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SDP reformulation for robust optimization problems based on nonconvex QP duality.

Ryoichi NishimuraShunsuke HayashiMasao Fukushima
Published in: Comput. Optim. Appl. (2013)
Keyphrases
  • robust optimization
  • semidefinite programming
  • linear programming
  • mathematical programming
  • optimization problems
  • chance constrained
  • maximum margin
  • risk measures
  • objective function
  • pairwise
  • stochastic programming