Pages that link to "Item:Q1403300"
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The following pages link to Robust convex quadratically constrained programs (Q1403300):
Displaying 50 items.
- Methods for minimax estimation under elementwise covariance uncertainty (Q315153) (← links)
- SDP reformulation for robust optimization problems based on nonconvex QP duality (Q354630) (← links)
- A robustification approach in unconstrained quadratic optimization (Q543408) (← links)
- Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones (Q621748) (← links)
- A relaxation algorithm with a probabilistic guarantee for robust deviation optimization (Q707779) (← links)
- Finding efficient solutions in robust multiple objective optimization with SOS-convex polynomial data (Q828872) (← links)
- Tractable approximate robust geometric programming (Q833439) (← links)
- Cascading: An adjusted exchange method for robust conic programming (Q940832) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Selected topics in robust convex optimization (Q995791) (← links)
- General robust-optimization formulation for nonlinear programming (Q995951) (← links)
- Relaxed robust second-order-cone programming (Q1021530) (← links)
- A robust approach based on conditional value-at-risk measure to statistical learning problems (Q1027626) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- SOS-convex semialgebraic programs and its applications to robust optimization: a tractable class of nonsmooth convex optimization (Q1653325) (← links)
- On approximate solutions for robust convex semidefinite optimization problems (Q1670443) (← links)
- On quasi \(\epsilon\)-solution for robust convex optimization problems (Q1686550) (← links)
- Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs (Q1706408) (← links)
- A convergent hierarchy of SDP relaxations for a class of hard robust global polynomial optimization problems (Q1728251) (← links)
- Multi-class second-order cone programming support vector machines (Q1750615) (← links)
- Radius of robust feasibility formulas for classes of convex programs with uncertain polynomial constraints (Q1785470) (← links)
- Maximizing perturbation radii for robust convex quadratically constrained quadratic programs (Q2030501) (← links)
- On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization (Q2091085) (← links)
- Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
- Conic linear programming duals for classes of quadratic semi-infinite programs with applications (Q2156392) (← links)
- Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
- Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
- Robust SOS-convex polynomial optimization problems: exact SDP relaxations (Q2257075) (← links)
- Characterizing robust solution sets of convex programs under data uncertainty (Q2260682) (← links)
- Derivative-free robust optimization by outer approximations (Q2288189) (← links)
- Robust nonlinear optimization with conic representable uncertainty set (Q2355077) (← links)
- A robust algorithm for quadratic optimization under quadratic constraints (Q2385494) (← links)
- Worst-case violation of sampled convex programs for optimization with uncertainty (Q2429409) (← links)
- Robust solutions to uncertain linear complementarity problems (Q2431061) (← links)
- Methods of searching for guaranteeing and optimistic solutions to integer optimization problems under uncertainty (Q2458112) (← links)
- On two-stage convex chance constrained problems (Q2466772) (← links)
- Robust and distributionally robust optimization models for linear support vector machine (Q2676336) (← links)
- Convergence of an SDP hierarchy and optimality of robust convex polynomial optimization problems (Q2678586) (← links)
- Block Coordinate Descent Methods for Semidefinite Programming (Q2802537) (← links)
- Robust Quadratic Programming with Mixed-Integer Uncertainty (Q3386756) (← links)
- On approximating<i>D</i>-induced polar sets of geometric and extended geometric cones (Q3535301) (← links)
- On approximating D-induced polar sets of a second-order cone by an ellipsoid (Q3535302) (← links)
- (Q4557933) (← links)
- Exact dual semi-definite programs for affinely adjustable robust SOS-convex polynomial optimization problems (Q5045170) (← links)
- Extending the Scope of Robust Quadratic Optimization (Q5084646) (← links)
- Strong duality in robust semi-definite linear programming under data uncertainty (Q5169452) (← links)
- Second-Order Cone Programming Formulations for Robust Multiclass Classification (Q5758073) (← links)
- A survey of nonlinear robust optimization (Q5882395) (← links)
- A robust time‐inconsistent linear‐quadratic problem (Q6089830) (← links)
- Conic relaxations with stable exactness conditions for parametric robust convex polynomial problems (Q6103695) (← links)