The following pages link to Aharon Ben-Tal (Q235034):
Displayed 50 items.
- A semi-definite programming approach for robust tracking (Q263222) (← links)
- Robust formulations for clustering-based large-scale classification (Q402195) (← links)
- The CoMirror algorithm for solving nonsmooth constrained convex problems (Q614018) (← links)
- Chance constrained uncertain classification via robust optimization (Q633103) (← links)
- Item:Q235034 (redirect page) (← links)
- Second-order and related extremality conditions in nonlinear programming (Q754769) (← links)
- Technical note: Directional derivatives in nonsmooth optimization (Q761251) (← links)
- A geometric property of the least squares solution of linear equations (Q916747) (← links)
- Adjustable robust counterpart of conic quadratic problems (Q953290) (← links)
- A sequential parametric convex approximation method with applications to nonconvex truss topology design problems (Q969739) (← links)
- Selected topics in robust convex optimization (Q995791) (← links)
- Duality in robust optimization: Primal worst equals dual best (Q1002073) (← links)
- Second order optimality conditions for the \(L_ 1\)-minimization problem (Q1059265) (← links)
- Ordered incidence geometry and the geometric foundations of convexity theory (Q1093892) (← links)
- The role of duality in optimization problems involving entropy functionals with applications to information theory (Q1094664) (← links)
- Extension of some results for channel capacity using a generalized information measure (Q1101061) (← links)
- Entropic means (Q1122014) (← links)
- Portfolio theory for the recourse certainty equivalent maximizing investor (Q1176861) (← links)
- Certainty equivalents and information measures: Duality and extremal principles (Q1177028) (← links)
- A recourse certainty equivalent for decisions under uncertainty (Q1178430) (← links)
- Characterization of optimality in convex programming without a constraint qualification (Q1226443) (← links)
- Robust solutions of uncertain linear programs (Q1306344) (← links)
- Global minimization by reducing the duality gap (Q1322556) (← links)
- Duality with multiple criteria and multiple resources (Q1362985) (← links)
- Duality and equilibrium prices in economics of uncertainty (Q1366319) (← links)
- Adjustable robust solutions of uncertain linear programs (Q1434080) (← links)
- Robust solutions of linear programming problems contaminated with uncertain data (Q1587934) (← links)
- Non-Euclidean restricted memory level method for large-scale convex optimization (Q1774171) (← links)
- On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty (Q1789600) (← links)
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules (Q1789612) (← links)
- Robust optimization-methodology and applications (Q1849501) (← links)
- Hidden convexity in some nonconvex quadratically constrained quadratic programming (Q1919813) (← links)
- A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization (Q2191764) (← links)
- Hidden conic quadratic representation of some nonconvex quadratic optimization problems (Q2436648) (← links)
- Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems (Q2492683) (← links)
- Robust mean-squared error estimation of multiple signals in linear systems affected by model and noise uncertainties (Q2492687) (← links)
- Deriving robust counterparts of nonlinear uncertain inequalities (Q2515042) (← links)
- Free Material Design via Semidefinite Programming: The Multiload Case with Contact Conditions (Q2706420) (← links)
- Lectures on Modern Convex Optimization (Q2756075) (← links)
- Robust Convex Optimization (Q2757566) (← links)
- The Ordered Subsets Mirror Descent Optimization Method with Applications to Tomography (Q2784404) (← links)
- On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty (Q2784438) (← links)
- Computational Methods for Solving Nonconvex Block-Separable Constrained Quadratic Problems (Q2810546) (← links)
- A Sequential Ascending Parameter Method for Solving Constrained Minimization Problems (Q2902879) (← links)
- Technical Note—Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets (Q2935308) (← links)
- Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals (Q3026758) (← links)
- Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (Q3028727) (← links)
- A limit theorem on characteristic functions via an extremal principle (Q3041844) (← links)
- A Soft Robust Model for Optimization Under Ambiguity (Q3098315) (← links)
- On Safe Tractable Approximations of Chance-Constrained Linear Matrix Inequalities (Q3169014) (← links)