Two pairs of families of polyhedral norms versus _p-norms: proximity and applications in optimization
DOI10.1007/S10107-015-0899-9zbMATH Open1352.47047OpenAlexW2103971090MaRDI QIDQ263209FDOQ263209
Authors: Stan Uryasev, Jun-Ya Gotoh 
Publication date: 4 April 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-015-0899-9
Recommendations
\(\ell_p\)-norm\(p\)th order cone programming (\(p\)OCP)CVaR normdeltoidal normlinear programming (LP)
Quadratic programming (90C20) Linear programming (90C05) Applications of mathematical programming (90C90) Special polytopes (linear programming, centrally symmetric, etc.) (52B12) Norms (inequalities, more than one norm, etc.) of linear operators (47A30) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Inequalities and extremum problems in real or complex geometry (51M16) Polyhedra and polytopes; regular figures, division of spaces (51M20) Symmetry properties of polytopes (52B15)
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Cited In (11)
- Norm induced polyhedral uncertainty sets for robust linear optimization
- Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization
- CVaR norm and applications in optimization
- Support vector machines based on convex risk functions and general norms
- On sparsity of approximate solutions to max-plus linear systems.
- DC formulations and algorithms for sparse optimization problems
- Title not available (Why is that?)
- A fair division approach to humanitarian logistics inspired by conditional value-at-risk
- Continuous extensions on Euclidean combinatorial configurations
- Deforming \(\|.\|_1\) into \(\|.\|_{\infty}\) via polyhedral norms: a pedestrian approach
- Polytopal balls arising in optimization
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