Adjustable robust solutions of uncertain linear programs

Mathematical Programming

Volumn 99, Issue 2, 2004, Pages 351-376

  Ben Tal, A ^a   Goryashko, A ^a   Guslitzer, E ^b   Nemirovski, A ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

^b STANFORD UNIVERSITY   (United States)

Author keywords

Adjustable robust counterpart; Affinely adjustable robust counterpart; Conic optimization; NP hard continuous optimization problems; Robust optimization; Semidefinite programming; Uncertain linear programs

Indexed keywords

MATHEMATICAL MODELS; OPTIMIZATION; PARAMETER ESTIMATION; PERTURBATION TECHNIQUES; PROBLEM SOLVING; ROBUSTNESS (CONTROL SYSTEMS); SET THEORY;

ADJUSTABLE ROBUST COUNTERPART; AFFINELY-ADJUSTABLE ROBUST COUNTERPART; CONIC OPTIMIZATION; NP-HARD CONTINUOUS OPTIMIZATION PROBLEMS; ROBUST OPTIMIZATION; SEMIDEFINITE PROGRAMMING; UNCERTAIN LINEAR PROGRAMS;

LINEAR PROGRAMMING;

EID: 14844327381     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10107-003-0454-y     Document Type: Article

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