27 search results - page 1 / 6 » Robust counterparts of errors-in-variables problems |
MP
2006
14 years 6 months ago
2006
In this paper, we propose a new methodology for handling optimization problems with uncertain data. With the usual Robust Optimization paradigm, one looks for the decisions ensurin...
CSDA
2007
14 years 6 months ago
2007
Of interest here are linear data fitting problems with uncertain data which lie in a given uncertainty set. A robust counterpart of such a problem may be interpreted as the probl...
SIAMJO
2002
14 years 6 months ago
2002
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 ...
MP
2008
14 years 6 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...
SIAMJO
2008
14 years 6 months ago
2008
We consider a rather general class of mathematical programming problems with data uncertainty, where the uncertainty set is represented by a system of convex inequalities. We prove...