Two-stage robust LP with ellipsoidal right-hand side uncertainty is NP-hard
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Cites work
- scientific article; zbMATH DE number 429516 (Why is no real title available?)
- scientific article; zbMATH DE number 3639144 (Why is no real title available?)
- scientific article; zbMATH DE number 3404028 (Why is no real title available?)
- A descent algorithm for nonsmooth convex optimization
- Adjustable robust solutions of uncertain linear programs
- An introduction to the theory of nonsmooth optimization
- Applications of second-order cone programming
- Checking local optimality in constrained quadratic programming is NP- hard
- Finite Adaptability in Multistage Linear Optimization
- Hardness of robust network design
- Implementation of a proximal algorithm for linearly constrained nonsmooth optimization problems and computational results
- Inexact linear programming with generalized resource sets
- Models and algorithms for robust PERT scheduling with time-dependent tast durations
- On 2-stage robust LP with RHS uncertainty: complexity results and applications
- On nonconvex quadratic programming with box constraints
- On robust maximum flow with polyhedral uncertainty sets
- On the power of robust solutions in two-stage stochastic and adaptive optimization problems
- Optimality of affine policies in multistage robust optimization
- Quadratic programming with one negative eigenvalue is NP-hard
- Robust Combinatorial Optimization with Exponential Scenarios
- Robust convex optimization
- Robust discrete optimization and its applications
- Robust discrete optimization and network flows
- Robust network optimization under polyhedral demand uncertainty is \(NP\)-hard
- Robust optimization
- Robust optimization-methodology and applications
- Robust solutions of linear programming problems contaminated with uncertain data
- Robust solutions of uncertain linear programs
- Second-order cone programming
- Solving some multistage robust decision problems with huge implicitly defined scenario trees
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- The Price of Robustness
- Uncertain linear programs: extended affinely adjustable robust counterparts
Cited in
(4)- Two-stage robust optimization, state-space representable uncertainty and applications
- A note on \(\Sigma_2^p\)-completeness of a robust binary linear program with binary uncertainty set
- On 2-stage robust LP with RHS uncertainty: complexity results and applications
- A new sequential lifting of robust cover inequalities
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