Nonconvex robust programming via value-function optimization
- 1 March 2021
- journal article
- research article
- Published by Springer Nature in Computational Optimization and Applications
- Vol. 78 (2), 411-450
- https://doi.org/10.1007/s10589-020-00245-4
Abstract
No abstract availableKeywords
Funding Information
- U.S. Air Force Academy (FA9550-18-1-0382)
- National Science Foundation (IIS-1632971)
This publication has 34 references indexed in Scilit:
- Nonconvex Games with Side ConstraintsSIAM Journal on Optimization, 2011
- Theory and Applications of Robust OptimizationSIAM Review, 2011
- Robust solution of monotone stochastic linear complementarity problemsMathematical Programming, 2007
- Robust Asset AllocationAnnals of Operations Research, 2004
- Error Bounds for Lower Semicontinuous Functions in Normed SpacesSIAM Journal on Optimization, 2001
- Exact penalization via dini and hadamard conditional derivativesOptimization Methods and Software, 1998
- Error bounds in mathematical programmingMathematical Programming, 1997
- Perturbation Analysis of a Condition Number for Linear SystemsSIAM Journal on Matrix Analysis and Applications, 1994
- Exact Penalty Functions in Constrained OptimizationSIAM Journal on Control and Optimization, 1989
- The Theory of Max-Min, with ApplicationsSIAM Journal on Applied Mathematics, 1966