constraints. The objective of this review of the state-of-the-art in this field is to present this useful tool of robust optimization to its potential users and to avoid undesirable overlapping of research works on the topic as those we have recently detected. In this paper we overview the existing literature on the radius of robust feasibility in continuous and mixed-integer linearly constrained programs, linearly constrained semi-infinite programs, convexly constrained programs, and conic linearly constrained programs. We also analyze the connection between the radius of robust feasibility and the distance to ill-posedness for different types of uncertain mathematical programs.
Keywords
- Robust Optimization
Status: accepted
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