Quadratically adjustable robust linear optimization with inexact data via generalized S-lemma: exact second-order cone program reformulations
DOI10.1016/J.EJCO.2021.100019zbMATH Open1530.90069OpenAlexW3212121094WikidataQ125039828 ScholiaQ125039828MaRDI QIDQ6169993FDOQ6169993
Authors: V. Jeyakumar, G. Li, D. Woolnough 
Publication date: 12 July 2023
Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejco.2021.100019
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adjustable robust optimizationlot-sizing problemssecond-order cone programsgeneralized S-lemmaexact conic reformulationsnon-convex quadratic inequality systems
Quadratic programming (90C20) Semidefinite programming (90C22) Robustness in mathematical programming (90C17)
Cites Work
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- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
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- Robust optimization
- The Price of Robustness
- Convexity of quadratic transformations and its use in control and optimization
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- Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
- On the S-procedure and some variants
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- Adjustable robust solutions of uncertain linear programs
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- Interplay of non-convex quadratically constrained problems with adjustable robust optimization
- Exact second-order cone programming relaxations for some nonconvex minimax quadratic optimization problems
- A survey of adjustable robust optimization
- Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules
- Convexifiability of continuous and discrete nonnegative quadratic programs for gap-free duality
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
- Adjustable robust optimization through multi-parametric programming
- Adjustable robust treatment-length optimization in radiation therapy
Cited In (4)
- The smallest mono-unstable convex polyhedron with point masses has 8 faces and 11 vertices
- Exact SDP reformulations for adjustable robust quadratic optimization with affine decision rules
- Optimization under uncertainty and risk: quadratic and copositive approaches
- Affinely adjustable robust optimization for radiation therapy under evolving data uncertainty via semi-definite programming
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