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Search: subject:"implementation error"
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implementation error
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Conic Quadratic Program
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S-lemma
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computer simulation
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hidden convexity
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metamodel error
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robust counterpart
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robust optimization
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simulation-model error
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simultaneous diagonalizability
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Den Hertog, Dick
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Ben-Tal, A.
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Stinstra, E.
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Tilburg University, Center for Economic Research
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Discussion Paper / Tilburg University, Center for Economic Research
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Immunizing Conic Quadratic Optimization Problems Against Implementation Errors
Den Hertog, Dick
;
Ben-Tal, A.
-
Tilburg University, Center for Economic Research
-
2011
We show that the robust counterpart of a convex quadratic constraint with ellipsoidal
implementation
error
is … convex conic quadratic constraints with
implementation
error
are also given. We conclude with showing how the theory …
Persistent link: https://www.econbiz.de/10011091391
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2
Robust Optimization Using Computer Experiments
Den Hertog, Dick
;
Stinstra, E.
-
Tilburg University, Center for Economic Research
-
2005
, which is defined by the difference between the computer model and the metamodel.The third is the
implementation
error
…
Persistent link: https://www.econbiz.de/10011091328
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