论文信息 - Robust linear optimization under general norms - 字舞流文

Robust linear optimization under general norms

Melvyn Sim | Dimitris Bertsimas | Dessislava Pachamanova | D. Bertsimas | D. Pachamanova | Melvyn Sim

[1] Ioana Popescu,et al. Optimal Inequalities in Probability Theory: A Convex Optimization Approach , 2005, SIAM J. Optim..

[2] Melvyn Sim,et al. The Price of Robustness , 2004, Oper. Res..

[3] Arkadi Nemirovski,et al. Lectures on modern convex optimization - analysis, algorithms, and engineering applications , 2001, MPS-SIAM series on optimization.

[4] Arkadi Nemirovski,et al. On Polyhedral Approximations of the Second-Order Cone , 2001, Math. Oper. Res..

[5] Arkadi Nemirovski,et al. Robust solutions of Linear Programming problems contaminated with uncertain data , 2000, Math. Program..

[6] Arkadi Nemirovski,et al. Robust solutions of uncertain linear programs , 1999, Oper. Res. Lett..

[7] Arkadi Nemirovski,et al. Robust Convex Optimization , 1998, Math. Oper. Res..

[8] Laurent El Ghaoui,et al. Robust Solutions to Uncertain Semidefinite Programs , 1998, SIAM J. Optim..

[9] Laurent El Ghaoui,et al. Robust Solutions to Least-Squares Problems with Uncertain Data , 1997, SIAM J. Matrix Anal. Appl..

[10] W. Greub. Linear Algebra , 1981 .

[11] James E. Falk. Technical Note - Exact Solutions of Inexact Linear Programs , 1976, Oper. Res..

[12] Allen L. Soyster,et al. Technical Note - Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming , 1973, Oper. Res..