Relaxed robust second-order-cone programming
文献类型：期刊论文
| 作者 | Averbakh, I.2; Zhao, Y. B.1,3 |
| 刊名 | APPLIED MATHEMATICS AND COMPUTATION
 |
| 出版日期 | 2009-04-15 |
| 卷号 | 210期号:2页码:387-397 |
| 关键词 | Second-order-cone program Robust optimization Convex analysis Nonlinear optimization |
| ISSN号 | 0096-3003 |
| DOI | 10.1016/j.amc.2009.01.019 |
| 英文摘要 | In this paper, we propose an approximate optimization model for the robust second-order-cone programming problem with a single-ellipsoid uncertainty set for which the computational complexity is not known yet. We prove that this approximate robust model can be equivalently reformulated as a finite convex optimization problem. (c) 2009 Elsevier Inc. All rights reserved. |
| 资助项目 | Natural Sciences and Engineering Research Council of Canada (NSERC) ; National Natural Science Foundation of China[10671199] ; National Natural Science Foundation of China[70221001] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000264637100012 |
| 出版者 | ELSEVIER SCIENCE INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/8744]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhao, Y. B. |
| 作者单位 | 1.Univ Birmingham, Sch Math, Birmingham B15 2TT, W Midlands, England 2.Univ Toronto, Div Management, Scarborough, ON M1C 1A4, Canada 3.Chinese Acad Sci, Inst Appl Math, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Averbakh, I.,Zhao, Y. B.. Relaxed robust second-order-cone programming[J]. APPLIED MATHEMATICS AND COMPUTATION,2009,210(2):387-397. |
| APA | Averbakh, I.,&Zhao, Y. B..(2009).Relaxed robust second-order-cone programming.APPLIED MATHEMATICS AND COMPUTATION,210(2),387-397. |
| MLA | Averbakh, I.,et al."Relaxed robust second-order-cone programming".APPLIED MATHEMATICS AND COMPUTATION 210.2(2009):387-397. |
入库方式： OAI收割
来源：数学与系统科学研究院
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