A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
type: Item
instance of: scholarly article
title: A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
zbMATH Open document ID: 1327.90106
author: Jiming Peng
author: Tao Zhu
published in: Mathematical Programming. Series A. Series B
publication date: 2015-08-31T00:00:00Z
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 90C22
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 90C47
zbMATH DE Number: 6477224
zbMATH Keywords: worst-case linear optimization
zbMATH Keywords: adjustable robust optimization
zbMATH Keywords: semidefinite optimization
zbMATH Keywords: systemic risk
zbMATH Keywords: affine decision rules
describes a project that uses: GloptiPoly
describes a project that uses: CVX
describes a project that uses: SDPT3
MaRDI profile type: Publication
full work available at URL: s10107-014-0799-4
OpenAlex ID: W2015779025
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DOI: 10.1007/S10107-014-0799-4
description: scientific article; zbMATH DE number 6477224