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Reports (Research Report) Year : 2003

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.

Domains

Other [cs.OH]
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Dates and versions

inria-00071670 , version 1 (23-05-2006)

Identifiers

  • HAL Id : inria-00071670 , version 1

Cite

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