Immunizing Conic Quadratic Optimization Problems Against Implementation Errors

A. Ben-Tal and Dick Den Hertog
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A. Ben-Tal: Tilburg University, Center For Economic Research

No 2011-060, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Conic Quadratic Program; hidden convexity; implementation error; robust optimization; simultaneous diagonalizability; S-lemma (search for similar items in EconPapers)
Date: 2011
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