Robust Farkas-Minkowski Constraint Qualification for Convex Inequality System Under Data Uncertainty

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6 Scopus citations

Abstract

The Farkas-Minkowski constraint qualification is an important concept within the theory and applications of mathematical programs with inequality constraints. In this paper, we mainly deal with the robust version of Farkas-Minkowski constraint qualification for convex inequality system under data uncertainty. We prove that the existence of robust global error bound is a sufficient condition for ensuring robust Farkas-Minkowski constraint qualification for convex inequality system in face of data uncertainty, where the uncertain data belong to a prescribed compact and convex uncertainty set. Moreover, we show that the converse is true for convex quadratic inequality system, when the uncertain data belong to a scenario uncertainty set.

Original languageEnglish
Pages (from-to)785-802
Number of pages18
JournalJournal of Optimization Theory and Applications
Volume185
Issue number3
DOIs
StatePublished - 1 Jun 2020

Bibliographical note

Publisher Copyright:
© 2020, Springer Science+Business Media, LLC, part of Springer Nature.

Keywords

  • Convex inequality system under data uncertainty
  • Epigraph of conjugate function
  • Robust Farkas-Minkowski constraint qualification
  • Robust global error bound

ASJC Scopus subject areas

  • Management Science and Operations Research
  • Control and Optimization
  • Applied Mathematics

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