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Existence of Polynomial Solutions to Robust Convex Programming Problems

Abstract : We show in this note that, under general conditions, any convex programming problem depending continuously upon scalar parameters, and solvable for any value of the latter in a fixed compact set, admits a branch of solutions polynomial with respect to these parameters. This result may be useful to generate tractable approximations of robust convex programming problems with vanishing conservativeness.
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https://hal.inria.fr/inria-00071670
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Submitted on : Tuesday, May 23, 2006 - 6:28:23 PM
Last modification on : Friday, February 4, 2022 - 3:07:43 AM
Long-term archiving on: : Sunday, April 4, 2010 - 10:32:24 PM

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  • HAL Id : inria-00071670, version 1

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Pierre-Alexandre Bliman. Existence of Polynomial Solutions to Robust Convex Programming Problems. [Research Report] RR-4910, INRIA. 2003. ⟨inria-00071670⟩

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