Selected topics in robust convex optimization

DOI10.1007/S10107-006-0092-2zbMATH Open1135.90046OpenAlexW2089326092WikidataQ57392913 ScholiaQ57392913MaRDI QIDQ995791FDOQ995791

Authors: Aharon Ben-Tal, Arkadi Nemirovski 

Publication date: 10 September 2007

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-006-0092-2

Recommendations

• Recent advances in robust optimization
• Robust convex optimization
• Robust optimization-methodology and applications
• A survey of robust optimization
• Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems

zbMATH Keywords

chance constraintsoptimization under uncertaintyrobust linear control

Mathematics Subject Classification ID

Quadratic programming (90C20) Linear programming (90C05) Semidefinite programming (90C22) Stochastic programming (90C15) Semi-infinite programming (90C34)

Cites Work

• Linear Matrix Inequalities in System and Control Theory
• Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
• A robust optimization approach to dynamic pricing and inventory control with no backorders
• The Price of Robustness
• Robust Solutions to Least-Squares Problems with Uncertain Data
• Robust solutions of uncertain linear programs
• Robust discrete optimization and network flows
• Robust solutions of linear programming problems contaminated with uncertain data
• Matrix sum-of-squares relaxations for robust semi-definite programs
• Robust filtering for discrete-time systems with bounded noise and parametric uncertainty
• 10.1162/153244303321897726
• Convex Approximations of Chance Constrained Programs
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
• Robust linear optimization under general norms.
• Optimization over state feedback policies for robust control with constraints
• Robust optimization-methodology and applications
• Robust convex optimization
• Robust Solutions to Uncertain Semidefinite Programs
• Robust Control of Markov Decision Processes with Uncertain Transition Matrices
• Robust Dynamic Programming
• Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
• Robust Truss Topology Design via Semidefinite Programming
• Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
• Chance Constrained Programming with Joint Constraints
• Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
• Robust Portfolio Selection Problems
• Adjustable robust solutions of uncertain linear programs
• Title not available (Why is that?)
• Deterministic approximations of probability inequalities
• Robust mean-squared error estimation in the presence of model uncertainties
• Robust convex quadratically constrained programs
• Tractable approximations to robust conic optimization problems
• A Robust Optimization Approach to Inventory Theory
• Title not available (Why is that?)
• On tractable approximations of uncertain linear matrix inequalities affected by interval uncertainty
• Optimization Problems over Positive Pseudopolynomial Matrices
• Robust maximum likelihood estimation in the linear model
• Robust Dissipativity of Interval Uncertain Linear Systems
• Title not available (Why is that?)
• Competitive multi-period pricing for perishable products: a robust optimization approach
• Title not available (Why is that?)
• Robust global optimization with polynomials
• Robust optimal feedback for terminal linear-quadratic control problems under disturbances
• An approximation technique for robust nonlinear optimization
• Extended Matrix Cube Theorems with Applications to μ-Theory in Control
• Inversion error, condition number, and approximate inverses of uncertain matrices
• Robust mean-squared error estimation of multiple signals in linear systems affected by model and noise uncertainties

Cited In (97)

