SDP reformulation for robust optimization problems based on nonconvex QP duality
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DOI: 10.1007/s10589-012-9520-9
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- Giovanni P. Crespi & Daishi Kuroiwa & Matteo Rocca, 2017. "Quasiconvexity of set-valued maps assures well-posedness of robust vector optimization," Annals of Operations Research, Springer, vol. 251(1), pages 89-104, April.
- Crespi, Giovanni P. & Kuroiwa, Daishi & Rocca, Matteo, 2018. "Robust optimization: Sensitivity to uncertainty in scalar and vector cases, with applications," Operations Research Perspectives, Elsevier, vol. 5(C), pages 113-119.
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Keywords
Robust optimization; Second-order cone programming; Semidefinite programming; Nonconvex quadratic programming;All these keywords.
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