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 language | English |
|---|---|
| Pages (from-to) | 785-802 |
| Number of pages | 18 |
| Journal | Journal of Optimization Theory and Applications |
| Volume | 185 |
| Issue number | 3 |
| DOIs | |
| State | Published - 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