| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4632760 | Applied Mathematics and Computation | 2009 | 11 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
I. Averbakh, Y.B. Zhao,