On the complexity of robust geometric programming with polyhedral uncertainty

DOI10.1016/J.ORL.2018.11.007MaRDI QIDQ2294257zbMATH OpenOpenAlexWikidataFDO

Authors Marc Goerigk, André Chassein

Publication date 10 February 2020

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2018.11.007

zbMATH Keywords

co-NP hardnesscomplexitygeometric programmingrobust optimization

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90)

Recommendations

• Tractable approximate robust geometric programming
• Posynomial geometric programming with parametric uncertainty
• Solving geometric programming problems with normal, linear and zigzag uncertainty distributions
• Robust convex optimization
• Robustness of posynomial geometric programming optima

Cites work

• A tutorial on geometric programming
• Geometric Programming: Methods, Computations and Applications
• scientific article; zbMATH DE number 3639144 (Why is no real title available?)
• Introduction to stochastic programming.
• Robust convex optimization
• The Price of Robustness
• Tractable approximate robust geometric programming

Cited in

(5)

• Robust integer programming
• Geometric programming problems with triangular and trapezoidal twofold uncertainty distributions
• Robust chance-constrained geometric programming with application to demand risk mitigation
• Uncertain random geometric programming problems
• Tractable approximate robust geometric programming

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