Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets
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Publication:3544269
DOI10.1137/060650003zbMath1279.90158MaRDI QIDQ3544269
Publication date: 5 December 2008
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: http://pure-oai.bham.ac.uk/ws/files/10547505/Robust.pdf
mathematical programming; robust optimization; convex analysis; homogeneous functions; data uncertainty
90C25: Convex programming
90C30: Nonlinear programming
90C05: Linear programming
90C15: Stochastic programming
90C34: Semi-infinite programming
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