Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
From MaRDI portal
Publication:4995064
DOI10.1287/ijoc.2019.0941OpenAlexW3036094844MaRDI QIDQ4995064
Hezhi Luo, Li, Duan, Xiaodong Ding, Rujun Jiang, Jiming Peng
Publication date: 23 June 2021
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.2019.0941
computational complexitybranch-and-boundconvex relaxationworst-case linear optimizationsuccessive convex optimization
Related Items
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 ⋮ An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
- Robust location transportation problems under uncertain demands
- A note on the complexity of \(L _{p }\) minimization
- Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations
- On the power and limitations of affine policies in two-stage adaptive optimization
- Global optimization algorithms for linearly constrained indefinite quadratic problems
- Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound
- Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming
- A new reformulation-linearization technique for bilinear programming problems
- Robust solutions of uncertain linear programs
- Adjustable robust solutions of uncertain linear programs
- Approximating quadratic programming with bound and quadratic constraints
- A symmetrical linear maxmin approach to disjoint bilinear programming
- Enhancing semidefinite relaxation for quadratically constrained quadratic programming via penalty methods
- New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation
- Globally solving nonconvex quadratic programming problems via completely positive programming
- A branch-and-cut algorithm for nonconvex quadratic programs with box constraints
- BARON: A general purpose global optimization software package
- Solving two-stage robust optimization problems using a column-and-constraint generation method
- Accelerating convergence of cutting plane algorithms for disjoint bilinear programming
- A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations
- Semi-definite programming relaxation of quadratic assignment problems based on nonredundant matrix splitting
- Convex relaxations of non-convex mixed integer quadratically constrained programs: Extended formulations
- Robust Convex Optimization
- Dynamic Container Deployment: Two-Stage Robust Model, Complexity, and Computational Results
- Systemic Risk in Financial Systems
- Theory and Applications of Robust Optimization
- On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems
- Liability Concentration and Systemic Losses in Financial Networks
- The Cutting-Plane Method for Solving Convex Programs
- Two-Stage Robust Network Flow and Design Under Demand Uncertainty
- Jointly Constrained Biconvex Programming
- A Variable-Complexity Norm Maximization Problem
- New Branch-and-Bound Rules for Linear Bilevel Programming
- Introduction to Stochastic Programming
- Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
- Semidefinite relaxation and nonconvex quadratic optimization
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- Concavity cuts for disjoint bilinear programming
This page was built for publication: Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties