Robust convex optimization: A new perspective that unifies and extends
Abstract Robust convex constraints are difficult to handle, since finding the worst-case scenario is equivalent to maximizing a convex function. In this paper, we propose a new approach to deal with such constraints that unifies most approaches known in the literature and extends them i...
Main Authors: | Bertsimas, Dimitris, Hertog, Dick d., Pauphilet, Jean, Zhen, Jianzhe |
---|---|
Other Authors: | Sloan School of Management |
Format: | Article |
Language: | English |
Published: |
Springer Berlin Heidelberg
2022
|
Online Access: | https://hdl.handle.net/1721.1/145481 |
Similar Items
-
Probabilistic Guarantees in Robust Optimization
by: Bertsimas, Dimitris, et al.
Published: (2022) -
A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints
by: Bertsimas, Dimitris, et al.
Published: (2022) -
A new perspective on low-rank optimization
by: Bertsimas, Dimitris, et al.
Published: (2023) -
On the approximability of adjustable robust convex optimization under uncertainty
by: Bertsimas, Dimitris J., et al.
Published: (2014) -
Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints
by: Bertsimas, Dimitris, et al.
Published: (2022)