Robust Quadratic Programming with Mixed-Integer Uncertainty
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DOI: 10.1287/ijoc.2019.0901
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- Yu, Pengfei & Gao, Ruotian & Xing, Wenxun, 2021. "Maximizing perturbation radii for robust convex quadratically constrained quadratic programs," European Journal of Operational Research, Elsevier, vol. 293(1), pages 50-64.
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Keywords
robust optimization; quadratic programming; copositive programming; semidefinite programming;All these keywords.
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