A relaxation algorithm with a probabilistic guarantee for robust deviation optimization
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Cites work
- Ambiguous chance constrained problems and robust optimization
- Chance-constrained programming
- Linear Matrix Inequalities in System and Control Theory
- On the complexity of the robust spanning tree problem with interval data
- On the robust shortest path problem.
- Robust Portfolio Selection Problems
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Robust convex optimization
- Robust convex quadratically constrained programs
- Robust discrete optimization and its applications
- Robust solutions of uncertain linear programs
- Scenario approximations of chance constraints
- The Scenario Approach to Robust Control Design
- The robust spanning tree problem with interval data
- Tractable approximations to robust conic optimization problems
- Uncertain convex programs: randomized solutions and confidence levels
- Worst-case violation of sampled convex programs for optimization with uncertainty
Cited in
(7)- Minmax regret combinatorial optimization problems with ellipsoidal uncertainty sets
- Recent advances in robust optimization: an overview
- A practicable robust counterpart formulation for decomposable functions: a network congestion case study
- In SDP Relaxations, Inaccurate Solvers Do Robust Optimization
- Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach
- Two probabilistic estimations in robust optimization
- Worst-case violation of sampled convex programs for optimization with uncertainty
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