Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity

DOI10.1007/s10898-021-01050-xzbMath1481.90239OpenAlexW3186017007MaRDI QIDQ2052413

D. Woolnough, Guoyin Li, Thai Doan Chuong, Vaithilingam Jeyakumar

Publication date: 26 November 2021

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-021-01050-x

zbMATH Keywords

semi-definite programsadjustable robust linear optimizationnonconvex quadratic systemsquadratic decision rulessum of squares representations

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Numerical optimization and variational techniques (65K10) Robustness in mathematical programming (90C17)

Related Items (1)

Sums of squares polynomial program reformulations for adjustable robust linear optimization problems with separable polynomial decision rules

Uses Software

• CVX
• YALMIP
• Mosek

Cites Work

• Unnamed Item
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• Semidefinite Optimization and Convex Algebraic Geometry
• Adjustable Robust Optimization via Fourier–Motzkin Elimination
• Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems
• A Survey of the S-Lemma
• Introduction to global optimization.

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