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Approximations to Robust Conic Optimization Problems

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Encyclopedia of Optimization

Article Outline

Introduction

Formulation

  Affine Data Dependency

  Tractable Approximations of a Conic Chance Constrained Problem

References

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References

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© 2008 Springer-Verlag

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Sim, M. (2008). Approximations to Robust Conic Optimization Problems . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_15

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