A note on the radius of robust feasibility for uncertain convex programs


Xiao-Bing Li, Qi-Lin Wang




In this paper, the notion of the radius of robust feasibility is considered for a convex program with general convex and compact uncertainty set. An exact calculating formula for the radius of robust feasibility is given for this uncertain convex program. Moreover, we give a necessary and sufficient condition for robust feasibility for uncertain convex programs to be positive. We also give some examples to illustrate our results.