A relaxation algorithm with a probabilistic guarantee for robust deviation optimization
From MaRDI portal
Publication:707779
DOI10.1007/s10589-008-9212-7zbMath1226.90133OpenAlexW2072105201MaRDI QIDQ707779
Shunsuke Taguchi, Tsutomu Tanaka, Akiko Takeda
Publication date: 8 October 2010
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-008-9212-7
Related Items (5)
Worst-case violation of sampled convex programs for optimization with uncertainty ⋮ Minmax regret combinatorial optimization problems with ellipsoidal uncertainty sets ⋮ Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach ⋮ Recent advances in robust optimization: an overview ⋮ A Practicable Robust Counterpart Formulation for Decomposable Functions: A Network Congestion Case Study
Cites Work
- Unnamed Item
- Robust solutions of uncertain linear programs
- Robust discrete optimization and its applications
- Robust convex quadratically constrained programs
- On the robust shortest path problem.
- On the complexity of the robust spanning tree problem with interval data
- Uncertain convex programs: randomized solutions and confidence levels
- Worst-case violation of sampled convex programs for optimization with uncertainty
- Tractable approximations to robust conic optimization problems
- Ambiguous chance constrained problems and robust optimization
- Robust Convex Optimization
- Chance-Constrained Programming
- Linear Matrix Inequalities in System and Control Theory
- Robust Solutions to Least-Squares Problems with Uncertain Data
- The Scenario Approach to Robust Control Design
- Robust Portfolio Selection Problems
- The robust spanning tree problem with interval data
This page was built for publication: A relaxation algorithm with a probabilistic guarantee for robust deviation optimization
