Tractable approximations to robust conic optimization problems

DOI10.1007/s10107-005-0677-1zbMath1134.90026DBLPjournals/mp/BertsimasS06OpenAlexW2005678164WikidataQ29397843 ScholiaQ29397843MaRDI QIDQ2492681

Melvyn Sim, Dimitris J. Bertsimas

Publication date: 14 June 2006

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-005-0677-1

zbMATH Keywords

stochastic optimizationrobust optimizationconic optimization

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)

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Cites Work

• Robust linear optimization under general norms.
• Characterization of the barrier parameter of homogeneous convex cones
• Robust solutions of uncertain linear programs
• Robust discrete optimization and network flows
• Robust solutions of linear programming problems contaminated with uncertain data
• A Mathematical View of Interior-Point Methods in Convex Optimization
• Lectures on Modern Convex Optimization
• Robust Convex Optimization
• The Price of Robustness
• Robust Solutions to Uncertain Semidefinite Programs
• Introduction to Stochastic Programming
• Robust Solutions to Least-Squares Problems with Uncertain Data
• Constrained Stochastic LQC: A Tractable Approach
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