Article ID Journal Published Year Pages File Type
1142058 Operations Research Letters 2016 7 Pages PDF
Abstract

The radius of robust feasibility of a convex program with uncertain constraints gives a value for the maximal ‘size’ of an uncertainty set under which robust feasibility can be guaranteed. This paper provides an upper bound for the radius for convex programs with uncertain convex polynomial constraints and exact formulas for convex programs with SOS-convex polynomial constraints (or convex quadratic constraints) under affine data uncertainty. These exact formulas allow the radius to be computed by commonly available software.

Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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