A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties (Q494344): Difference between revisions

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+worst-case linear optimization
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+adjustable robust optimization
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+semidefinite optimization
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+systemic risk
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+affine decision rules
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+https://doi.org/10.1007/s10107-014-0799-4
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+Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming
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@@ Property / cites work @@
+Computable representations for convex hulls of low-dimensional quadratic forms
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+Q3182207
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@@ Property / cites work @@
+Adjustable robust solutions of uncertain linear programs
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@@ Property / cites work @@
+Robust Convex Optimization
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@@ Property / cites work @@
+Robust solutions of uncertain linear programs
@@ Property / cites work: Robust solutions of uncertain linear programs / rank @@
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+Theory and Applications of Robust Optimization
@@ Property / cites work: Theory and Applications of Robust Optimization / rank @@
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@@ Property / cites work @@
+On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems
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@@ Property / cites work @@
+On the power and limitations of affine policies in two-stage adaptive optimization
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@@ Property / cites work @@
+A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive Optimization
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@@ Property / cites work @@
+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
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+Representing quadratically constrained quadratic programs as generalized copositive programs
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@@ Property / cites work @@
+Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
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+Systemic Risk in Financial Systems
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+Risk Assessment for Banking Systems
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+Publication:494344