Explicit reformulations for robust optimization problems with general uncertainty sets

SIAM Journal on Optimization

Volumn 18, Issue 4, 2007, Pages 1436-1466

  Averbakht, Igor ^a   Zhao, Yun Bin ^a,b  

^a UNIVERSITY OF TORONTO   (Canada)

^b INSTITUTE OF APPLIED MATHEMATICS   (China)

Author keywords

Convex analysis; Data uncertainty; Homogeneous functions; Mathematical programming; Robust optimization

Indexed keywords

OPTIMIZATION; PROBABILITY DENSITY FUNCTION; STRUCTURAL OPTIMIZATION; UNCERTAINTY ANALYSIS;

CONTINUOUS OPTIMIZATIONS; CONVEX ANALYSIS; DATA UNCERTAINTIES; DATA UNCERTAINTY; GENERAL CLASSES; HOMOGENEOUS FUNCTIONS; MATHEMATICAL PROGRAMMING PROBLEMS; OPTIMIZATION PROBLEMS; ROBUST OPTIMIZATION; ROBUST OPTIMIZATIONS; SYSTEM OF CONVEX INEQUALITIES; WIDER RANGES;

MATHEMATICAL PROGRAMMING;

EID: 56749131110     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/060650003     Document Type: Article

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