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Relaxed robust second-order-cone programming
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DOI：10.1016/j.amc.2009.01.019.png)
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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.
Keyword:
Second-order-cone program
Robust optimization
Convex analysis
Nonlinear optimization
期刊
IF:
3.4
论文数:
2.3W
被引数:
3.3W
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