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Search: subject:"linear conic optimization"
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general convex uncertainty regions
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linear conic optimization
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robust optimization
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Ben-Tal, A.
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Blanc, Hans
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Den Hertog, Dick
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Gorissen, B.L.
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Tilburg University, Center for Economic Research
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A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain
Linear
Conic
Optimization
Problems Having General Convex Uncertainty Sets
Blanc, Hans
;
Den Hertog, Dick
;
Gorissen, B.L.
;
Ben-Tal, A.
-
Tilburg University, Center for Economic Research
-
2012
Abstract: We propose a new way to derive tractable robust counterparts of a
linear
conic
optimization
problem by using …
Persistent link: https://www.econbiz.de/10011092630
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