Globalized Robust Optimization for Nonlinear Uncertain Inequalities

DOI10.1287/ijoc.2016.0735zbMath1371.90092OpenAlexW643958670MaRDI QIDQ5364281

Dick den Hertog, Aharon Ben-Tal, Jean-Philippe Vial, Ruud C. M. Brekelmans

Publication date: 4 October 2017

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/40b12a42d91f494fad351cbfbf228b4da2d49981

zbMATH Keywords

robust optimizationglobalized robust counterpartconstraint violations

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Stochastic programming (90C15)

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