A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
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Cites work
- A geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization
- Adjustable robust solutions of uncertain linear programs
- Computable representations for convex hulls of low-dimensional quadratic forms
- Introduction to Stochastic Programming
- On the power and limitations of affine policies in two-stage adaptive optimization
- On the power of robust solutions in two-stage stochastic and adaptive optimization problems
- Representing quadratically constrained quadratic programs as generalized copositive programs
- Risk assessment for banking systems
- Robust convex optimization
- Robust optimization
- Robust solutions of uncertain linear programs
- Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming
- Systemic risk in financial systems
- Theory and applications of robust optimization
- Uncertain linear programs: extended affinely adjustable robust counterparts
Cited in
(6)- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
- Quantifying outcome functions of linear programs: an approach based on interval-valued right-hand sides
- Enhancing semidefinite relaxation for quadratically constrained quadratic programming via penalty methods
- An effective global algorithm for worst-case linear optimization under polyhedral uncertainty
- An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation
- New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation
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