Concepedia
Optimization and Engineering · 2007 · 18 citations · 9 references
Conic OptimizationSemidefinite ProgrammingInverse ProblemsRobust SolutionsQuadratic Programming
9
Robust Convex Optimization
Aharon Ben‐Tal, Arkadi Nemirovski · Mathematics of Operations Research · 1998 · 2.6K citations
Mathematical Programming, Engineering, Data Science +12
Applications of second-order cone programming
Miguel Sousa Lobo, Lieven Vandenberghe, Stephen Boyd et al. · Linear Algebra and its Applications · 1998 · 2.4K citations
Mathematical Programming, Numerical Analysis, Engineering +4
Robust optimization ? methodology and applications
Aharon Ben‐Tal, Arkadi Nemirovski · Mathematical Programming · 2002 · 1.4K citations
Mathematical Programming, Engineering, Robust Design +6
Robust Solutions to Least-Squares Problems with Uncertain Data
Laurent El Ghaoui, Hervé Lebret · SIAM Journal on Matrix Analysis and Applications · 1997 · 1.1K citations
Robust Portfolio Selection Problems
Donald Goldfarb, Garud Iyengar · Mathematics of Operations Research · 2003 · 912 citations
Mathematical Programming, Portfolio Optimization, Engineering +15