A convergent hierarchy of SDP relaxations for a class of hard robust global polynomial optimization problems
Year of publication: |
July 2017
|
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Authors: | Chieu, N. H. ; Jeyakumar, Vaithilingam ; Li, Guoyin |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 45.2017, 4, p. 325-333
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Subject: | Robust optimization | Global polynomial optimization | Optimization under data uncertainty | Nonconvex optimization | Semi-definite programming relaxations | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics |
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