Robust Solutions to Uncertain Semidefinite Programs
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- Semidefinite programming for uncertain linear equations in static analysis of structures
- Approximation algorithms for cost-robust discrete minimization problems based on their LP-relaxations
- Robust optimization approximation for joint chance constrained optimization problem
- A robust optimization approach for multicast network coding under uncertain link costs
- A note on the radius of robust feasibility for uncertain convex programs
- Distributionally robust optimization with infinitely constrained ambiguity sets
- Robust multivariate adaptive regression splines under cross-polytope uncertainty: an application in a natural gas market
- Polymatroids and mean-risk minimization in discrete optimization
- Confidence structural robust optimization by non linear semidefinite programming-based single-level formulation
- Mixed complementarity problems for robust optimization equilibrium under \(l_1\cap l_\infty\)-norm
- A robust algorithm for semidefinite programming
- Robust convex conic optimization in D-induced duality framework
- Robust multi-market newsvendor models with interval demand data
- A branch and bound algorithm for quantified quadratic programming
- Robust finite-time control allocation in spacecraft attitude stabilization under actuator misalignment
- Extending the Scope of Robust Quadratic Optimization
- Robustness of Farrell cost efficiency measurement under data perturbations: evidence from a US manufacturing application
- Distributionally robust optimization
- Two-stage robust optimization approach to elective surgery and downstream capacity planning
- Cuts for mixed 0-1 conic programming
- Large-scale unit commitment under uncertainty: an updated literature survey
- Robust spherical separation
- Asset allocation using reliability method
- Robust semidefinite programming problems with general nonlinear parameter dependence: approaches using the DC-representations
- Minimax programming as a tool for studying robust multi-objective optimization problems
- Regularized decomposition of large scale block-structured robust optimization problems
- A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization
- Target-oriented robust satisficing models for the single machine scheduling problems with release time
- Ellipsoidal bounds for uncertain linear equations and dynamical systems
- Robust optimization in countably infinite linear programs
- Algorithm 998: The robust LMI parser -- a toolbox to construct LMI conditions for uncertain systems
- A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
- Uncertainties in minimax stochastic programs
- A successive SDP-NSDP approach to a robust optimization problem in finance
- Robust linear optimization under general norms.
- Automatic robust convex programming
- Tractable stochastic analysis in high dimensions via robust optimization
- Adjustable robust optimization via Fourier-Motzkin elimination
- A congested capacitated multi-level fuzzy facility location problem: an efficient drone delivery system
- Generalized robust goal programming model
- On regularization schemes for data-driven optimization based on Cressie–Read divergence and CVaR
- A robust approach to food aid supply chains
- Sampling methods for multi-stage robust optimization problems
- Robustness in Multi-criteria Decision Aiding
- On verified numerical computations in convex programming
- Robust generalized eigenvalue classifier with ellipsoidal uncertainty
- Single machine scheduling with release dates: a distributionally robust approach
- Convexity conditions of Kantorovich function and related semi-infinite linear matrix inequalities
- On the S-procedure and some variants
- Consistent and robust ranking in imprecise data envelopment analysis under perturbations of random subsets of data
- An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets
- Log-robust portfolio management with parameter ambiguity
- A novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertainty
- Robust and sustainable supply chains under market uncertainties and different risk attitudes -- a case study of the German biodiesel market
- Adjustable robust optimization through multi-parametric programming
- Minmax regret bottleneck problems with solution-induced interval uncertainty structure
- Selected topics in robust convex optimization
- General robust-optimization formulation for nonlinear programming
- Applications of second-order cone programming
- The robust minimum cost consensus model with risk aversion
- Appointment scheduling for medical diagnostic centers considering time-sensitive pharmaceuticals: a dynamic robust optimization approach
- A method for uncertain linear optimization problems through polytopic approximation of the uncertainty set
- Velocity-free fault-tolerant control allocation for flexible spacecraft with redundant thrusters
- Strong formulations of robust mixed 0-1 programming
- Robust linear optimization under matrix completion
- Anchored reactive and proactive solutions to the CPM-scheduling problem
- A utility theory based interactive approach to robustness in linear optimization
- Supply location and transportation planning for hurricanes: a two-stage stochastic programming framework
- Optimal design for multi-item auctions: a robust optimization approach
- Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection
- On approximate solutions for robust convex semidefinite optimization problems
- A robust optimization approach to diet problem with overall glycemic load as objective function
- Parameter estimation with expected and residual-at-risk criteria
- Conditions under which adjustability lowers the cost of a robust linear program
- Robust nonlinear optimization with conic representable uncertainty set
- A robust optimization approach to dispatching technicians under stochastic service times
- Dynamic pricing and inventory control: robust vs. stochastic uncertainty models---a computational study
- Stochastic semidefinite programming: a new paradigm for stochastic optimization
- scientific article; zbMATH DE number 6027018 (Why is no real title available?)
- Causal state-feedback parameterizations in robust model predictive control
- Oracle-based algorithms for binary two-stage robust optimization
- Novel robust fuzzy mathematical programming methods
- A study on robust infeasibility of semidefinite programming
- Mixed complementarity problems for robust optimization equilibrium in bimatrix game.
- scientific article; zbMATH DE number 2102031 (Why is no real title available?)
- A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs
- Uncertain convex programs: randomized solutions and confidence levels
- A VNS-LP algorithm for the robust dynamic maximal covering location problem
- A robust optimization approach to closed-loop supply chain network design under uncertainty
- Generalized bounded rationality and robust multicommodity network design
- Strong duality in robust semi-definite linear programming under data uncertainty
- Perturbation analysis of singular semidefinite programs and its applications to control problems
- Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry
- Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making
- Distributed robust optimization (DRO). I: Framework and example
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