SDP reformulation for robust optimization problems based on nonconvex QP duality
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Cites work
- scientific article; zbMATH DE number 1077338 (Why is no real title available?)
- scientific article; zbMATH DE number 1489803 (Why is no real title available?)
- scientific article; zbMATH DE number 2121575 (Why is no real title available?)
- scientific article; zbMATH DE number 2212211 (Why is no real title available?)
- A Robust Optimization Approach to Inventory Theory
- A robust optimization approach to dynamic pricing and inventory control with no backorders
- An LMI description for the cone of Lorentz-positive maps
- An LMI description for the cone of Lorentz-positive maps. II
- Applications of second-order cone programming
- Convex Analysis
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- Portfolio selection with uncertain exit time: a robust CVaR approach
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- 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 Truss Topology Design via Semidefinite Programming
- Robust convex optimization
- Robust game theory
- Robust optimization
- Robust portfolio optimization with derivative insurance guarantees
- Robust portfolio selection with uncertain exit time using worst-case VaR strategy
- Robust solutions of uncertain linear programs
- Second-Order Cone Programming Formulations for Robust Multiclass Classification
- Second-order cone programming
- Selected topics in robust convex optimization
- Semi-infinite programming
- Semidefinite Programming
- Solving semidefinite-quadratic-linear programs using SDPT3
- Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints
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Cited in
(5)- A non-probabilistic methodology for reliable sustainability planning: an application to the Iraqi national irrigation system
- Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity
- Robust quadratic programming with mixed-integer uncertainty
- Quasiconvexity of set-valued maps assures well-posedness of robust vector optimization
- Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
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