Robust Optimization for Models with Uncertain Second-Order Cone and Semidefinite Programming Constraints
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Publication:5084645
DOI10.1287/ijoc.2020.1025OpenAlexW3138682964MaRDI QIDQ5084645
Ernst Roos, Jianzhe Zhen, Dick den Hertog, Frans J. C. T. de Ruiter
Publication date: 28 June 2022
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.2020.1025
semidefinite programmingrobust optimizationsecond-order coneadjustable robust optimizationlinear decision rules
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Uses Software
Cites Work
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