Relaxed robust second-order-cone programming

DOI10.1016/J.AMC.2009.01.019MaRDI QIDQ1021530zbMATH OpenOpenAlexFDO

Authors J. Martínez

Publication date 8 June 2009

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2009.01.019

zbMATH Keywords

nonlinear optimizationconvex analysisrobust optimizationsecond-order-cone program

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

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Cites work

• scientific article; zbMATH DE number 3365044 (Why is no real title available?)
• Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets
• 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 convex optimization
• Robust convex quadratically constrained programs
• Robust discrete optimization and network flows
• Robust profit opportunities in risky financial portfolios
• Robust solutions of uncertain linear programs
• Technical Note—A Duality Theory for Convex Programming with Set-Inclusive Constraints
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
• Technical Note—Exact Solutions of Inexact Linear Programs
• The Price of Robustness

Cited in

(7)

• Cascading: An adjusted exchange method for robust conic programming
• Tractable approximations to robust conic optimization problems
• Robust Optimization for Models with Uncertain Second-Order Cone and Semidefinite Programming Constraints
• On approximating D-induced polar sets of a second-order cone by an ellipsoid
• Formulas of first-ordered and second-ordered generalization differentials for convex robust systems with applications
• Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study
• scientific article; zbMATH DE number 6520010 (Why is no real title available?)

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