Cutting-set methods for robust convex optimization with pessimizing oracles

Optimization Methods and Software

Volumn 24, Issue 3, 2009, Pages 381-406

  Mutapcic, Almir ^a   Boyd, Stephen ^a  

^a Stanford University   (United States)

Author keywords

Cutting set methods; Games; Minimax optimization; Robust optimization; Semi infinite programming

Indexed keywords

APPLICATION EXAMPLES; DATA STORAGE; GAMES; GENERAL METHOD; MINIMAX OPTIMIZATION; NUMERICAL SIMULATION; OPTIMAL POINTS; OTHER ALGORITHMS; PARAMETER VARIATION; ROBUST CONVEX OPTIMIZATION; ROBUST OPTIMIZATION; ROBUST SOLUTIONS; SEMI-INFINITE PROGRAMMING; UNCERTAIN PARAMETERS; WORST-CASE ANALYSIS;

COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; CONVEX OPTIMIZATION; GAME THEORY; OPTIMIZATION; UNCERTAINTY ANALYSIS;

SET THEORY;

EID: 70349492899     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556780802712889     Document Type: Article

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