Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study-Reference-Cited by-同舟云学术

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Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study

Published:2015-10-28 Issue:2 Volume:13 Page:151-193
ISSN:1619-697X
Container-title:Computational Management Science
language:en
Short-container-title:Comput Manag Sci

Author:

Bärmann Andreas,Heidt Andreas,Martin Alexander,Pokutta Sebastian,Thurner Christoph

Funder

BMBF

ComplexWorld Research Network

DLR

WTT

NSF

Publisher

Springer Science and Business Media LLC

Subject

Information Systems,Management Information Systems

Link

http://link.springer.com/content/pdf/10.1007/s10287-015-0243-0.pdf

Reference22 articles.

1. Ben-Tal A, Nemirovski A (2000) Robust solutions of linear programming problems contaminated with uncertain data. Math Program A 88:411–424

2. Ben-Tal A, Nemirovski A (2001) On polyhedral approximations of the second-order cone. Math Oper Res 26:193–205

3. Ben-Tal A, El Ghaoui L, Nemirovski A (2009) Robust optimization. Princeton University Press

4. Bertsimas D, Sim M (2003) Robust discrete optimization and network flows. Math Program B 98:49–71

5. Bertsimas D, Sim M (2004) The price of robustness. Oper Res 52(1):35–53

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2. A novel robust evaluation approach to improve systematic behavior of failure safety in water supply system under various ellipsoid uncertainties;Scientific Reports;2024-04-16

3. Rational polyhedral outer-approximations of the second-order cone;Discrete Optimization;2021-05

4. Stability and Continuity in Robust Optimization;SIAM Journal on Optimization;2017-01

5. Erratum to: Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study;Computational Management Science;2016-12-24

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