• Corpus ID: 43390895

Lecture 5 Adjustable Robust Multistage Optimization

  title={Lecture 5 Adjustable Robust Multistage Optimization},
  • 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… 

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