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Relaxed robust second-order-cone programming
Averbakh, I.2; Zhao, Y. B.1,3
2009-04-15
Source PublicationAPPLIED MATHEMATICS AND COMPUTATION
ISSN0096-3003
Volume210Issue:2Pages:387-397
AbstractIn 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.
KeywordSecond-order-cone program Robust optimization Convex analysis Nonlinear optimization
DOI10.1016/j.amc.2009.01.019
Language英语
Funding ProjectNatural Sciences and Engineering Research Council of Canada (NSERC) ; National Natural Science Foundation of China[10671199] ; National Natural Science Foundation of China[70221001]
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000264637100012
PublisherELSEVIER SCIENCE INC
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/8745
Collection中国科学院数学与系统科学研究院
Corresponding AuthorZhao, Y. B.
Affiliation1.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
Recommended Citation
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.
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