Robust Quadratic Programming with Mixed-Integer Uncertainty
From MaRDI portal
Publication:3386756
DOI10.1287/ijoc.2019.0901zbMath1474.90312arXiv1706.01949OpenAlexW2973191611MaRDI QIDQ3386756
Areesh Mittal, Grani A. Hanasusanto, Can Gokalp
Publication date: 7 January 2021
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.01949
Semidefinite programming (90C22) Convex programming (90C25) Quadratic programming (90C20) Robustness in mathematical programming (90C17)
Related Items
Finding Minimum Volume Circumscribing Ellipsoids Using Generalized Copositive Programming, A note on \(\Sigma_2^p\)-completeness of a robust binary linear program with binary uncertainty set, Interplay of non-convex quadratically constrained problems with adjustable robust optimization, Optimization under uncertainty and risk: quadratic and copositive approaches, On second-order conic programming duals for robust convex quadratic optimization problems, Maximizing perturbation radii for robust convex quadratically constrained quadratic programs, A Lagrangian dual method for two-stage robust optimization with binary uncertainties
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributionally robust mixed integer linear programs: persistency models with applications
- Generalized decision rule approximations for stochastic programming via liftings
- On reduced semidefinite programs for second order moment bounds with applications
- Robust resource allocations in temporal networks
- Infinitely constrained optimization problems
- Robust convex quadratically constrained programs
- Adjustable robust solutions of uncertain linear programs
- A fresh CP look at mixed-binary QPs: new formulations and relaxations
- A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides
- Solving standard quadratic optimization problems via linear, semidefinite and copositive pro\-gramming
- Support-vector networks
- On the copositive representation of binary and continuous nonconvex quadratic programs
- Rangen: A random network generator for activity-on-the-node networks
- Tractable approximations to robust conic optimization problems
- Robust Convex Optimization
- The Sample Average Approximation Method for Stochastic Discrete Optimization
- Approximation of the Stability Number of a Graph via Copositive Programming
- Copositive Programming
- Scheduling Arrivals to a Stochastic Service Delivery System Using Copositive Cones
- New results on the cp-rank and related properties of co(mpletely )positive matrices
- Distributionally Robust Optimization and Its Tractable Approximations
- Mixed 0-1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation
- Theory and Applications of Robust Optimization
- Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
- A Robust Optimization Perspective on Stochastic Programming
- Convexity in SemiAlgebraic Geometry and Polynomial Optimization
- Perturbation Theory for the Least Squares Problem with Linear Equality Constraints
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
- Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls
- Distributionally robust project crashing with partial or no correlation information