Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity.
Thai Doan ChuongV. JeyakumarGuoyin LiD. WoolnoughPublished in: J. Glob. Optim. (2021)
Keyphrases
- decision rules
- linear program
- robust counterpart
- linear programming
- semi infinite
- objective function
- rough sets
- simplex method
- decision trees
- semidefinite
- semidefinite programming
- quadratic program
- decision table
- optimal solution
- rough set theory
- stochastic programming
- convex functions
- primal dual
- column generation
- attribute oriented
- extreme points
- interior point methods
- linear programming problems
- linear inequalities
- dynamic programming
- interior point
- rough sets theory
- simplex algorithm
- mixed integer
- robust optimization
- integer program
- data mining
- integer programming
- fuzzy sets
- np hard
- computer vision
- machine learning