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Volumn 25, Issue 1, 1999, Pages 1-13

Robust solutions of uncertain linear programs

Author keywords

[No Author keywords available]

Indexed keywords

CONSTRAINT THEORY; MATHEMATICAL MODELS; NUMERICAL METHODS; OPTIMIZATION; QUADRATIC PROGRAMMING;

EID: 0032664938     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6377(99)00016-4     Document Type: Article
Times cited : (1540)

References (17)
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    • 0022064446 scopus 로고
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    • (1985) Math. Oper. Res. , vol.10 , pp. 263-279
    • Ben-Tal, A.1
  • 2
    • 0031285674 scopus 로고    scopus 로고
    • Robust truss topology design via semidefinite programming
    • Ben-Tal A., Nemirovski A. Robust truss topology design via semidefinite programming. SIAM J. Optim. 7:1997;991-1016.
    • (1997) SIAM J. Optim. , vol.7 , pp. 991-1016
    • Ben-Tal, A.1    Nemirovski, A.2
  • 4
    • 0031531865 scopus 로고    scopus 로고
    • Penalty / barrier multiplier methods for convex programming problems
    • Ben-Tal A., Zibulevsky M. Penalty. / barrier multiplier methods for convex programming problems SIAM J. Optim. 7:1997;347-366.
    • (1997) SIAM J. Optim. , vol.7 , pp. 347-366
    • Ben-Tal, A.1    Zibulevsky, M.2
  • 5
    • 0038823167 scopus 로고    scopus 로고
    • Robust modeling of multi-stage portfolio problems
    • S. Zhang (Ed.), Rotterdam, August 1997, Kluwer Academic Press, Dordrecht, to appear
    • A. Ben-Tal, T. Margelit, A. Nemirovski, Robust modeling of multi-stage portfolio problems, in: Proc. Workshop on High-Performance Optimization, S. Zhang (Ed.), Rotterdam, August 1997, Kluwer Academic Press, Dordrecht, to appear, 1999.
    • (1999) In: Proc. Workshop on High-Performance Optimization
    • Ben-Tal, A.1    Margelit, T.2    Nemirovski, A.3
  • 7
    • 0016972961 scopus 로고
    • Exact solutions to inexact linear programs
    • J.E. Falk, Exact solutions to inexact linear programs, Oper. Res. 1976, 783-787.
    • (1976) Oper. Res. , pp. 783-787
    • Falk, J.E.1
  • 11
    • 85108976174 scopus 로고
    • Robust optimization of large-scale systems
    • Mulvey J.M., Vanderbei R.J., Zenios S.A. Robust optimization of large-scale systems. Oper. Res. 43:1995;264-281.
    • (1995) Oper. Res. , vol.43 , pp. 264-281
    • Mulvey, J.M.1    Vanderbei, R.J.2    Zenios, S.A.3
  • 14
    • 0000514655 scopus 로고
    • Scenarios and policy aggregation in optimization under uncertainty
    • Rockafellar R.T., Wets R.J.-B. Scenarios and policy aggregation in optimization under uncertainty. Math. Oper. Res. 16:1991;119-147.
    • (1991) Math. Oper. Res. , vol.16 , pp. 119-147
    • Rockafellar, R.T.1    Wets, R.J.-B.2
  • 15
    • 0020179280 scopus 로고
    • Convex programming with set-inclusive constraints and its applications to generalized linear and fractional programming
    • Singh C. Convex programming with set-inclusive constraints and its applications to generalized linear and fractional programming. J. Optim. Theory Appl. 38(1):1982;33-42.
    • (1982) J. Optim. Theory Appl. , vol.38 , Issue.1 , pp. 33-42
    • Singh, C.1
  • 16
    • 0010680207 scopus 로고
    • Convex programming with set-inclusive constraints and applications to inexact linear programming
    • A.L. Soyster, Convex programming with set-inclusive constraints and applications to inexact linear programming, Oper. Res. 1973, 1154-1157.
    • (1973) Oper. Res. , pp. 1154-1157
    • Soyster, A.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.