SDP reformulation for robust optimization problems based on nonconvex QP duality
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Publication:354630
DOI10.1007/S10589-012-9520-9zbMATH Open1295.90031OpenAlexW2091131546MaRDI QIDQ354630FDOQ354630
Authors: Ryoichi Nishimura, Shunsuke Hayashi, Masao Fukushima 
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
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semidefinite programmingrobust optimizationsecond-order cone programmingnonconvex quadratic programming
Cites Work
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Cited In (5)
- Robust quadratic programming with mixed-integer uncertainty
- 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
- Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
- Quasiconvexity of set-valued maps assures well-posedness of robust vector optimization
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