Robust generalized S-Procedure

Fuente: arXiv
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Main Authors: Dinh, N., Goberna, M. A., Long, D. H., Volle, M.
Format: Preprint
Published: 2025
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author Dinh, N.
Goberna, M. A.
Long, D. H.
Volle, M.
author_facet Dinh, N.
Goberna, M. A.
Long, D. H.
Volle, M.
contents We introduce in this paper the so-called robust generalized S-procedure associated with a given robust optimization problem. We provide a primal characterization for the validity of this procedure as well as a dual characterization under the assumption that the decision space is locally convex. We also analyze an extension of the mentioned robust S-procedure that incorporates a right-hand side function.
format Preprint
id arxiv_https___arxiv_org_abs_2512_22561
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Robust generalized S-Procedure
Dinh, N.
Goberna, M. A.
Long, D. H.
Volle, M.
Optimization and Control
90C46, 49N15, 46N10
We introduce in this paper the so-called robust generalized S-procedure associated with a given robust optimization problem. We provide a primal characterization for the validity of this procedure as well as a dual characterization under the assumption that the decision space is locally convex. We also analyze an extension of the mentioned robust S-procedure that incorporates a right-hand side function.
title Robust generalized S-Procedure
topic Optimization and Control
90C46, 49N15, 46N10
url https://arxiv.org/abs/2512.22561