Relaxed robust second-order-cone programming

doi:10.1016/j.amc.2009.01.019

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	Relaxed robust second-order-cone programming
	Averbakh, I.2; Zhao, Y. B.1,3
	2009-04-15
发表期刊	APPLIED MATHEMATICS AND COMPUTATION
ISSN	0096-3003
卷号	210 期号:2 页码:387-397
摘要	In this paper, we propose an approximate optimization model for the robust second-order-cone programming problem with a single-ellipsoid uncertainty set for which the computational complexity is not known yet. We prove that this approximate robust model can be equivalently reformulated as a finite convex optimization problem. (c) 2009 Elsevier Inc. All rights reserved.
关键词	Second-order-cone program Robust optimization Convex analysis Nonlinear optimization
DOI	10.1016/j.amc.2009.01.019
语种	英语
资助项目	Natural Sciences and Engineering Research Council of Canada (NSERC) ; National Natural Science Foundation of China[10671199] ; National Natural Science Foundation of China[70221001]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000264637100012
出版者	ELSEVIER SCIENCE INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/8745
专题	中国科学院数学与系统科学研究院
通讯作者	Zhao, Y. B.
作者单位	1.Univ Birmingham, Sch Math, Birmingham B15 2TT, W Midlands, England 2.Univ Toronto, Div Management, Scarborough, ON M1C 1A4, Canada 3.Chinese Acad Sci, Inst Appl Math, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Averbakh, I.,Zhao, Y. B.. Relaxed robust second-order-cone programming[J]. APPLIED MATHEMATICS AND COMPUTATION,2009,210(2):387-397.
APA	Averbakh, I.,&Zhao, Y. B..(2009).Relaxed robust second-order-cone programming.APPLIED MATHEMATICS AND COMPUTATION,210(2),387-397.
MLA	Averbakh, I.,et al."Relaxed robust second-order-cone programming".APPLIED MATHEMATICS AND COMPUTATION 210.2(2009):387-397.