Nonconvex robust programming via value-function optimization

DOI10.1007/S10589-020-00245-4MaRDI QIDQ2028490zbMATH OpenOpenAlexFDO

Authors Ying Cui, Ziyu He, Jong-Shi Pang

Publication date 1 June 2021

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-020-00245-4

zbMATH Keywords

nonconvexnonsmoothrobust optimizationvalue function

Mathematics Subject Classification ID

Robustness in mathematical programming (90C17) Nonconvex programming, global optimization (90C26)

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Cites work

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Cited in

(4)

• Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs
• Nonconvex robust optimization for problems with constraints
• A Minimax Theorem with Applications to Machine Learning, Signal Processing, and Finance
• On robustness in nonconvex optimization with application to defense planning

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