A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides
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Publication:1753067
DOI10.1007/s10589-017-9974-xzbMath1417.90150arXiv1609.07402OpenAlexW2962689628MaRDI QIDQ1753067
Publication date: 25 May 2018
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.07402
semidefinite programmingbilinear programmingcopositive programmingrobust optimizationnon-convex quadratic programmingtwo-stage adjustable robust optimization
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