Robust Convex Optimization

DOI10.1287/MOOR.23.4.769zbMath0977.90052DBLPjournals/mor/Ben-TalN98OpenAlexW2089105401WikidataQ57392955 ScholiaQ57392955MaRDI QIDQ2757566

Aharon Ben-Tal, Arkadi Nemirovski

Publication date: 26 November 2001

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/6d07eec4d28ba277cfca3949157c0bcd3587e813

zbMATH Keywords

linear programmingquadratic programmingconvex optimizationrobustnesssemidefinite programminggeometric programmingdata uncertainty

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Sensitivity, stability, parametric optimization (90C31)

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