Robust linear optimization under general norms

Robust linear optimization under general norms (2004)

Cached

Download Links

by Dimitris Bertsimas , Dessislava Pachamanova B , Melvyn Sim

Citations:

BibTeX

@MISC{Bertsimas04robustlinear,
    author = {Dimitris Bertsimas and Dessislava Pachamanova B and Melvyn Sim},
    title = {Robust linear optimization under general norms},
    year = {2004}
}

Bookmark

OpenURL

Abstract

Citations

162	A.: Robust convex optimization - Ben-Tal, Nemirovski - 1998
149	A.: Robust solutions of uncertain linear programs - Ben-Tal, Nemirovski - 1999
108	Robust solutions to least-squares problems with uncertain data - Ghaoui, Lebret - 1997
86	M.: The price of robustness - Bertsimas, Sim - 2004
54	A.: Robust solutions of linear programming problems contaminated with uncertain data - Ben-Tal, Nemirovski - 2000
49	Optimal inequalities in probability theory: A convex optimization approach - Bertsimas, Popescu
49	Robust solutions to uncertain semidefinite programs - Ghaoui, Oustry, et al. - 1998
44	Convex programming with set-inclusive constraints and applications to inexact linear programming - Soyster - 1973
5	Robust solutions to uncertain semide nite programs - Ghaoui, Oustry, et al. - 1998
4	Exact solutions of inexact linear programs - Falk - 1976
4	On polyhedral approximations of the second-order - Ben-Tal, Nemirovski - 2001
3	Robust Solutions of Linear Programming - Ben-Tal, Nemirovski - 2000