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Volumn 107, Issue 1-2, 2006, Pages 63-89

Extending scope of robust optimization: Comprehensive robust counterparts of uncertain problems

Author keywords

[No Author keywords available]

Indexed keywords

DETERIORATION; OPTIMIZATION; PROBLEM SOLVING; SET THEORY;

EID: 33644695242     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-005-0679-z     Document Type: Article
Times cited : (161)

References (15)
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    • (1997) SIAM J. Optimization , vol.7 , pp. 991-1016
    • Ben-Tal, A.1    Nemirovski, A.2
  • 3
    • 0032664938 scopus 로고    scopus 로고
    • Robust solutions to uncertain linear programs
    • Ben-Tal, A., Nemirovski, A.: Robust solutions to uncertain linear programs. OR Letters 25, 1-13 (1999)
    • (1999) OR Letters , vol.25 , pp. 1-13
    • Ben-Tal, A.1    Nemirovski, A.2
  • 4
    • 0003306490 scopus 로고    scopus 로고
    • Robust semidefinite programming
    • R. Saigal, R., Vandenberghe, L., Wolkowicz, H. (eds), Kluwer Academic Publishers
    • Ben-Tal, A., El-Ghaoui, L., Nemirovski, A.: Robust semidefinite programming. In: Semidefinite Programming and Applications, R. Saigal, R., Vandenberghe, L., Wolkowicz, H. (eds), Kluwer Academic Publishers, 2000
    • (2000) Semidefinite Programming and Applications
    • Ben-Tal, A.1    El-Ghaoui, L.2    Nemirovski, A.3
  • 5
    • 0141712989 scopus 로고    scopus 로고
    • Robust optimization -Methodology and applications
    • Ben-Tal, A., Nemirovski, A.: Robust Optimization -Methodology and Applications. Math. Program. Series B 92, 453-480 (2002)
    • (2002) Math. Program. Series B , vol.92 , pp. 453-480
    • Ben-Tal, A.1    Nemirovski, A.2
  • 8
    • 3042814297 scopus 로고    scopus 로고
    • Robust linear optimization under general norms
    • Bertsimas, D., Pachamanova, D., Sim, M.: Robust Linear Optimization under General Norms. Oper. Res. Lett. 32, 510-516 (2004)
    • (2004) Oper. Res. Lett. , vol.32 , pp. 510-516
    • Bertsimas, D.1    Pachamanova, D.2    Sim, M.3
  • 9
    • 3042762207 scopus 로고    scopus 로고
    • The price of robustness
    • Bertsimas, D., Sim, M.: The price of Robustness. Oper. Res. 52, 35-53 (2004)
    • (2004) Oper. Res. , vol.52 , pp. 35-53
    • Bertsimas, D.1    Sim, M.2
  • 10
    • 84870613023 scopus 로고    scopus 로고
    • Robust discrete optimization and network flows
    • Bertsimas, D., Sim, M.: Robust Discrete optimization and Network Flows. Math. Program. Series B 98, 49-71 (2003)
    • (2003) Math. Program. Series B , vol.98 , pp. 49-71
    • Bertsimas, D.1    Sim, M.2
  • 12
    • 0031536271 scopus 로고    scopus 로고
    • Robust solutions to least-square problems with uncertain data matrices
    • El-Ghaoui, L., Lebret, H.: Robust solutions to least-square problems with uncertain data matrices. SLAM J. Matrix Anal. Appl. 18, 1035-1064 (1997)
    • (1997) SLAM J. Matrix Anal. Appl. , vol.18 , pp. 1035-1064
    • El-Ghaoui, L.1    Lebret, H.2
  • 13
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    • Robust solutions to uncertain semidefinite programs
    • El-Ghaoui, L., Oustry, F., Lebret, H.: Robust solutions to uncertain semidefinite programs. SIAM J. Optimization 9, 33-52 (1998)
    • (1998) SIAM J. Optimization , vol.9 , pp. 33-52
    • El-Ghaoui, L.1    Oustry, F.2    Lebret, H.3
  • 15
    • 0010680207 scopus 로고
    • Convex programming with set-inclusive constraints and applications to inexact linear programming
    • Soyster, A.L.: Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming. Oper. Res., 1973, pp. 1154-1157
    • (1973) Oper. Res. , pp. 1154-1157
    • Soyster, A.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.