Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity
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Cites work
- A convergent hierarchy of SDP relaxations for a class of hard robust global polynomial optimization problems
- A new bounded degree hierarchy with SOCP relaxations for global polynomial optimization and conic convex semi-algebraic programs
- A survey of adjustable robust optimization
- A Survey of the S-Lemma
- Adjustable robust optimization via Fourier-Motzkin elimination
- Adjustable robust solutions of uncertain linear programs
- Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules
- Exact second-order cone programming relaxations for some nonconvex minimax quadratic optimization problems
- Generalized Farkas lemma with adjustable variables and two-stage robust linear programs
- Introduction to global optimization.
- Robust optimization
- Robust optimization of sums of piecewise linear functions with application to inventory problems
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
- Robust solutions of uncertain linear programs
- Robust SOS-convex polynomial optimization problems: exact SDP relaxations
- Semidefinite Optimization and Convex Algebraic Geometry
- Strong duality in robust convex programming: complete characterizations
- Theory and applications of robust optimization
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
Cited in
(13)- Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules
- Generalized Farkas lemma with adjustable variables and two-stage robust linear programs
- Sums of squares polynomial program reformulations for adjustable robust linear optimization problems with separable polynomial decision rules
- Robust quadratic programming with mixed-integer uncertainty
- Exact dual semi-definite programs for affinely adjustable robust SOS-convex polynomial optimization problems
- Quadratically adjustable robust linear optimization with inexact data via generalized S-lemma: exact second-order cone program reformulations
- Technical Note—Dual Approach for Two-Stage Robust Nonlinear Optimization
- Affinely adjustable robust optimization for radiation therapy under evolving data uncertainty via semi-definite programming
- Exact SDP reformulations for adjustable robust quadratic optimization with affine decision rules
- Efficiency optimality conditions for convex adjustable robust multiobjective optimizations and applications
- Duality characterizations for a class of two-stage adjustable robust multiobjective programming
- Linear adjustable robust optimization problem: semidefinite programming reformulation, optimality conditions and duality
- Nonsmooth Lagrange multiplier rules for adjustable robust optimization via generalized differentiation
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