Cascading: An adjusted exchange method for robust conic programming

DOI10.1007/s10100-007-0047-6zbMath1152.90630OpenAlexW2005344960MaRDI QIDQ940832

Ralf Werner

Publication date: 3 September 2008

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-007-0047-6

zbMATH Keywords

semi-infinite programmingconic programmingrobust programmingexchange method

Mathematics Subject Classification ID

Convex programming (90C25) Semi-infinite programming (90C34)

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Uses Software

• PENNON

Cites Work

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• An interior semi-infinite programming method
• Semi-infinite programming. Workshop, Cottbus, Germany, September 1996
• Uncertain convex programs: randomized solutions and confidence levels
• Robust optimization-methodology and applications
• Tractable approximations to robust conic optimization problems
• Robust Convex Optimization
• Cutting plane algorithms for robust conic convex optimization problems
• PENNON: A code for convex nonlinear and semidefinite programming
• Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems

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