Selected topics in robust convex optimization
From MaRDI portal
Publication:995791
Recommendations
Cites work
- scientific article; zbMATH DE number 995813 (Why is no real title available?)
- scientific article; zbMATH DE number 1489803 (Why is no real title available?)
- scientific article; zbMATH DE number 1534301 (Why is no real title available?)
- scientific article; zbMATH DE number 4114379 (Why is no real title available?)
- 10.1162/153244303321897726
- A Robust Optimization Approach to Inventory Theory
- A robust optimization approach to dynamic pricing and inventory control with no backorders
- Adjustable robust solutions of uncertain linear programs
- An approximation technique for robust nonlinear optimization
- Chance Constrained Programming with Joint Constraints
- Competitive multi-period pricing for perishable products: a robust optimization approach
- Convex Approximations of Chance Constrained Programs
- Deterministic approximations of probability inequalities
- Extended Matrix Cube Theorems with Applications to μ-Theory in Control
- Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
- Inversion error, condition number, and approximate inverses of uncertain matrices
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Linear Matrix Inequalities in System and Control Theory
- Matrix sum-of-squares relaxations for robust semi-definite programs
- On tractable approximations of uncertain linear matrix inequalities affected by interval uncertainty
- Optimization Problems over Positive Pseudopolynomial Matrices
- Optimization over state feedback policies for robust control with constraints
- Robust Control of Markov Decision Processes with Uncertain Transition Matrices
- Robust Dissipativity of Interval Uncertain Linear Systems
- Robust Dynamic Programming
- Robust Portfolio Selection Problems
- Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Robust Solutions to Uncertain Semidefinite Programs
- Robust Truss Topology Design via Semidefinite Programming
- Robust convex optimization
- Robust convex quadratically constrained programs
- Robust discrete optimization and network flows
- Robust filtering for discrete-time systems with bounded noise and parametric uncertainty
- Robust global optimization with polynomials
- Robust linear optimization under general norms.
- Robust maximum likelihood estimation in the linear model
- Robust mean-squared error estimation in the presence of model uncertainties
- Robust mean-squared error estimation of multiple signals in linear systems affected by model and noise uncertainties
- Robust optimal feedback for terminal linear-quadratic control problems under disturbances
- Robust optimization-methodology and applications
- Robust solutions of linear programming problems contaminated with uncertain data
- Robust solutions of uncertain linear programs
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- The Price of Robustness
- Tractable approximations to robust conic optimization problems
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
Cited in
(99)- Robust optimization with applications to game theory
- Chance constrained uncertain classification via robust optimization
- Robust least square semidefinite programming with applications
- Optimal robust insurance with a finite uncertainty set
- Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
- scientific article; zbMATH DE number 1187200 (Why is no real title available?)
- On quasi \(\epsilon\)-solution for robust convex optimization problems
- Global optimality condition for quadratic optimization problems under data uncertainty
- Robust duality for generalized convex programming problems under data uncertainty
- The \(K\)-server problem via a modern optimization lens
- A robust optimization approach to closed-loop supply chain network design under uncertainty
- Risk-averse feasible policies for large-scale multistage stochastic linear programs
- Application of robust optimization for a product portfolio problem using an invasive weed optimization algorithm
- A capacitated hub location problem under hose demand uncertainty
- Model order reduction techniques with a posteriori error control for nonlinear robust optimization governed by partial differential equations
- A mathematical programming approach to sample coefficient of variation with interval-valued observations
- On \(\epsilon\)-solutions for robust semi-infinite optimization problems
- Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty
- Robustness of solutions to the capacitated facility location problem with uncertain demand
- Optimality and duality for robust multiobjective optimization problems
- Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function
- A survey of nonlinear robust optimization
- Nonconvex robust programming via value-function optimization
- An exact algorithm for robust influence maximization
- Calculating radius of robust feasibility of uncertain linear conic programs via semi-definite programs
- Optimizing financial and physical assets with chance-constrained programming in the electrical industry
- Some extensions of robust linear optimization
- A survey of adjustable robust optimization
- Robust linear semi-infinite programming duality under uncertainty
- Stochastic programming approach to optimization under uncertainty
- Minimax programming as a tool for studying robust multi-objective optimization problems
- Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
- SDP reformulation for robust optimization problems based on nonconvex QP duality
- Robust optimal control with adjustable uncertainty sets
- Robust Optimization Model for a Class of Uncertain Linear Programs
- Robust optimization-methodology and applications
- Recent advances in robust optimization: an overview
- Linear fractional program under interval and ellipsoidal uncertainty
- Robust multiple objective game theory
- Robust optimization
- Radius of Robust Feasibility for Mixed-Integer Problems
- Complexity and in-approximability of a selection problem in robust optimization
- Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
- Robust storage assignment in stack- and queue-based storage systems
- On the power and limitations of affine policies in two-stage adaptive optimization
- Robust convex optimization
- Robust THP transceiver designs for multiuser MIMO downlink with imperfect CSIT
- An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
- Robust versus optimal strategies for two-alternative forced choice tasks
- Automatic robust convex programming
- Robust and Pareto optimality of insurance contracts
- A survey of robust optimization
- Robust duality for fractional programming problems with constraint-wise data uncertainty
- Robust environmental closed-loop supply chain design under uncertainty
- On \(\epsilon\)-solutions for robust fractional optimization problems
- Strong and total Fenchel dualities for robust convex optimization problems
- On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
- Robust convex optimization: a new perspective that unifies and extends
- scientific article; zbMATH DE number 7547119 (Why is no real title available?)
- Robust optimisation with normal vectors on critical manifolds of disturbance-induced stability loss
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
- On \(\epsilon\)-solutions for convex optimization problems with uncertainty data
- Robust conjugate duality for convex optimization under uncertainty with application to data classification
- On approximate efficiency for nonsmooth robust vector optimization problems
- Approximate solutions of interval-valued optimization problems
- On highly robust approximate solutions for nonsmooth convex optimizations with data uncertainty
- A support function approach for characterizations of convex normal cone
- Optimality conditions for robust nonsmooth multiobjective optimization problems in asplund spaces
- scientific article; zbMATH DE number 7633452 (Why is no real title available?)
- Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
- Karush-Kuhn-Tucker conditions and duality for a class of convex adjustable robust optimization problem
- Robust solutions of uncertain extended weighted Steiner problems with applications
- Robust nonsmooth optimality conditions for uncertain multiobjective programs involving stable functions
- Distributed optimization in networking: recent advances in combinatorial and robust formulations
- Game formulations for structural optimization under uncertainty
- On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty
- Constraint qualifications and optimality conditions for robust nonsmooth semi-infinite multiobjective optimization problems
- Finding robust global optimal values of bilevel polynomial programs with uncertain linear constraints
- A robust optimization approach for repairing and overhauling in a captive repair shop under uncertainty
- Sufficient optimality, duality and saddle point analysis in terms of convexificators for nonsmooth robust fractional interval-valued optimization problems
- Distributed robust optimization (DRO). I: Framework and example
- Optimality conditions for robust weak sharp efficient solutions of nonsmooth uncertain multiobjective optimization problems
- Newton’s method for uncertain multiobjective optimization problems under finite uncertainty sets
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem
- An brief introduction to robust optimization approach
- A robust approach to multiple vehicle location-routing problems with time windows for optimization of cross docking under uncertainty
- Robust optimality and duality for composite uncertain multiobjective optimization in Asplund spaces with its applications
- Approximate solutions for robust multiobjective optimization programming in Asplund spaces
- Exploiting problem structure in optimization under uncertainty via online convex optimization
- Approximate optimality conditions and approximate duality conditions for robust multiobjective optimization problems
- Online first-order framework for robust convex optimization
- The radius of robust feasibility of uncertain mathematical programs: a survey and recent developments
- Robust Hedging of Electricity Retail Portfolios with CVaR Constraints
- A utopia point method-based robust vector polynomial optimization scheme
- Robust spotter scheduling in trailer yards
- Recent advances in robust optimization
- A characterization of the $\varepsilon$-normal set and its application in robust convex optimization problems
- A robust optimization approach with probe-able uncertainty
- On approximate quasi Pareto solutions in nonsmooth semi-infinite interval-valued vector optimization problems
This page was built for publication: Selected topics in robust convex optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q995791)
