Pages that link to "Item:Q703272"
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The following pages link to Robust linear optimization under general norms. (Q703272):
Displaying 50 items.
- On \(\epsilon\)-solutions for robust fractional optimization problems (Q261808) (← links)
- Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization (Q263209) (← links)
- On \(\epsilon\)-solutions for convex optimization problems with uncertainty data (Q270047) (← links)
- Trust region subproblem with an additional linear inequality constraint (Q276335) (← links)
- Robust option pricing (Q297417) (← links)
- Robust portfolio selection under norm uncertainty (Q300545) (← links)
- CVaR (superquantile) norm: stochastic case (Q320902) (← links)
- A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
- Mixed complementarity problems for robust optimization equilibrium under \(l_1\cap l_\infty\)-norm (Q398504) (← links)
- Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization (Q463723) (← links)
- A robust optimization approach to emergency vehicle scheduling (Q474686) (← links)
- CVaR norm and applications in optimization (Q476266) (← links)
- Distribution-dependent robust linear optimization with applications to inventory control (Q499320) (← links)
- Min-max-min robust combinatorial optimization (Q526823) (← links)
- Interval uncertainty-based robust optimization for convex and non-convex quadratic programs with applications in network infrastructure planning (Q539107) (← links)
- Robust Farkas' lemma for uncertain linear systems with applications (Q548208) (← links)
- Robust conjugate duality for convex optimization under uncertainty with application to data classification (Q631700) (← links)
- On the role of norm constraints in portfolio selection (Q645500) (← links)
- Robust net present value (Q646075) (← links)
- New robust unsupervised support vector machines (Q646730) (← links)
- Robust duality for generalized convex programming problems under data uncertainty (Q654075) (← links)
- Robust duality for fractional programming problems with constraint-wise data uncertainty (Q658562) (← links)
- Robust combinatorial optimization under convex and discrete cost uncertainty (Q668950) (← links)
- Robust optimization model for uncertain multiobjective linear programs (Q680878) (← links)
- On robust duality for fractional programming with uncertainty data (Q743463) (← links)
- Robustness-based approach for fuzzy multi-objective problems (Q828867) (← links)
- Developing a multi-period robust optimization model considering American style options (Q889540) (← links)
- Polymatroids and mean-risk minimization in discrete optimization (Q957370) (← links)
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications (Q974991) (← links)
- Selected topics in robust convex optimization (Q995791) (← links)
- Robust optimization - a comprehensive survey (Q1033240) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- A robust optimization approach to diet problem with overall glycemic load as objective function (Q1634044) (← links)
- A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality (Q1655381) (← links)
- A robust optimization of capacity allocation policies in the third-party warehouse (Q1666624) (← links)
- Delegated portfolio management under ambiguity aversion (Q1667217) (← links)
- On approximate solutions for robust convex semidefinite optimization problems (Q1670443) (← links)
- Robust goal programming using different robustness echelons via norm-based and ellipsoidal uncertainty sets (Q1683090) (← links)
- Variable-sized uncertainty and inverse problems in robust optimization (Q1694311) (← links)
- Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs (Q1706408) (← links)
- Robust optimization approximation for ambiguous P-model and its application (Q1721047) (← links)
- Stability advances in robust portfolio optimization under parallelepiped uncertainty (Q1725837) (← links)
- Robust combinatorial optimization under budgeted-ellipsoidal uncertainty (Q1731817) (← links)
- DC formulations and algorithms for sparse optimization problems (Q1749449) (← links)
- An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
- Robust portfolio selection problem under temperature uncertainty (Q1752220) (← links)
- A utility theory based interactive approach to robustness in linear optimization (Q1753136) (← links)
- Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study (Q1789594) (← links)
- Mixed complementarity problems for robust optimization equilibrium in bimatrix game. (Q1928177) (← links)
- Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty (Q1941033) (← links)
