SDP reformulation for robust optimization problems based on nonconvex QP duality
From MaRDI portal
(Redirected from Publication:354630)
Recommendations
- A reformulation-convexification approach for solving nonconvex quadratic programming problems
- Interplay of non-convex quadratically constrained problems with adjustable robust optimization
- On quasi \(\epsilon\)-solution for robust convex optimization problems
- Robust convex quadratically constrained programs
- Generalized robust duality in constrained nonconvex optimization
- A robust solution approach for nonconvex quadratic programs with additional multiplicative constraints
- Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs
- Nonconvex robust optimization for problems with constraints
- Complexity and nonlinear semidefinite programming reformulation of \(\ell_1\)-constrained nonconvex quadratic optimization
- Surrogate duality for robust quasiconvex vector optimization
Cites work
- scientific article; zbMATH DE number 1077338 (Why is no real title available?)
- scientific article; zbMATH DE number 1489803 (Why is no real title available?)
- scientific article; zbMATH DE number 2121575 (Why is no real title available?)
- scientific article; zbMATH DE number 2212211 (Why is no real title available?)
- A Robust Optimization Approach to Inventory Theory
- A robust optimization approach to dynamic pricing and inventory control with no backorders
- An LMI description for the cone of Lorentz-positive maps
- An LMI description for the cone of Lorentz-positive maps. II
- Applications of second-order cone programming
- Convex Analysis
- Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Portfolio selection with uncertain exit time: a robust CVaR approach
- Robust Nash equilibria in \(4\)-person non-cooperative games: uniqueness and reformulation
- Robust Portfolio Selection Problems
- Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Robust Solutions to Uncertain Semidefinite Programs
- Robust Truss Topology Design via Semidefinite Programming
- Robust convex optimization
- Robust game theory
- Robust optimization
- Robust portfolio optimization with derivative insurance guarantees
- Robust portfolio selection with uncertain exit time using worst-case VaR strategy
- Robust solutions of uncertain linear programs
- Second-Order Cone Programming Formulations for Robust Multiclass Classification
- Second-order cone programming
- Selected topics in robust convex optimization
- Semi-infinite programming
- Semidefinite Programming
- Solving semidefinite-quadratic-linear programs using SDPT3
- Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints
- The Price of Robustness
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
- Worst-case conditional value-at-risk with application to robust portfolio management
Cited in
(5)- A non-probabilistic methodology for reliable sustainability planning: an application to the Iraqi national irrigation system
- Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity
- Robust quadratic programming with mixed-integer uncertainty
- Quasiconvexity of set-valued maps assures well-posedness of robust vector optimization
- Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
This page was built for publication: SDP reformulation for robust optimization problems based on nonconvex QP duality
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q354630)
