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Search: subject:"Second Order Cone Optimization"
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Mathematical programming
3
Mathematische Optimierung
3
Second order cone optimization
3
Theorie
3
Theory
3
Linear decision rule
2
Stochastic programming
2
Approximation
1
Augmented Lagrangian
1
Conic optimization
1
Disjunctive conic cuts
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Ellipsoidal uncertainty
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Extended formulations
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Ganzzahlige Optimierung
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Incomplete information
1
Integer programming
1
Interval uncertainty
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Linear Programming
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Markov chain
1
Mixed integer second order cone optimization
1
Mixed-integer programming
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Nonlinear Lagrange method
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Portfolio optimization
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Portfolio selection
1
Portfolio-Management
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Robust optimization
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Robust statistics
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Robustes Verfahren
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Second Order Cone Optimization
1
Second-order cone optimization
1
Stochastic process
1
Stochastischer Prozess
1
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English
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Ang, James
2
Meng, Fanwen
2
Sun, Jie
2
Blanc, Hans
1
Bärmann, Andreas
1
Den Hertog, Dick
1
Gu, Jian
1
Góez, Julio C.
1
Heidt, Andreas
1
Martin, Alexander
1
Pokutta, Sebastian
1
Shahabsafa, Mohammad
1
Terlaky, Tamás
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Thurner, Christoph
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Xiao, Xiantao
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Zhang, Liwei
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Tilburg University, Center for Economic Research
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Computational Management Science : CMS
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Computational Optimization and Applications
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Discussion Paper / Tilburg University, Center for Economic Research
1
European Journal of Operational Research
1
European journal of operational research : EJOR
1
Operations research letters
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ECONIS (ZBW)
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RePEc
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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
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2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
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