Adjustable Robust Optimization Models for Nonlinear Multi-Period Optimization ∗
暂无分享,去创建一个
[1] Werner Dinkelbach. On Nonlinear Fractional Programming , 1967 .
[2] T. Tanaka,et al. Generalized quasiconvexities, cone saddle points, and minimax theorem for vector-valued functions , 1994 .
[3] Daishi Kuroiwa,et al. Convexity for set-valued maps , 1996 .
[4] Arkadi Nemirovski. The long-step method of analytic centers for fractional problems , 1997, Math. Program..
[5] Arkadi Nemirovski,et al. Robust Convex Optimization , 1998, Math. Oper. Res..
[6] H. Tuy. Convex analysis and global optimization , 1998 .
[7] Arkadi Nemirovski,et al. Robust solutions of uncertain linear programs , 1999, Oper. Res. Lett..
[8] Arkadi Nemirovski,et al. Lectures on modern convex optimization - analysis, algorithms, and engineering applications , 2001, MPS-SIAM series on optimization.
[9] Elana Guslitser. UNCERTAINTY- IMMUNIZED SOLUTIONS IN LINEAR PROGRAMMING , 2002 .
[10] Donald Goldfarb,et al. Robust Portfolio Selection Problems , 2003, Math. Oper. Res..
[11] Nicolae Popovici,et al. Characterizations of convex and quasiconvex set-valued maps , 2003, Math. Methods Oper. Res..
[12] A. Ben-Tal,et al. Adjustable robust solutions of uncertain linear programs , 2004, Math. Program..
[13] Mustafa Ç. Pinar,et al. Robust profit opportunities in risky financial portfolios , 2005, Oper. Res. Lett..
[14] Stephen P. Boyd,et al. Convex Optimization , 2004, Algorithms and Theory of Computation Handbook.
[15] O. L. Mangasarian,et al. An Interior-Point Method for Multifractional Programs with Convex Constraints , .