Extending the Scope of Robust Quadratic Optimization
Sign Up to like & getrecommendations! Published in 2021 at "INFORMS Journal on Computing"
DOI: 10.1287/ijoc.2021.1059
Abstract: We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. Our results… read more here.
Keywords: robust quadratic; quadratic optimization; optimization; scope robust ... See more keywords