An effective global algorithm for worst-case linear optimization under polyhedral uncertainty
From MaRDI portal
Publication:6166102
Recommendations
- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
- An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation
- A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
- Robust convex optimization
- Robust optimization-methodology and applications
Cites work
- A branch-and-cut algorithm for nonconvex quadratic programs with box constraints
- A cutting plane algorithm for solving bilinear programs
- A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations
- A new reformulation-linearization technique for bilinear programming problems
- A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
- A symmetrical linear maxmin approach to disjoint bilinear programming
- Accelerating convergence of cutting plane algorithms for disjoint bilinear programming
- Adjustable robust solutions of uncertain linear programs
- An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation
- Approximating quadratic programming with bound and quadratic constraints
- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
- Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
- Concavity cuts for disjoint bilinear programming
- Convex relaxations of non-convex mixed integer quadratically constrained programs: Extended formulations
- Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations
- Cutting plane versus compact formulations for uncertain (integer) linear programs
- Cutting-set methods for robust convex optimization with pessimizing oracles
- Dynamic container deployment: two-stage robust model, complexity, and computational results
- Enhancing semidefinite relaxation for quadratically constrained quadratic programming via penalty methods
- Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound
- Globally solving nonconvex quadratic programming problems via completely positive programming
- Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
- Introduction to Stochastic Programming
- Jointly Constrained Biconvex Programming
- Jointly constrained bilinear programs and related problems: An overview
- Liability concentration and systemic losses in financial networks
- Multivariate McCormick relaxations
- New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation
- 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
- Robust location transportation problems under uncertain demands
- Robust optimization
- Robust solutions of uncertain linear programs
- Semi-definite programming relaxation of quadratic assignment problems based on nonredundant matrix splitting
- Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming
- Semidefinite relaxation and nonconvex quadratic optimization
- Solving two-stage robust optimization problems using a column-and-constraint generation method
- Some results on the strength of relaxations of multilinear functions
- Systemic risk in financial systems
- The Price of Robustness
- Theory and applications of robust optimization
- Two-Stage Robust Network Flow and Design Under Demand Uncertainty
- \(\alpha BB\): A global optimization method for general constrained nonconvex problems
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)
