Tractable approximations to robust conic optimization problems

Mathematical Programming

Volumn 107, Issue 1-2, 2006, Pages 5-36

  Bertsimas, Dimitris ^a   Sim, Melvyn ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Conic Optimization; Robust Optimization; Stochastic Optimization

Indexed keywords

COMPUTATION THEORY; LINEAR PROGRAMMING; OPTIMIZATION; PROBABILITY; PROBLEM SOLVING; ROBUSTNESS (CONTROL SYSTEMS);

CONIC OPTIMIZATION; ROBUST OPTIMIZATION; STOCHASTIC OPTIMIZATION;

APPROXIMATION THEORY;

EID: 33644689113     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-005-0677-1     Document Type: Article

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