This paper addresses the issue of which strong duality holds between parametric robust semi-definite linear optimization problems and their dual programs. In the case of a spectral norm uncertainty ...
A modified version of Generalized Programming is presented for solving convex programming problems. The procedure uses convenient linear approximations of the gradient of the dual in order to ...
Perold, André, and R. Meidan. "Optimality Conditions and Strong Duality in Abstract and Continuous Time Linear Programming." Journal of Optimization Theory and Applications 40, no. 1 (May 1983): 61–76 ...