Robust convex conic optimization in D-induced duality framework

DOI10.1080/02522667.2008.10699824MaRDI QIDQ3620280zbMATH OpenOpenAlexFDO

Authors Churen Sun

Publication date 14 April 2009

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.2008.10699824

zbMATH Keywords

convex conefittinglocationmulti-stage investmant

Mathematics Subject Classification ID

Continuous location (90B85) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46)

Recommendations

• Robust convex optimization
• Robust duality in parametric convex optimization
• A unifying approach to robust convex infinite optimization duality
• Strong duality in robust convex programming: complete characterizations
• A \({\mathsf{D}}\)-induced duality and its applications

Cites work

• A new polynomial-time algorithm for linear programming
• A new self-dual embedding method for convex programming
• Applications of second-order cone programming
• Consumption and Portfolio Decisions when Expected Returns are Time Varying
• scientific article; zbMATH DE number 729680 (Why is no real title available?)
• scientific article; zbMATH DE number 1113394 (Why is no real title available?)
• On Cones of Nonnegative Quadratic Functions
• Optimum consumption and portfolio rules in a continuous-time model
• Robust convex optimization
• Robust solutions of uncertain linear programs
• 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
• Strategic asset allocation
• Theory and practice of uncertain programming
• Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies

Cited in

(1)

• A \({\mathsf{D}}\)-induced duality and its applications

This page was built for publication: Robust convex conic optimization in D-induced duality framework

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3620280)