On second-order conic programming duals for robust convex quadratic optimization problems
From MaRDI portal
Recommendations
- Robust convex quadratically constrained programs
- Some robust convex programs without a duality gap
- Strong duality in robust convex programming: complete characterizations
- Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
- Robust duality for generalized convex programming problems under data uncertainty
Cites work
- A polynomial arc-search interior-point algorithm for convex quadratic programming
- A primal-dual regularized interior-point method for convex quadratic programs
- An exterior point polynomial-time algorithm for convex quadratic programming
- An unconstrained convex programming approach to solving convex quadratic programming problems
- Characterizations for optimality conditions of general robust optimization problems
- Characterizing robust solution sets of convex programs under data uncertainty
- Characterizing Set Containments Involving Infinite Convex Constraints and Reverse-Convex Constraints
- Conic linear programming duals for classes of quadratic semi-infinite programs with applications
- Conjugate duality in convex optimization
- Exact second-order cone programming relaxations for some nonconvex minimax quadratic optimization problems
- Exterior point algorithms for nearest points and convex quadratic programs
- Global optimality conditions in maximizing a convex quadratic function under convex quadratic constraints
- scientific article; zbMATH DE number 1807400 (Why is no real title available?)
- Optimality conditions and duality for minimax fractional programming problems with data uncertainty
- Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty
- Robust convex optimization
- Robust convex quadratically constrained programs
- Robust multiobjective optimization \& applications in portfolio optimization
- Robust optimization
- Robust optimization-methodology and applications
- Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty
- Robust Portfolio Selection Problems
- Robust quadratic programming with mixed-integer uncertainty
- Robust Statistics
- Second-order cone programming
- Some characterizations of approximate solutions for robust semi-infinite optimization problems
- Some characterizations of robust optimal solutions for uncertain fractional optimization and applications
- Some characterizations of robust solution sets for uncertain convex optimization problems with locally Lipschitz inequality constraints
- Stable Lagrange dualities for robust conical programming
- Strong duality in robust convex programming: complete characterizations
- Technical Note—A Duality Theory for Convex Programming with Set-Inclusive Constraints
Cited in
(5)- scientific article; zbMATH DE number 6520010 (Why is no real title available?)
- Robust Optimization for Models with Uncertain Second-Order Cone and Semidefinite Programming Constraints
- Characterizing optimality for a class of nonconvex quadratic robust optimization problems bilaterally quadratically constrained under interval uncertainty
- Exact SDP reformulations for adjustable robust quadratic optimization with affine decision rules
- Optimality conditions and semidefinite linear programming duals for two-stage adjustable robust quadratic optimization
This page was built for publication: On second-order conic programming duals for robust convex quadratic optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6160375)
