Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
From MaRDI portal
Publication:4785894
DOI10.1137/S1052623401392354zbMath1026.90065OpenAlexW2071439977WikidataQ57392936 ScholiaQ57392936MaRDI QIDQ4785894
Arkadi Nemirovski, Cornelis Roos, Aharon Ben-Tal
Publication date: 5 January 2003
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623401392354
Quadratic programming (90C20) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)
Related Items
Robust and reliable portfolio optimization formulation of a chance constrained problem, Robust solutions to multi-facility Weber location problem under interval and ellipsoidal uncertainty, Tractable approximate robust geometric programming, Semidefinite relaxation for two mixed binary quadratically constrained quadratic programs: algorithms and approximation bounds, Finding Minimum Volume Circumscribing Ellipsoids Using Generalized Copositive Programming, Robust Network Design with Uncertain Outsourcing Cost, On the Ball-Constrained Weighted Maximin Dispersion Problem, On the S-procedure and some variants, Approximating the weighted maximin dispersion problem over an \(\ell _p\)-ball: SDP relaxation is misleading, Robust optimization for non-linear impact of data variation, Sparse and robust mean-variance portfolio optimization problems, SDP reformulation for robust optimization problems based on nonconvex QP duality, Proof of Tomaszewski's conjecture on randomly signed sums, Sums of random symmetric matrices and quadratic optimization under orthogonality constraints, Tomaszewski's problem on randomly signed sums: breaking the 3/8 barrier, Robust Optimization for Models with Uncertain Second-Order Cone and Semidefinite Programming Constraints, Extending the Scope of Robust Quadratic Optimization, A counter-example to a conjecture of Ben-Tal, Nemirovski and Roos, Tractable approximation to robust nonlinear production frontier problem, Arc routing under uncertainty: introduction and literature review, A partial ellipsoidal approximation scheme for nonconvex homogeneous quadratic optimization with quadratic constraints, Scenario Approach for Minmax Optimization with Emphasis on the Nonconvex Case: Positive Results and Caveats, Half-Spaces with Influential Variable, Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models, Semidefinite relaxation bounds for bi-quadratic optimization problems with quadratic constraints, The robust minimum cost consensus model with risk aversion, Robust convex optimization: a new perspective that unifies and extends, Robust solutions to uncertain linear complementarity problems, Nonlinear robust optimization via sequential convex bilevel programming, Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets, Primal and dual linear decision rules in stochastic and robust optimization, Covariate-Adaptive Optimization in Online Clinical Trials, Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization, Improved Bound for Tomaszewski's Problem, Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems, Cascading: An adjusted exchange method for robust conic programming, An improved probability bound for the approximate S-lemma, Adjustable robust counterpart of conic quadratic problems, Robust portfolio selection problem under temperature uncertainty, A note on random signs, Strong and total Fenchel dualities for robust convex optimization problems, Matrix sum-of-squares relaxations for robust semi-definite programs, Strong formulations of robust mixed 0-1 programming, Some explorations on two conjectures about Rademacher sequences, On the volume of non-central sections of a cube, Selected topics in robust convex optimization, General robust-optimization formulation for nonlinear programming, A robust optimization model for multi-product two-stage capacitated production planning under uncertainty, LMI relaxations in robust control, \(\mathcal H_2\) optimal robust filtering, The cardinality of the separated vertex set of a multidimensional cube, Robust convex conic optimization in D-induced duality framework, A Robust Khintchine Inequality, and Algorithms for Computing Optimal Constants in Fourier Analysis and High-Dimensional Geometry, On robust duality for fractional programming with uncertainty data, A new series of conjectures and open questions in optimization and matrix analysis, Robust Quadratic Programming with Mixed-Integer Uncertainty, Relaxed robust second-order-cone programming, Semidefinite approximation bound for a class of nonhomogeneous nonconvex quadratically constrained quadratic programming problem, Robust optimization - a comprehensive survey, Optimizing subscriber migrations for a telecommunication operator in uncertain context, Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs, Probability Bounds for Polynomial Functions in Random Variables, Copositive Relaxation Beats Lagrangian Dual Bounds in Quadratically and Linearly Constrained Quadratic Optimization Problems, Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets, Norm induced polyhedral uncertainty sets for robust linear optimization, Energy maximising robust control for spectral and pseudospectral methods with application to wave energy systems, Robust nonlinear optimization with conic representable uncertainty set
