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arXiv · 2512.22561

Robust generalized S-Procedure

N. Dinh·M. A. Goberna·D. H. Long·M. Volle
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Abstract

We introduce in this paper the so-called robust generalized S-procedure associated with a given robust optimization problem. We provide a primal characterization for the validity of this procedure as well as a dual characterization under the assumption that the decision space is locally convex. We also analyze an extension of the mentioned robust S-procedure that incorporates a right-hand side function.

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N. Dinh, M. A. Goberna, D. H. Long, M. Volle. 2025-12-27. Robust generalized S-Procedure. https://arxiv.org/abs/2512.22561

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