Robust convex quadratically constrained programs
نویسندگان
چکیده
منابع مشابه
Robust convex quadratically constrained programs
In this paper we study robust convex quadratically constrained programs, a subset of the class of robust convex programs introduced by Ben-Tal and Nemirovski [4]. Unlike [4], our focus in this paper is to identify uncertainty structures that allow the corresponding robust quadratically constrained programs to be reformulated as second-order cone programs. We propose three classes of uncertainty...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2003
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-003-0425-3