Duality in robust optimization: Primal worst equals dual best

Operations Research Letters

Volumn 37, Issue 1, 2009, Pages 1-6

  Beck, Amir ^a   Ben Tal, Aharon ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Convex programming duality; Optimistic counterpart; Robust optimization

Indexed keywords

CONVEX PROGRAMMING DUALITY; CONVEX PROGRAMS; DECISION MAKERS; DUAL PROBLEMS; OPTIMISTIC COUNTERPART; ROBUST OPTIMIZATION;

OPTIMIZATION;

EID: 58049112974     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.orl.2008.09.010     Document Type: Article

References (6)

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6. Rockafellar R.T. Convex Analysis (1970), Princeton Univ. Press, Princeton, NJ