The following pages link to Robust convex optimization (Q2757566):
Displaying 50 items.
- 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)
- Semidefinite programming and sums of Hermitian squares of noncommutative polynomials (Q847674) (← links)
- A stable primal-dual approach for linear programming under nondegeneracy assumptions (Q849092) (← links)
- On verified numerical computations in convex programming (Q849186) (← 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)
- Developing a multi-period robust optimization model considering American style options (Q889540) (← links)
- On the sample size of random convex programs with structured dependence on the uncertainty (Q900216) (← 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)
- Asset allocation using reliability method (Q969838) (← links)
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications (Q974991) (← links)
- Semiconductor lot allocation using robust optimization (Q976354) (← links)
- Comparison and robustification of Bayes and Black-Litterman models (Q992041) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← 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)
- Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- Applications of second-order cone programming (Q1124764) (← links)
- Robust solutions of uncertain linear programs (Q1306344) (← links)
- Robust convex quadratically constrained programs (Q1403300) (← 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)
- Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches (Q1616947) (← links)
- Robust and reliable forward-reverse logistics network design under demand uncertainty and facility disruptions (Q1630203) (← links)
- Robust trading mechanisms over 0/1 polytopes (Q1631642) (← links)
- A largest empty hypersphere metaheuristic for robust optimisation with implementation uncertainty (Q1634054) (← links)
- Algorithms and uncertainty sets for data-driven robust shortest path problems (Q1634306) (← links)
- A VNS-LP algorithm for the robust dynamic maximal covering location problem (Q1642060) (← links)
