Robust convex conic optimization in D-induced duality framework

摘要: Research of convex conic optimization becomes spry thanks to the powerful interior point method while due uncertainty in practice, robustness a solution an problem is emphasized. This article incorporates into general and shows its deterministic equivalence under D-duality framework, which one needs only compute D-induced cone, generally difficult. While for some special case this paper that tractable. Three kinds applications robust location, fitting multi-stage investment problems are shown illustrate unification framework