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    SIAMJO
    2002
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    Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
    13 years 11 months ago
    Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
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    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
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