Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/27808
Title: | Conic Relaxations with Stable Exactness Conditions for Parametric Robust Convex Polynomial Problems |
Authors: | Chuong, TD Vicente-Pérez, J |
Keywords: | robust optimization;convex polynomial;stable exact relaxation;spectrahedral uncertainty set;conic relaxation |
Issue Date: | 24-Mar-2023 |
Publisher: | Springer Nature |
Citation: | Chuong, T.D. and Vicente-Pérez, J. (2023) 'Conic Relaxations with Stable Exactness Conditions for Parametric Robust Convex Polynomial Problems', Journal of Optimization Theory and Applications, 197 (2), pp. 387 - 410. doi: 10.1007/s10957-023-02197-1. |
Abstract: | In this paper, we examine stable exact relaxations for classes of parametric robust convex polynomial optimization problems under affinely parameterized data uncertainty in the constraints. We first show that a parametric robust convex polynomial problem with convex compact uncertainty sets enjoys stable exact conic relaxations under the validation of a characteristic cone constraint qualification. We then show that such stable exact conic relaxations become stable exact semidefinite programming relaxations for a parametric robust SOS-convex polynomial problem, where the uncertainty sets are assumed to be bounded spectrahedra. In addition, under the corresponding constraint qualification, we derive stable exact second-order cone programming relaxations for some classes of parametric robust convex quadratic programs under ellipsoidal uncertainty sets. |
Description: | The version of the article archived on this institutional repository is a pre-print. It has not been certified by peer review. The final versionis available online at: https://doi.org/10.1007/s10957-023-02197-1 . |
URI: | https://bura.brunel.ac.uk/handle/2438/27808 |
DOI: | https://doi.org/10.1007/s10957-023-02197-1 |
ISSN: | 0022-3239 |
Other Identifiers: | ORCID iD: Thai Doan Chuong https://orcid.org/0000-0003-0893-5604 ORCID iD: José Vicente-Pérez https://orcid.org/0000-0002-7064-1239 |
Appears in Collections: | Dept of Mathematics Research Papers |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
FullText.pdf | Copyright © The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2023. Rights and permissions: Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law, but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections (see: https://www.springernature.com/gp/open-research/policies/journal-policies). The Version of Record is available online at: https://doi.org/10.1007/s10957-023-02197-1 | 402.99 kB | Adobe PDF | View/Open |
Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.