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...

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Bibliographic Details
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

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