Interval Uncertainty-Based Robust Optimization for Convex and Non-Convex Quadratic Programs with Applications in Network Infrastructure Planning
Steven Gabriel (),
Yohan Shim and
Networks and Spatial Economics, 2011, vol. 11, issue 1, 159-191
Keywords: Robust optimization; Interval uncertainty; Linear programming; Quadratic programming; Mixed-integer linear programming; Mixed-integer quadratic programming (search for similar items in EconPapers)
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8) Track citations by RSS feed
Downloads: (external link)
Access to full text is restricted to subscribers.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:kap:netspa:v:11:y:2011:i:1:p:159-191
Ordering information: This journal article can be ordered from
http://www.springer. ... ce/journal/11067/PS2
Access Statistics for this article
Networks and Spatial Economics is currently edited by Terry L. Friesz
More articles in Networks and Spatial Economics from Springer
Bibliographic data for series maintained by Sonal Shukla ().