Duality in robust optimization: Primal worst equals dual best

Amir Beck*, Aharon Ben-Tal

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

167 Scopus citations

Abstract

We study the dual problems associated with the robust counterparts of uncertain convex programs. We show that while the primal robust problem corresponds to a decision maker operating under the worst possible data, the dual problem corresponds to a decision maker operating under the best possible data.

Original languageEnglish
Pages (from-to)1-6
Number of pages6
JournalOperations Research Letters
Volume37
Issue number1
DOIs
StatePublished - Jan 2009
Externally publishedYes

Keywords

  • Convex programming duality
  • Optimistic counterpart
  • Robust optimization

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