Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study (Q1789594): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:41, 5 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
