The following pages link to Robust Convex Optimization (Q2757566):
Displayed 50 items.
- Robust linear optimization under general norms. (Q703272) (← links)
- A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing (Q833427) (← links)
- Tractable approximate robust geometric programming (Q833439) (← links)
- Evacuation transportation planning under uncertainty: A robust optimization approach (Q836013) (← links)
- Robust portfolio selection based on asymmetric measures of variability of stock returns (Q843134) (← links)
- On the S-procedure and some variants (Q857821) (← links)
- Robust capacity assignment in telecommunications (Q867429) (← links)
- Design of trees in the hose model: the balanced case (Q867917) (← links)
- Restricted robust uniform matroid maximization under interval uncertainty (Q879971) (← links)
- A \({\mathsf{D}}\)-induced duality and its applications (Q925269) (← links)
- Robust portfolio selection based on a multi-stage scenario tree (Q932207) (← links)
- Cascading: An adjusted exchange method for robust conic programming (Q940832) (← links)
- Min-max regret robust optimization approach on interval data uncertainty (Q946180) (← links)
- Computing robust basestock levels (Q951115) (← links)
- Adjustable robust counterpart of conic quadratic problems (Q953290) (← links)
- Reduced vertex set result for interval semidefinite optimization problems (Q956611) (← links)
- Polymatroids and mean-risk minimization in discrete optimization (Q957370) (← links)
- Selected topics in robust convex optimization (Q995791) (← links)
- General robust-optimization formulation for nonlinear programming (Q995951) (← links)
- Exactness of sums of squares relaxations involving \(3\times 3\) matrices and Lorentz cones (Q996334) (← links)
- Duality in robust optimization: Primal worst equals dual best (Q1002073) (← links)
- Computing and minimizing the relative regret in combinatorial optimization with interval data (Q1019293) (← links)
- Robust counterparts of errors-in-variables problems (Q1020910) (← links)
- Relaxed robust second-order-cone programming (Q1021530) (← links)
- A robust approach based on conditional value-at-risk measure to statistical learning problems (Q1027626) (← links)
- Robust optimization - a comprehensive survey (Q1033240) (← links)
- Convexity properties associated with nonconvex quadratic matrix functions and applications to quadratic programming (Q1035905) (← links)
- Applications of second-order cone programming (Q1124764) (← links)
- Robust solutions of uncertain linear programs (Q1306344) (← links)
- An interior-point method for a class of saddle-point problems (Q1411479) (← links)
- Minmax regret linear resource allocation problems. (Q1417598) (← links)
- Semidefinite programming (Q1600854) (← links)
- Uncertain convex programs: randomized solutions and confidence levels (Q1769067) (← links)
- Facility location problems with uncertainty on the plane (Q1779686) (← links)
- Inverse conic programming with applications (Q1779714) (← links)
- Linear semi-infinite programming theory: an updated survey (Q1848390) (← links)
- Classical complexity and quantum entanglement (Q1886316) (← links)
- On robust solutions to linear least squares problems affected by data uncertainty and implementation errors with application to stochastic signal modeling (Q1888347) (← links)
- Robust multiperiod portfolio management in the presence of transaction costs (Q2384579) (← links)
- An SQP-type algorithm for nonlinear second-order cone programs (Q2458912) (← links)
- Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization (Q2462558) (← links)
- On two-stage convex chance constrained problems (Q2466772) (← links)
- Necessary conditions and duality for inexact nonlinear semi-infinite programming problems (Q2466781) (← links)
- Robust multiclass kernel-based classifiers (Q2475610) (← links)
- A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs (Q2477698) (← links)
- A two-stage fuzzy robust integer programming approach for capacity planning of environmental management systems (Q2480978) (← links)
- Adjustable robust optimization models for a nonlinear two-period system (Q2481117) (← links)
- Robust profit opportunities in risky financial portfolios (Q2488227) (← links)
- Tractable approximations to robust conic optimization problems (Q2492681) (← links)
- Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems (Q2492683) (← links)