SDP reformulation for robust optimization problems based on nonconvex QP duality
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Publication:354630
DOI10.1007/s10589-012-9520-9zbMath1295.90031MaRDI QIDQ354630
Masao Fukushima, Ryoichi Nishimura, Shunsuke Hayashi
Publication date: 19 July 2013
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-012-9520-9
semidefinite programming; nonconvex quadratic programming; robust optimization; second-order cone programming
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