Adjustable robust counterpart of conic quadratic problems

DOI10.1007/s00186-008-0218-9zbMath1211.90153OpenAlexW2058681291MaRDI QIDQ953290

Aharon Ben-Tal, Odellia Boni

Publication date: 17 November 2008

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-008-0218-9

zbMATH Keywords

robust optimizationsecond order cone programmingconic quadratic programmingadjustable variablesflexible commitments contracts

Mathematics Subject Classification ID

Quadratic programming (90C20)

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Uses Software

• SeDuMi

Cites Work

• Robust solutions of uncertain linear programs
• Adjustable robust solutions of uncertain linear programs
• Robust solutions of linear programming problems contaminated with uncertain data
• Robust optimization-methodology and applications
• Tractable approximations to robust conic optimization problems
• Robust Convex Optimization
• Robust Solutions to Uncertain Semidefinite Programs
• Robust Solutions to Least-Squares Problems with Uncertain Data
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems

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