Search Results - subject:"Cone optimization"

On pathological disjunctions and redundant disjunctive conic cuts

Shahabsafa, Mohammad; Góez, Julio C.; Terlaky, Tamás - In: Operations research letters 46 (2018) 5, pp. 500-504

Persistent link: https://www.econbiz.de/10011936682

Polyhedral approximation of ellipsodial uncertainty sets via extended formulations : a computational case study

Bärmann, Andreas; Heidt, Andreas; Martin, Alexander; … - In: Computational Management Science : CMS 13 (2016) 2, pp. 151-193

Persistent link: https://www.econbiz.de/10011669260

On Markov Chains with Uncertain Data

Blanc, Hans; Den Hertog, Dick - Tilburg University, Center for Economic Research - 2008

second order cone optimization in the case of ellipsoidal uncertainty. Many examples are given, especially Markovian queueing …

Persistent link: https://www.econbiz.de/10011090891

Two-stage stochastic linear programs with incomplete information on uncertainty

Ang, James; Meng, Fanwen; Sun, Jie - In: European journal of operational research : EJOR 233 (2014) 1, pp. 16-22

Persistent link: https://www.econbiz.de/10010224943

Two-stage stochastic linear programs with incomplete information on uncertainty

Ang, James; Meng, Fanwen; Sun, Jie - In: European Journal of Operational Research 233 (2014) 1, pp. 16-22

second-order cone optimization problem. Preliminary numerical experiments are presented to demonstrate the computational …

Persistent link: https://www.econbiz.de/10010709943

Strong duality and minimal representations for cone optimization

Tunçel, Levent; Wolkowicz, Henry - In: Computational Optimization and Applications 53 (2012) 2, pp. 619-648

complementarity, for linear cone optimization problems in finite dimensions. One theme is the notion of minimal representation of the … cone and the constraints. This provides a framework for preprocessing cone optimization problems in order to avoid both the …

Persistent link: https://www.econbiz.de/10010600749

A class of nonlinear Lagrangians for nonconvex second order cone programming

Zhang, Liwei; Gu, Jian; Xiao, Xiantao - In: Computational Optimization and Applications 49 (2011) 1, pp. 61-99

Persistent link: https://www.econbiz.de/10009149871

An entropy-like proximal algorithm and the exponential multiplier method for convex symmetric cone programming

Chen, Jein-Shan; Pan, Shaohua - In: Computational Optimization and Applications 47 (2010) 3, pp. 477-499

Persistent link: https://www.econbiz.de/10008775923