Second-Order Conic Programming Duality for Robust Quadratic Optimization with Norm-Constrained Uncertain Sets
This paper deals with a second-order conic programming dual for a robust quadratic optimization problem with norm-constrained uncertain sets.Following the robust optimization methodology,we first introduce the robust counterpart of this robust quadratic optimization problem.Then,the authors obtain a second-order conic programming dual problem for this robust quadratic optimization problem.Moreover,by using a characteristic cone constraint qualification,the authors present a zero duality gap result between them.
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