A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets

Keywords

Conic optimization, Conic section, Robust optimization, Mathematical optimization, Mathematics

References

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Cited by

• Task assignment under uncertainty: stochastic programming and robust optimisation approachesLu Zhen — 2015
• Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty SetKrzysztof Postek, Dick den Hertog — 2016
• Recent advances in robust optimization: An overviewVirginie Gabrel, Cécile Murat, Aurélie Thiele — 2014
• Robust optimization methods for chance constrained, simulation-based, and bilevel problemsİhsan Yanıkoğlu — 2014
• A Dynamic Programming Approach for a Class of Robust Optimization ProblemsAgostinho Agra, Marcio Costa Santos, Dritan Nace — 2016
• A survey of robust optimization based machine learning with special reference to support vector machinesManisha Singla, Debdas Ghosh, K.K. Shukla — 2019
• Assessing the robustness of steering decisions to the uncertainty of roaming traffic forecastsGuillaume Boulmier, Matthieu Chardy, Yann Dujardin — 2023

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