Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets
From MaRDI portal
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
Related Items
Unnamed Item, Robust Postdonation Blood Screening Under Prevalence Rate Uncertainty, Primal-Dual Path-Following Methods and the Trust-Region Updating Strategy for Linear Programming with Noisy Data, Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty, Optimality and duality for robust multiobjective optimization problems, Robust optimal solutions in interval linear programming with forall-exists quantifiers, Minmax regret bottleneck problems with solution-induced interval uncertainty structure, Convexity conditions of Kantorovich function and related semi-infinite linear matrix inequalities, Convexity conditions and the Legendre-fenchel transform for the product of finitely many positive definite quadratic forms, Robust univariate spline models for interpolating interval data, Relaxed robust second-order-cone programming, A robust optimization approach with probe-able uncertainty, Recent advances in robust optimization: an overview, Robust nonlinear optimization with conic representable uncertainty set, Robust optimisation with normal vectors on critical manifolds of disturbance-induced stability loss, Deriving robust counterparts of nonlinear uncertain inequalities