Deriving robust counterparts of nonlinear uncertain inequalities
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Publication:2515042
DOI10.1007/s10107-014-0750-8zbMath1308.65089OpenAlexW3125338181MaRDI QIDQ2515042
Jean-Philippe Vial, Aharon Ben-Tal, Dick den Hertog
Publication date: 9 February 2015
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://pure.uvt.nl/ws/files/1436907/2012-053.pdf
nonlinear optimizationrobust optimizationsupport functionsFenchel dualitynonlinear inequalityrobust counterpart
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Uses Software
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