A robustification approach in unconstrained quadratic optimization

DOI10.1007/s10107-009-0302-9zbMath1218.90188OpenAlexW1967661144MaRDI QIDQ543408

Martin K. Bernauer, Roland Griesse

Publication date: 17 June 2011

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-009-0302-9

zbMATH Keywords

parametric optimizationquadratic programmingrobust optimizationrobustification

Mathematics Subject Classification ID

Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31)

Related Items (4)

Optimality conditions for robust weak sharp efficient solutions of nonsmooth uncertain multiobjective optimization problems ⋮ Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty ⋮ Unnamed Item ⋮ Optimality and duality for robust multiobjective optimization problems

Uses Software

• INTLAB

Cites Work

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• Introduction to sensitivity and stability analysis in nonlinear programming
• Robust optimization-methodology and applications
• An approximation technique for robust nonlinear optimization
• Near optimal solutions to least-squares problems with stochastic uncertainty

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