Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection

DOI10.1287/ijoc.2017.0763zbMath1446.90069OpenAlexW3122564693MaRDI QIDQ5131707

Dick den Hertog, Jianzhe Zhen

Publication date: 9 November 2020

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/5827e64ceaa5f1bf5ca0125fde10a69f37ada803

zbMATH Keywords

Chebyshev centeradjustable robust optimizationFourier-Motzkin eliminationmaximum volume inscribed ellipsoidpolytopic projectionremoving redundant constraints

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Production models (90B30) Robustness in mathematical programming (90C17)

Related Items (5)

Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective ⋮ Robust Optimization for Models with Uncertain Second-Order Cone and Semidefinite Programming Constraints ⋮ Pareto adaptive robust optimality via a Fourier-Motzkin elimination lens ⋮ Maximizing perturbation radii for robust convex quadratically constrained quadratic programs ⋮ Probabilistic Guarantees in Robust Optimization

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• Finding robust solutions for product design problems
• Practical issues on the projection of polyhedral sets
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• Optimizing color picture tubes by high-cost nonlinear programming
• The Price of Robustness

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