Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules

DOI10.1007/s11590-020-01595-yzbMath1460.90122arXiv2002.05223OpenAlexW3029236596MaRDI QIDQ1996732

Guoyin Li, D. Woolnough, Vaithilingam Jeyakumar

Publication date: 26 February 2021

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.05223

zbMATH Keywords

ellipsoidal uncertaintyadjustable robust optimizationrobust linear optimizationsecond order cone programssemi-definite programs

Mathematics Subject Classification ID

Semidefinite programming (90C22) Robustness in mathematical programming (90C17)

Related Items (6)

Robust optimization and data classification for characterization of Huntington disease onset via duality methods ⋮ Sums of squares polynomial program reformulations for adjustable robust linear optimization problems with separable polynomial decision rules ⋮ Optimization under uncertainty and risk: quadratic and copositive approaches ⋮ Quadratically adjustable robust linear optimization with inexact data via generalized S-lemma: exact second-order cone program reformulations ⋮ The radius of robust feasibility of uncertain mathematical programs: a survey and recent developments ⋮ Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity

Uses Software

• CVX

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