Quadratically adjustable robust linear optimization with inexact data via generalized S-lemma: exact second-order cone program reformulations
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Cites work
- A copositive Farkas lemma and minimally exact conic relaxations for robust quadratic optimization with binary and quadratic constraints
- A survey of adjustable robust optimization
- A Survey of the S-Lemma
- Adjustable robust optimization through multi-parametric programming
- Adjustable robust solutions of uncertain linear programs
- Adjustable robust treatment-length optimization in radiation therapy
- Alternative theorems for quadratic inequality systems and global quadratic optimization
- Convexifiability of continuous and discrete nonnegative quadratic programs for gap-free duality
- Convexity of quadratic transformations and its use in control and optimization
- Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules
- Exact second-order cone programming relaxations for some nonconvex minimax quadratic optimization problems
- Hidden conic quadratic representation of some nonconvex quadratic optimization problems
- scientific article; zbMATH DE number 3320765 (Why is no real title available?)
- Interplay of non-convex quadratically constrained problems with adjustable robust optimization
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Necessary and sufficient conditions for S-lemma and~nonconvex quadratic optimization
- On the S-procedure and some variants
- Robust optimization
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
- The Price of Robustness
- Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
- Uncertain linear programs: extended affinely adjustable robust counterparts
Cited in
(7)- Optimization under uncertainty and risk: quadratic and copositive approaches
- The smallest mono-unstable convex polyhedron with point masses has 8 faces and 11 vertices
- Affinely adjustable robust optimization for radiation therapy under evolving data uncertainty via semi-definite programming
- Exact SDP reformulations for adjustable robust quadratic optimization with affine decision rules
- Convexifiable quadratic inequality systems: new minimax S-lemma and exact SOCPs for classes of distributionally robust optimization problems
- Duality characterizations for a class of two-stage adjustable robust multiobjective programming
- Hidden convexity of separable polynomial systems: exact semi-definite programs for a class of moment-ambiguity distributionally robust optimization problems
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