Robust convex optimization

Mathematics of Operations Research

Volumn 23, Issue 4, 1998, Pages 769-805

  Ben Tal, A ^a   Nemirovski, A ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Convex optimization; Data uncertainty; Geometric programming; Linear programming; Quadratic programming; Robustness; Semidefinite programming

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; POLYNOMIALS; PROBLEM SOLVING; SET THEORY; UNCERTAIN SYSTEMS;

ELLIPSOIDAL UNCERTAINTY SETS; ROBUST CONVEX OPTIMIZATION;

OPTIMIZATION;

EID: 0032207223     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.23.4.769     Document Type: Article

References (15)

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