Robust nonlinear optimization with conic representable uncertainty set
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Cites work
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- Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets
- General robust-optimization formulation for nonlinear programming
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- How to solve a semi-infinite optimization problem
- scientific article; zbMATH DE number 1489803 (Why is no real title available?)
- scientific article; zbMATH DE number 2102031 (Why is no real title available?)
- Lagrange multiplier characterizations of robust best approximations under constraint data uncertainty
- On tractable approximations of uncertain linear matrix inequalities affected by interval uncertainty
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- Robust optimization
- Robust optimization and portfolio selection: the cost of robustness
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- Robust portfolio optimization with derivative insurance guarantees
- Robust Portfolio Selection Problems
- Robust profit opportunities in risky financial portfolios
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- Robust Solutions to Uncertain Semidefinite Programs
- Robust Truss Topology Design via Semidefinite Programming
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- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
Cited in
(10)- Case studies for a first-order robust nonlinear programming formulation
- An approximation technique for robust nonlinear optimization
- Deriving robust counterparts of nonlinear uncertain inequalities
- Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets
- Optimal genetic screening for cystic fibrosis
- Robust Optimization for Models with Uncertain Second-Order Cone and Semidefinite Programming Constraints
- Globalized Robust Optimization for Nonlinear Uncertain Inequalities
- A survey of nonlinear robust optimization
- On mathematical programs with equilibrium constraints under data uncertainty
- General robust-optimization formulation for nonlinear programming
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