Robust optimization for models with uncertain second-order cone and semidefinite programming constraints
Year of publication: |
2022
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Authors: | Zhen, Jianzhe ; Ruiter, Frans J. C. T. de ; Roos, Ernst ; Hertog, Dirk den |
Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 34.2022, 1, p. 196-210
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Subject: | adjustable robust optimization | linear decision rules | robust optimization | second-order cone | semidefinite programming | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Robustes Verfahren | Robust statistics |
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