Robust Farkas’ Lemma for Uncertain Linear Systems with Applications∗
نویسنده
چکیده
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. AMS Subject Classifications: 90C30, 49B27, 90C48
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تاریخ انتشار 2010