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math.OC2018
Duality for the robust sum of functions
Nguyen Dinh, Miguel A. Goberna, Michel Volle
In this paper we associate with an infinite family of real extended functions defined on a locally convex space, a sum, called robust sum, which is always well-defined. We also ass…
math.OC2018
Characterizations of robust and stable duality for linearly perturbed uncertain optimization problems
Nguyen Dinh, Miguel A. Goberna, Marco A. López +1
We introduce a robust optimization model consisting in a family of perturbation functions giving rise to certain pairs of dual optimization problems in which the dual variable depe…