Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study (Q1789594): Difference between revisions
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Revision as of 01:30, 1 March 2024
scientific article
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| English | Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study |
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Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study (English)
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10 October 2018
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robust optimization
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approximation
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extended formulations
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second-order cone optimization
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mixed integer programming
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portfolio optimization
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