Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142058 | Operations Research Letters | 2016 | 7 Pages |
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
Authors
M.A. Goberna, V. Jeyakumar, G. Li, N. Linh,