On Tractable Approximations of Randomly Perturbed Convex Constraints

Proceedings of the IEEE Conference on Decision and Control

Volumn 3, Issue , 2003, Pages 2419-2422

  Nemirovski, Arkadi ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; DECISION MAKING; MATHEMATICAL MODELS; PERTURBATION TECHNIQUES; PROBABILITY; VECTORS;

DECISION VECTORS; PERTURBED CONVEX CONSTRAINTS;

GAUSSIAN NOISE (ELECTRONIC);

EID: 1542288856     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (6)

1. Ben-Tal, A., Nemirovski, A., "Robust Convex Optimization" - Mathematics of Operations Research 23 (1998).
2. Ben-Tal, A., Nemirovski, A., Lectures on Modern Convex Optimization, AMS-SIAM Series on Optimization, SIAM, Philadelphia, 2002.
3. Borell, C., "The Brunn-Minkowski inequality in Gauss space" - Inventiones Mathematicae 30 (2) (1975), 207-216.
4. Calafiore, G., Campi, M.C., "Uncertain convex programs: randomized solutions and confidence levels" -to appear in Mathematical Programming.
5. El-Ghaoui, L., Lebret, H., "Robust solutions to least-square problems with uncertain data matrices" - SIAM J. of Matrix Anal. and Appl. 18 (1997), 1035-1064.
6. Lobo, M.S., Vanderbeghe, L., Boyd, S., Lebret, H., "Second-Order Cone Programming", Linear Algebra and Applications 284 (1998), 193 - 228.