Robust Convex Optimization

Keywords

Mathematics, Robust optimization, Semidefinite programming, Mathematical optimization, Quadratically constrained quadratic program

References

• ROBUST SOLUTIONS TO LEAST-SQUARE PROBLEMS TO UNCERTAIN DATA MATRICESLaurent El Ghaoui, Hervé Lebret — 1997
• Robust and optimal controlJohn C. Doyle — 1995
• Robust Discrete Optimization and its ApplicationsA. E. Gerodimos, Panos Kouvelis, Gang Yu — 1996
• Technical Note - Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear ProgrammingA. L. Soyster — 1973
• On self-concordant convex–concave functionsArkadi Nemirovski — 1999
• Linear Matrix Inequalities in Systems and Control TheoryStephen Boyd — 1994
• Robust Truss Topology Design via Semidefinite ProgrammingAharon Ben‐Tal, Arkadi Nemirovski — 1997
• Convex programming with set-inclusive constraints and its applications to generalized linear and fractional programmingChanchal Singh — 1982
• Robust Solutions to Uncertain Semidefinite ProgramsLaurent El Ghaoui, François Oustry, Hervé Lebret — 1998
• Linear Matrix Inequalities In System And Control TheoryEdwin E. Yaz — 1998
• Technical Note - Exact Solutions of Inexact Linear ProgramsJames E. Falk — 1976
• Robust Optimization of Large-Scale SystemsJohn M. Mulvey, Robert J. Vanderbei, Stavros A. Zenios — 1995
• Linear Matrix Inequalities in System and Control TheoryStephen Boyd, Laurent El Ghaoui, Eric Feron — 1994
• Robust and Optimal ControlKemin Zhou, John C. Doyle, K. Glover — 1997
• Robust Discrete Optimization and Its ApplicationsPanos Kouvelis, Gang Yu — 1997

Cited by

• Data Uncertainty in Markov Chains: Application to Cost-Effectiveness Analyses of Medical InnovationsJoel Goh, Mohsen Bayati, Stefanos Zenios — 2018
• Trends in Multiple Criteria Decision AnalysisMatthias Ehrgott — 2010
• Semidefinite and Cone Programming Bibliography/CommentsHenry Wolkowicz — 2009
• Completing the Information Chain: On the Theory of Optimal Information Acquisition for Quantitative Decision MakingD. Grace — 2012
• Real-time management of berth allocation with stochastic arrival and handling timesNitish Umang, Michel Bierlaire, Alan L. Erera — 2017
• Computational tools for aircraft system analysis and optimizationPetter Krus — 2008
• Sequential Optimization in Changing Environments: Theory and Application to Online Content Recommendation ServicesYonatan Gur — 2014
• Méthodes d'analyse de la variabilité et de conception robuste des circuits analogiques dans les technologies CMOS avancéesHubert Filiol — 2010
• Adaptive policymaking under deep uncertainty: Optimal preparedness for the next pandemicC. Hamarat, Jan Kwakkel, Erik Pruyt — 2012
• AN IMPLICIT FORMULATION OF MATHEMATICAL PROGRAM WITH COMPLEMENTARITY CONSTRAINTS FOR APPLICATION TO ROBUST STRUCTURAL OPTIMIZATIONYoshihiro Kanno — 2011
• Robust linear optimization with recourse: Solution methods and other propertiesTara Terry — 2009
• On Robustness and Regularization of Structural Support Vector MachinesMohamad Ali Torkamani, Daniel Lowd — 2014
• Beamforming optimization for two-way relay channelH. Chen — 2014
• The robust Merton problem of an ambiguity averse investorSara Biagini, Mustafa Ç. Pı̆nar — 2015
• Robust optimization of radiation therapy accounting for geometric uncertaintyAlbin Fredriksson — 2013
• Robust Cross-dock Location Model Accounting for Demand UncertaintyStephanie Spangler — 2013
• A note on robust 0-1 optimization with uncertain cost coefficientsMustafa �. P�nar — 2004
• Certainty Closure: A Framework for Reliable Constraint Reasoning with UncertaintyNeil Yorke‐Smith, Carmen Gervet — 2003
• Linear Optimization Problems with Inexact DataMarkus Fiedler — 2006
• Ambiguous chance constrained programs: algorithms and applicationsGarud Iyengar, Emre Erdogan — 2007

Related papers

• Advances in convex optimization : conic programmingArkadi Nemirovski — 2005
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• Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximationXiao Jin Zheng, Xiao Sun, Duan Li — 2011
• Infeasibility Detection in the Alternating Direction Method of Multipliers for Convex OptimizationGoran Banjac, Paul J. Goulart, Bartolomeo Stellato — 2018