Maximizing perturbation radii for robust convex quadratically constrained quadratic programs

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

zbMATH Keywords

quadratically constrained quadratic programmingconvex programmingrobustness and sensitivity analysislinear conic programming

Mathematics Subject Classification ID

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
• Robust sensitivity analysis for linear programming with ellipsoidal perturbation
• Robust optimal control with adjustable uncertainty sets
• Hidden conic quadratic representation of some nonconvex quadratic optimization problems
• Biconvex sets and optimization with biconvex functions: a survey and extensions
• Robust Convex Optimization
• 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
• Parameter-free convex equivalent and dual programs of fractional programming problems
• 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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