An effective global algorithm for worst-case linear optimization under polyhedral uncertainty
From MaRDI portal
Publication:6166102
DOI10.1007/S10898-023-01286-9MaRDI QIDQ6166102FDOQ6166102
Authors: Huixian Wu, Hezhi Luo, Xianye Zhang, Haiqiang Qi
Publication date: 2 August 2023
Published in: Journal of Global Optimization (Search for Journal in Brave)
computational complexityconvex relaxationbranch-and-boundworst-case linear optimizationsuccessive convex optimization
Cites Work
- \(\alpha BB\): A global optimization method for general constrained nonconvex problems
- New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation
- Theory and Applications of Robust Optimization
- Robust optimization
- The Price of Robustness
- Robust solutions of uncertain linear programs
- Introduction to Stochastic Programming
- Semidefinite relaxation and nonconvex quadratic optimization
- Systemic Risk in Financial Systems
- Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming
- A new reformulation-linearization technique for bilinear programming problems
- Jointly Constrained Biconvex Programming
- Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
- Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
- Jointly constrained bilinear programs and related problems: An overview
- A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations
- Adjustable robust solutions of uncertain linear programs
- Globally solving nonconvex quadratic programming problems via completely positive programming
- Convex relaxations of non-convex mixed integer quadratically constrained programs: Extended formulations
- Solving two-stage robust optimization problems using a column-and-constraint generation method
- A branch-and-cut algorithm for nonconvex quadratic programs with box constraints
- Some results on the strength of relaxations of multilinear functions
- Multivariate McCormick relaxations
- Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations
- Cutting plane versus compact formulations for uncertain (integer) linear programs
- A cutting plane algorithm for solving bilinear programs
- Robust location transportation problems under uncertain demands
- Two-Stage Robust Network Flow and Design Under Demand Uncertainty
- Approximating quadratic programming with bound and quadratic constraints
- A symmetrical linear maxmin approach to disjoint bilinear programming
- Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound
- Cutting-set methods for robust convex optimization with pessimizing oracles
- Concavity cuts for disjoint bilinear programming
- On the power of robust solutions in two-stage stochastic and adaptive optimization problems
- A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
- On the power and limitations of affine policies in two-stage adaptive optimization
- Accelerating convergence of cutting plane algorithms for disjoint bilinear programming
- Enhancing semidefinite relaxation for quadratically constrained quadratic programming via penalty methods
- Semi-definite programming relaxation of quadratic assignment problems based on nonredundant matrix splitting
- Liability Concentration and Systemic Losses in Financial Networks
- Dynamic Container Deployment: Two-Stage Robust Model, Complexity, and Computational Results
- An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation
- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
Cited In (1)
This page was built for publication: An effective global algorithm for worst-case linear optimization under polyhedral uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6166102)