Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
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Publication:4995064
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Cited in
(10)- An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation
- How is systemic risk amplified by three typical financial networks
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection
- Quantifying outcome functions of linear programs: an approach based on interval-valued right-hand sides
- An effective global algorithm for worst-case linear optimization under polyhedral uncertainty
- Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints
- Effective algorithms for optimal portfolio deleveraging problem with cross impact
- A new branch-and-cut algorithm for linear sum-of-ratios problem based on SLO method and LO relaxation
- A novel global algorithm for optimal portfolio selection with maximum relative marginal risk via SCO method and SOCP relaxation
- A new branch-and-bound algorithm for generalized affine multiplicative programming
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