Robust convex quadratically constrained programs
From MaRDI portal
Recommendations
Cited in
(55)- Cascading: An adjusted exchange method for robust conic programming
- Tractable approximate robust geometric programming
- Robust nonlinear optimization with conic representable uncertainty set
- Relaxed robust second-order-cone programming
- Recent developments in robust portfolios with a worst-case approach
- A robust algorithm for quadratic optimization under quadratic constraints
- A robust time‐inconsistent linear‐quadratic problem
- On quasi \(\epsilon\)-solution for robust convex optimization problems
- Characterizing a class of robust vector polynomial optimization via sum of squares conditions
- On two-stage convex chance constrained problems
- Finding efficient solutions in robust multiple objective optimization with SOS-convex polynomial data
- Block coordinate descent methods for semidefinite programming
- Tight SDP relaxations for a class of robust SOS-convex polynomial programs without the Slater condition
- Robust and distributionally robust optimization models for linear support vector machine
- Characterizing robust solution sets of convex programs under data uncertainty
- Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs
- Robust solutions of uncertain complex-valued quadratically constrained programs
- On approximatingD-induced polar sets of geometric and extended geometric cones
- Selected topics in robust convex optimization
- SOS-convex semialgebraic programs and its applications to robust optimization: a tractable class of nonsmooth convex optimization
- Extending the Scope of Robust Quadratic Optimization
- A survey of nonlinear robust optimization
- A robustification approach in unconstrained quadratic optimization
- Maximizing perturbation radii for robust convex quadratically constrained quadratic programs
- A convergent hierarchy of SDP relaxations for a class of hard robust global polynomial optimization problems
- Derivative-free robust optimization by outer approximations
- Radius of robust feasibility formulas for classes of convex programs with uncertain polynomial constraints
- On approximating D-induced polar sets of a second-order cone by an ellipsoid
- Conic relaxations with stable exactness conditions for parametric robust convex polynomial problems
- Conic linear programming duals for classes of quadratic semi-infinite programs with applications
- A robust approach based on conditional value-at-risk measure to statistical learning problems
- Exact dual semi-definite programs for affinely adjustable robust SOS-convex polynomial optimization problems
- Robust quadratic programming with mixed-integer uncertainty
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach
- SDP reformulation for robust optimization problems based on nonconvex QP duality
- General robust-optimization formulation for nonlinear programming
- Multi-class second-order cone programming support vector machines
- Second-Order Cone Programming Formulations for Robust Multiclass Classification
- Worst-case violation of sampled convex programs for optimization with uncertainty
- Methods for minimax estimation under elementwise covariance uncertainty
- Strong duality in robust semi-definite linear programming under data uncertainty
- Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones
- A relaxation algorithm with a probabilistic guarantee for robust deviation optimization
- Convergence of an SDP hierarchy and optimality of robust convex polynomial optimization problems
- Portfolio optimization model with and without options under additional constraints
- Robust solutions to uncertain linear complementarity problems
- On approximate solutions for robust convex semidefinite optimization problems
- Methods of searching for guaranteeing and optimistic solutions to integer optimization problems under uncertainty
- On second-order conic programming duals for robust convex quadratic optimization problems
- Robust portfolios: contributions from operations research and finance
- Robust SOS-convex polynomial optimization problems: exact SDP relaxations
- On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization
- Robust CCMV model with short selling and risk-neutral interest rate
- Exact SDP reformulations for adjustable robust quadratic optimization with affine decision rules
- A distributionally robust chance-constrained kernel-free quadratic surface support vector machine
This page was built for publication: Robust convex quadratically constrained programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1403300)