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File(s) can be accessed via the link:

https://github.com/ahmadreza-marandi/RobustQO

RobustQO, data and codes related to the paper: "Extending the scope of robust quadratic optimization."

software
posted on 19.11.2020, 15:07 by Ahmadreza MarandiAhmadreza Marandi, D. den HertogD. den Hertog, Bertrand Melenberg, Aharon Ben-Tal
Codes related to the paper
Marandi, Ahmadreza, et al. "Extending the scope of robust quadratic optimization." arXiv preprint arXiv:1909.01762 (2019)


You can see the documentation by looking at Readme file or clicking on the link below:
https://github.com/ahmadreza-marandi/RobustQO

History

References

Publisher

4TU.ResearchData

Format

Matlab code

Organizations

Eindhoven University of Technology, Department of Industrial Engineering & Innovation Sciences, Operations, Planning, Accounting and Control

Usage metrics

Eindhoven University of TechnologyEindhoven University of Technology

Categories

Keywords

Robust Optimization methodQuadratic optimizationInner approximationOuter approximationMean-variance uncertainty

Licence

CC BY-SA 4.0

Exports