Relaxed robust second-order-cone programming
作者：
Highlights：
•
摘要
In this paper, we propose an approximate optimization model for the robust second-order-cone programming problem with a single-ellipsoid uncertainty set for which the computational complexity is not known yet. We prove that this approximate robust model can be equivalently reformulated as a finite convex optimization problem.
论文关键词：Second-order-cone program,Robust optimization,Convex analysis,Nonlinear optimization
论文评审过程：Available online 18 January 2009.
论文官网地址：https://doi.org/10.1016/j.amc.2009.01.019
