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Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study.
Andreas Bärmann
Andreas Heidt
Alexander Martin
Sebastian Pokutta
Christoph Thurner
Published in:
Comput. Manag. Sci. (2016)
Keyphrases
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case study
convex sets
closed form
real world
lessons learned
development process
upper approximation
inherent uncertainty
cutting plane
computational power
finite number
approximation algorithms
mathematical programming
line drawings
uncertain data
artificial intelligence
data sets