Robust Convex Optimization

Published Online:https://doi.org/10.1287/moor.23.4.769

References

  • Ben-Tal A. , Nemirovski A. Robust solutions to uncertain linear problems. (1995a) . Research report # 6/95, Optimization Laboratory, Faculty of Industrial Engineering and Management, Technion—The Israel Institute of Technology, Technion City, Haifa 32000, Israel Google Scholar
  • Ben-Tal A. , Nemirovski A. Robust convex programming. (1995b) . Working paper, Faculty of Industrial Engineering and Management, Technion—The Israel Institute of Technology, Technion City, Haifa 32000, Israel Google Scholar
  • Ben-Tal A. , Nemirovski A. Robust truss topology design via semidefinite programming. SIAM J. Optim. (1997) 7 991 1016 CrossrefGoogle Scholar
  • Boyd S. , El Ghaoui L. , Feron E. , Balakrishnan V. Linear Matrix Inequalities in System and Control Theory (1994) (Society of Industrial and Applied Mathematics, Philadelphia) CrossrefGoogle Scholar
  • El-Ghaoui L. , Lebret H. Robust solutions to least-square problems with uncertain data matrices. (1996) . Working paper, Ecole Nationale Supérieure De Techniques Avancées, 32, Bd. Victor, 75739 Paris, France Google Scholar
  • Falk J. E. Exact solutions to inexact linear programs. Oper. Res. (1976) 34 783 787 LinkGoogle Scholar
  • Kouvelis P. , Yu G. Robust Discrete Optimization and Its Applications. Nonconvex Optimization and Its Applications (1997) 14 (Kluwer Academic Publishers, Dordrecht, Germany) CrossrefGoogle Scholar
  • Mulvey J. M. , Vanderbei R. J. , Zenios S. A. Robust optimization of large-scale systems. Oper. Res. (1995) 43 264 281 LinkGoogle Scholar
  • Nemirovski A. On self-concordant convex-concave functions. (1997) . Research report # 3/97 (June 1997), Optimization Laboratory Faculty of Industrial Engineering and Management, Technion—The Israel Institute of Technology, Technion City, Haifa 32000, Israel Google Scholar
  • Nesterov Yu. , Nemirovski A. Interior Point Polynomial Methods in Convex Programming (1994) (Society of Industrial and Applied Mathematics, Philadelphia) CrossrefGoogle Scholar
  • Oustry H. , El Ghaoui L. , Lebret H. Robust solutions to uncertain semidefinite programs. (1996) . Working paper, Ecole Nationale Supérieure De Techniques Avancées, 32, Bd. Victor, 75739 Paris, France. SIAM J. Optim. (to appear) Google Scholar
  • Rockafellar R. T. Convex Analysis (1970) (Princeton University Press, Princeton, NJ) CrossrefGoogle Scholar
  • Singh C. Convex programming with set-inclusive constraints and its applications to generalized linear and fractional programming. JOTA (1982) 38 33 42 CrossrefGoogle Scholar
  • Soyster A. L. Convex programming with set-inclusive constraints and applications to inexact linear programming. Oper. Res. (1973) 21 1154 1157 LinkGoogle Scholar
  • Zhou K. , Doyle J. , Glover K. Robust and Optimal Control (1995) (Prentice Hall, NJ) Google Scholar
INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.