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  • Search: subject:"implementation error"
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Year of publication
Subject
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implementation error 2 Conic Quadratic Program 1 S-lemma 1 computer simulation 1 hidden convexity 1 metamodel error 1 robust counterpart 1 robust optimization 1 simulation-model error 1 simultaneous diagonalizability 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Language
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Undetermined 2
Author
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Den Hertog, Dick 2 Ben-Tal, A. 1 Stinstra, E. 1
Institution
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Tilburg University, Center for Economic Research 2
Published in...
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Discussion Paper / Tilburg University, Center for Economic Research 2
Source
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RePEc 2
Showing 1 - 2 of 2
Cover Image
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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Cover Image
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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