Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study (Q1789594): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10287-015-0243-0 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2185808789 / rank | |||
Normal rank |
Revision as of 02:04, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study |
scientific article |
Statements
Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study (English)
0 references
10 October 2018
0 references
robust optimization
0 references
approximation
0 references
extended formulations
0 references
second-order cone optimization
0 references
mixed integer programming
0 references
portfolio optimization
0 references