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SIAMJO
2002
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14 years 10 months ago
Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
We consider a conic-quadratic (and in particular a quadratically constrained) optimization problem with uncertain data, known only to reside in some uncertainty set U. The robust ...
Aharon Ben-Tal, Arkadi Nemirovski, Cees Roos
82
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MP
2002
110views more  MP 2002»
14 years 10 months ago
Robust optimization - methodology and applications
Abstract. Robust Optimization (RO) is a modeling methodology, combined with computational tools, to process optimization problems in which the data are uncertain and is only known ...
Aharon Ben-Tal, Arkadi Nemirovski
ORL
2008
93views more  ORL 2008»
14 years 10 months ago
Polymatroids and mean-risk minimization in discrete optimization
We study discrete optimization problems with a submodular mean-risk minimization objective. For 0-1 problems a linear characterization of the convex lower envelope is given. For mi...
Alper Atamtürk, Vishnu Narayanan
63
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SCL
2008
95views more  SCL 2008»
14 years 10 months ago
Model validation for IQC uncertain systems with fixed initial conditions
: The paper considers a model validation problem for a class of uncertain systems in which the uncertainty is described by an integral quadratic constraint and the uncertain system...
Ian R. Petersen
99
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AUTOMATICA
2007
110views more  AUTOMATICA 2007»
14 years 10 months ago
Stability analysis of systems with uncertain time-varying delays
Stability in presence of bounded uncertain time-varying delays in the feedback loop of a system is studied. The delay parameter is assumed to be an unknown time-varying function f...
Chung-Yao Kao, Anders Rantzer