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This document summarizes a talk on robust duality theory for semi-infinite linear programming problems with uncertainty in constraints, objectives, or both. It shows that robust duality holds when the robust moment cone is closed and convex, and that this condition is necessary and sufficient for constraint-wise uncertainty. It also establishes that robust duality is satisfied under a Slater constraint qualification for problems with affinely parameterized uncertainty, and derives robust forms of the Farkas

Author

mkmsdk

Language

EN