Adjustable robust counterpart of conic quadratic problems
From MaRDI portal
Publication:953290
DOI10.1007/S00186-008-0218-9zbMATH Open1211.90153OpenAlexW2058681291MaRDI QIDQ953290FDOQ953290
Authors: Odellia Boni, Aharon Ben-Tal 
Publication date: 17 November 2008
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-008-0218-9
Recommendations
- Adjustable robust solutions of uncertain linear programs
- Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
- On the approximability of adjustable robust convex optimization under uncertainty
- Tractable approximations to robust conic optimization problems
- A survey of adjustable robust optimization
conic quadratic programmingrobust optimizationsecond order cone programmingadjustable variablesflexible commitments contracts
Cites Work
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Robust solutions of uncertain linear programs
- Robust solutions of linear programming problems contaminated with uncertain data
- Robust optimization-methodology and applications
- Robust convex optimization
- Robust Solutions to Uncertain Semidefinite Programs
- Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
- Adjustable robust solutions of uncertain linear programs
- Tractable approximations to robust conic optimization problems
Cited In (13)
- Karush-Kuhn-Tucker conditions and duality for a class of convex adjustable robust optimization problem
- Extending the Scope of Robust Quadratic Optimization
- Adjustable robust optimal control for industrial \(2\)-Mercaptobenzothiazole production processes under uncertainty
- A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization
- A survey of adjustable robust optimization
- Cascading: An adjusted exchange method for robust conic programming
- Oracle-based algorithms for binary two-stage robust optimization
- Adjustable robust optimization models for a nonlinear two-period system
- Robust optimal control with adjustable uncertainty sets
- A robust algorithm for quadratic optimization under quadratic constraints
- Recovery-to-optimality: a new two-stage approach to robustness with an application to aperiodic timetabling
- Robust production management
- ROPI -- a robust optimization programming interface for C++
Uses Software
This page was built for publication: Adjustable robust counterpart of conic quadratic problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q953290)
