A relaxation algorithm with a probabilistic guarantee for robust deviation optimization
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Publication:707779
DOI10.1007/S10589-008-9212-7zbMATH Open1226.90133OpenAlexW2072105201MaRDI QIDQ707779FDOQ707779
Shunsuke Taguchi, Tsutomu Tanaka, Akiko Takeda
Publication date: 8 October 2010
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-008-9212-7
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Cites Work
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- Robust solutions of uncertain linear programs
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- Uncertain convex programs: randomized solutions and confidence levels
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- The Scenario Approach to Robust Control Design
- Robust convex optimization
- The robust spanning tree problem with interval data
- Robust Portfolio Selection Problems
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- Worst-case violation of sampled convex programs for optimization with uncertainty
- Tractable approximations to robust conic optimization problems
Cited In (7)
- A Practicable Robust Counterpart Formulation for Decomposable Functions: A Network Congestion Case Study
- Minmax regret combinatorial optimization problems with ellipsoidal uncertainty sets
- Recent advances in robust optimization: an overview
- 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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