On second-order conic programming duals for robust convex quadratic optimization problems
نویسندگان
چکیده
In this paper, we deal with second-order conic programming (SOCP) duals for a robust convex quadratic optimization problem uncertain data in the constraints. We first introduce SOCP dual polytopic sets. Then, obtain zero duality gap result between and its terms of new type characteristic cone constraint qualification. also construct norm-constrained sets corresponding them. Moreover, some numerical examples are given to explain obtained results.
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ژورنال
عنوان ژورنال: Journal of Industrial and Management Optimization
سال: 2023
ISSN: ['1547-5816', '1553-166X']
DOI: https://doi.org/10.3934/jimo.2023032