A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties (Q494344)

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scientific article; zbMATH DE number 6477224
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    A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
    scientific article; zbMATH DE number 6477224

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      A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties (English)
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      31 August 2015
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      worst-case linear optimization
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      adjustable robust optimization
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      semidefinite optimization
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      systemic risk
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      affine decision rules
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