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scientific article; zbMATH DE number 1424223
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scientific article; zbMATH DE number 1424223 |
Statements
10 September 2000
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linear matrix inequality
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optimization of a linear function
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numerical methods
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robustness
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robust decision problems
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0.7864446640014648
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0.7672731876373291
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0.7653252482414246
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0.7587787508964539
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The authors present a survey of optimization of a linear function under inequalities of the form \[ F_0+ \sum^m_{i=1} x_i F_i\geq 0, \] where \(x= (x_1,\dots, x_m)\in \mathbb{R}^n\), \(F_0\), \(F_i\) are fixed symmetric matrices of suitable size. The efficiency of numerical methods, the robustness against uncertainty and the wide applicability are stressed. Applications of this method to various robust decision problems are also discussed. For the entire collection see [Zbl 0932.00034].
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