Robust convex conic optimization in D-induced duality framework
From MaRDI portal
Publication:3620280
DOI10.1080/02522667.2008.10699824zbMath1182.90069OpenAlexW1970047388MaRDI QIDQ3620280
Publication date: 14 April 2009
Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02522667.2008.10699824
Convex programming (90C25) Continuous location (90B85) Optimality conditions and duality in mathematical programming (90C46)
Cites Work
- Unnamed Item
- Unnamed Item
- Optimum consumption and portfolio rules in a continuous-time model
- A new self-dual embedding method for convex programming
- A new polynomial-time algorithm for linear programming
- Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies
- Applications of second-order cone programming
- Robust solutions of uncertain linear programs
- Strategic asset allocation
- Theory and practice of uncertain programming
- Robust Convex Optimization
- Robust Solutions to Uncertain Semidefinite Programs
- Consumption and Portfolio Decisions when Expected Returns are Time Varying
- Robust Truss Topology Design via Semidefinite Programming
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
- On Cones of Nonnegative Quadratic Functions