General robust-optimization formulation for nonlinear programming
From MaRDI portal
Publication:995951
DOI10.1007/s10957-006-9082-zzbMath1138.90483OpenAlexW2168170446MaRDI QIDQ995951
Publication date: 10 September 2007
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1911/102025
Related Items
Robust optimization for non-linear impact of data variation, An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization, An Approximation Scheme for Distributionally Robust Nonlinear Optimization, Model Order Reduction Techniques with a Posteriori Error Control for Nonlinear Robust Optimization Governed by Partial Differential Equations, Case studies for a first-order robust nonlinear programming formulation, A certified model reduction approach for robust parameter optimization with PDE constraints, On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory, Recent advances in robust optimization: an overview, Robust optimization-based generation self-scheduling under uncertain price, An interval branch and bound method for global robust optimization, Gradient based design optimization under uncertainty via stochastic expansion methods, An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty, Adjustable robust optimal control for industrial \(2\)-Mercaptobenzothiazole production processes under uncertainty, Robust nonlinear optimization with conic representable uncertainty set
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust solutions of uncertain linear programs
- Robust convex quadratically constrained programs
- Robust solutions of linear programming problems contaminated with uncertain data
- Robust optimization-methodology and applications
- Linear Huber M-estimator under ellipsoidal data uncertainty
- Ellipsoidal bounds for uncertain linear equations and dynamical systems
- Robust Convex Optimization
- On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
- Robust Solutions to Uncertain Semidefinite Programs
- Robust Solutions to a General Class of Approximation Problems
- Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems