21 search results - page 1 / 5 » Selected topics in robust convex optimization |
MP
2008
13 years 4 months ago
2008
Robust Optimization is a rapidly developing methodology for handling optimization problems affected by non-stochastic "uncertain-butbounded" data perturbations. In this p...
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
This paper deals with convex relaxations for quadratic distance problems, a class of optimization problems relevant to several important topics in the analysis and synthesis of ro...
CDC
2009
IEEE
13 years 8 months ago
2009
IEEE
—In kernel based regression techniques (such as Support Vector Machines or Least Squares Support Vector Machines) it is hard to analyze the influence of perturbed inputs on the ...
EOR
2008
13 years 4 months ago
2008
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...
SIAMJO
2008
13 years 4 months ago
2008
This paper concerns a fractional function of the form xT a/ xT Bx, where B is positive definite. We consider the game of choosing x from a convex set, to maximize the function, an...