Robust Farkas’ lemma for uncertain linear systems with applications

Robust Farkas’ lemma for uncertain linear systems with applications We present a robust Farkas lemma, which provides a new generalization of the celebrated Farkas lemma for linear inequality systems to uncertain conical linear systems. We also characterize the robust Farkas lemma in terms of a generalized characteristic cone. As an application of the robust Farkas lemma we establish a characterization of uncertainty-immunized solutions of conical linear programming problems under uncertainty. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Positivity Springer Journals

Robust Farkas’ lemma for uncertain linear systems with applications

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Publisher
SP Birkhäuser Verlag Basel
Copyright
Copyright © 2010 by Springer Basel AG
Subject
Mathematics; Operator Theory; Calculus of Variations and Optimal Control; Optimization; Econometrics; Potential Theory; Fourier Analysis
ISSN
1385-1292
eISSN
1572-9281
D.O.I.
10.1007/s11117-010-0078-4
Publisher site
See Article on Publisher Site

Abstract

We present a robust Farkas lemma, which provides a new generalization of the celebrated Farkas lemma for linear inequality systems to uncertain conical linear systems. We also characterize the robust Farkas lemma in terms of a generalized characteristic cone. As an application of the robust Farkas lemma we establish a characterization of uncertainty-immunized solutions of conical linear programming problems under uncertainty.

Journal

PositivitySpringer Journals

Published: Jul 27, 2010

References

  • Theorie der einfachen Ungleichungen
    Farkas, J.

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