• Some extensions of robust linear optimization
• On \(\epsilon\)-solutions for robust fractional optimization problems
• On \(\epsilon\)-solutions for convex optimization problems with uncertainty data
• Chance constrained uncertain classification via robust optimization
• Minimax programming as a tool for studying robust multi-objective optimization problems
• Robust versus optimal strategies for two-alternative forced choice tasks
• Online first-order framework for robust convex optimization
• Model order reduction techniques with a posteriori error control for nonlinear robust optimization governed by partial differential equations
• A survey of adjustable robust optimization
• Automatic robust convex programming
• Robust duality for fractional programming problems with constraint-wise data uncertainty
• A survey of robust optimization
• A mathematical programming approach to sample coefficient of variation with interval-valued observations
• On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
• On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
• Optimality and duality for robust multiobjective optimization problems
• Robust optimization
• Robust multiple objective game theory
• Robust storage assignment in stack- and queue-based storage systems
• Robust optimization with applications to game theory
• Stochastic programming approach to optimization under uncertainty
• A robust optimization approach to closed-loop supply chain network design under uncertainty
• Application of robust optimization for a product portfolio problem using an invasive weed optimization algorithm
• Calculating radius of robust feasibility of uncertain linear conic programs via semi-definite programs
• Title not available (Why is that?)
• A capacitated hub location problem under hose demand uncertainty
• Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
• Robust optimization-methodology and applications
• Recent advances in robust optimization: an overview
• Robust THP transceiver designs for multiuser MIMO downlink with imperfect CSIT
• Optimizing financial and physical assets with chance-constrained programming in the electrical industry
• Robust optimal control with adjustable uncertainty sets
• Robust and Pareto optimality of insurance contracts
• Approximate solutions of interval-valued optimization problems
• Global optimality condition for quadratic optimization problems under data uncertainty
• On \(\epsilon\)-solutions for robust semi-infinite optimization problems
• Linear fractional program under interval and ellipsoidal uncertainty
• Radius of Robust Feasibility for Mixed-Integer Problems
• Strong and total Fenchel dualities for robust convex optimization problems
• Optimal robust insurance with a finite uncertainty set
• Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty
• Robust duality for generalized convex programming problems under data uncertainty
• On approximate efficiency for nonsmooth robust vector optimization problems
• Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function
• Robust conjugate duality for convex optimization under uncertainty with application to data classification
• Risk-averse feasible policies for large-scale multistage stochastic linear programs
• Robust least square semidefinite programming with applications
• Robust linear semi-infinite programming duality under uncertainty
• SDP reformulation for robust optimization problems based on nonconvex QP duality
• Robust convex optimization
• Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
• The \(K\)-server problem via a modern optimization lens
• Robust Optimization Model for a Class of Uncertain Linear Programs
• On the power and limitations of affine policies in two-stage adaptive optimization
• An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
• An exact algorithm for robust influence maximization
• Robustness of solutions to the capacitated facility location problem with uncertain demand
• Robust optimisation with normal vectors on critical manifolds of disturbance-induced stability loss
• Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
• Robust convex optimization: a new perspective that unifies and extends
• A survey of nonlinear robust optimization
• Complexity and in-approximability of a selection problem in robust optimization
• On quasi \(\epsilon\)-solution for robust convex optimization problems
• Robust environmental closed-loop supply chain design under uncertainty
• Karush-Kuhn-Tucker conditions and duality for a class of convex adjustable robust optimization problem
• Title not available (Why is that?)
• Robust spotter scheduling in trailer yards
• An brief introduction to robust optimization approach
• A utopia point method-based robust vector polynomial optimization scheme
• The radius of robust feasibility of uncertain mathematical programs: a survey and recent developments
• On approximate quasi Pareto solutions in nonsmooth semi-infinite interval-valued vector optimization problems
• Title not available (Why is that?)
• Optimality conditions for robust nonsmooth multiobjective optimization problems in asplund spaces
• Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
• Distributed robust optimization (DRO). I: Framework and example
• A robust optimization approach with probe-able uncertainty
• Robust nonsmooth optimality conditions for uncertain multiobjective programs involving stable functions
• A robust optimization approach for repairing and overhauling in a captive repair shop under uncertainty
• Optimality conditions for robust weak sharp efficient solutions of nonsmooth uncertain multiobjective optimization problems
• A characterization of the $\varepsilon$-normal set and its application in robust convex optimization problems
• A support function approach for characterizations of convex normal cone
• Finding robust global optimal values of bilevel polynomial programs with uncertain linear constraints
• 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
• Newton’s method for uncertain multiobjective optimization problems under finite uncertainty sets
• Sufficient optimality, duality and saddle point analysis in terms of convexificators for nonsmooth robust fractional interval-valued optimization problems
• A robust approach to multiple vehicle location-routing problems with time windows for optimization of cross docking under uncertainty
• Game formulations for structural optimization under uncertainty
• Distributed optimization in networking: recent advances in combinatorial and robust formulations
• 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
• New safe approximation of ambiguous probabilistic constraints for financial optimization problem
• Title not available (Why is that?)
• Robust Hedging of Electricity Retail Portfolios with CVaR Constraints
• Exploiting problem structure in optimization under uncertainty via online convex optimization
• Robust solutions of uncertain extended weighted Steiner problems with applications
• Recent advances in robust optimization

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)