• Corpus ID: 43390895

Lecture 5 Adjustable Robust Multistage Optimization

@inproceedings{2009Lecture5A,
  title={Lecture 5 Adjustable Robust Multistage Optimization},
  author={},
  year={2009}
}

• Published 2009
• Mathematics

Format (5.1.1) covers all uncertain optimization problems considered so far; moreover, in these latter problems the objective f and the right hand side F of the constraints always were bi-affine in x, ζ, (that is, affine in x when ζ is fixed, and affine in ζ, x being fixed), and K was a “simple” convex cone (a direct product of nonnegative rays/Lorentz cones/Semidefinite cones, depending on whether we were speaking about uncertain Linear, Conic Quadratic or Semidefinite Optimization). We shall come back to this “well-structured” case later; for our immediate purposes the specific conic structure of instances plays no role, and we can focus on “general” uncertain problems in the form of (5.1.1).