摘要 : In earlier proposals, the robust counterpart of conic optimization problems exhibits a lateral increase in complexity, i.e., robust linear programming problems (LPs) become second order cone problems (SOCPs), robust SOCPs become s... 展开
作者 | Dimitris Bertsimas Melvyn Sim |
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作者单位 | |
期刊名称 | 《Mathematical Programming》 |
页码/总页数 | 5-36 / 32 |
语种 | 英语 |
关键词 | Robust Optimization Conic Optimization Stochastic Optimization |
DOI | 10.1007/s10107-005-0677-1 |
馆藏号 | E139EP00585 |