Maximizing perturbation radii for robust convex quadratically constrained quadratic programs
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Publication:2030501
DOI10.1016/j.ejor.2020.12.032zbMath1487.90515OpenAlexW3119941324MaRDI QIDQ2030501
Pengfei Yu, Ruotian Gao, Wen-Xun Xing
Publication date: 7 June 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2020.12.032
quadratically constrained quadratic programmingconvex programmingrobustness and sensitivity analysislinear conic programming
Convex programming (90C25) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31) Robustness in mathematical programming (90C17)
Cites Work
- Robust convex quadratically constrained programs
- Data-driven robust optimization
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- Hidden conic quadratic representation of some nonconvex quadratic optimization problems
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- Constructing Uncertainty Sets for Robust Linear Optimization
- Robust Quadratic Programming with Mixed-Integer Uncertainty
- The Price of Robustness
- Jointly Constrained Biconvex Programming
- Some NP-complete problems in quadratic and nonlinear programming
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- Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection
- Programming with linear fractional functionals
- On Cones of Nonnegative Quadratic Functions
- A Survey of the S-Lemma
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