Quadratically adjustable robust linear optimization with inexact data via generalized S-lemma: exact second-order cone program reformulations

DOI10.1016/j.ejco.2021.100019zbMath1530.90069OpenAlexW3212121094WikidataQ125039828 ScholiaQ125039828MaRDI QIDQ6169993

D. Woolnough, Guoyin Li, Vaithilingam Jeyakumar

Publication date: 12 July 2023

Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejco.2021.100019

zbMATH Keywords

adjustable robust optimizationlot-sizing problemssecond-order cone programsgeneralized S-lemmaexact conic reformulationsnon-convex quadratic inequality systems

Mathematics Subject Classification ID

Semidefinite programming (90C22) Quadratic programming (90C20) Robustness in mathematical programming (90C17)

Related Items (2)

Optimization under uncertainty and risk: quadratic and copositive approaches ⋮ The smallest mono-unstable convex polyhedron with point masses has 8 faces and 11 vertices

Cites Work

• Unnamed Item
• Unnamed Item
• Necessary and sufficient conditions for \(S\)-lemma and~nonconvex quadratic optimization
• Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
• On the S-procedure and some variants
• Adjustable robust solutions of uncertain linear programs
• A survey of adjustable robust optimization
• Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
• Convexity of quadratic transformations and its use in control and optimization
• Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules
• Adjustable robust treatment-length optimization in radiation therapy
• Adjustable robust optimization through multi-parametric programming
• Convexifiability of continuous and discrete nonnegative quadratic programs for gap-free duality
• A copositive Farkas lemma and minimally exact conic relaxations for robust quadratic optimization with binary and quadratic constraints
• Hidden conic quadratic representation of some nonconvex quadratic optimization problems
• Interplay of non-convex quadratically constrained problems with adjustable robust optimization
• Lectures on Modern Convex Optimization
• Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
• Alternative Theorems for Quadratic Inequality Systems and Global Quadratic Optimization
• The Price of Robustness
• Exact Second-Order Cone Programming Relaxations for Some Nonconvex Minimax Quadratic Optimization Problems
• A Survey of the S-Lemma

This page was built for publication: Quadratically adjustable robust linear optimization with inexact data via generalized S-lemma: exact second-order cone program reformulations