Polyhedral Approximation of Ellipsoidal Uncertainty Sets via Extended Formulations - a computational case study
Author: | Andreas Bärmann, Andreas Heidt, Alex Martin, er, Sebastian Pokutta, Christoph Thurner |
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Document Type: | Article |
Parent Title (English): | Computational Management Science |
Volume: | 13 |
Issue: | 2 |
First Page: | 151 |
Last Page: | 193 |
Year of first publication: | 2016 |
Page Number: | 43 |
Notes: | Additional Note: http://link.springer.com/article/10.1007/s10287-015-0243-0 DOI:10.1007/s10287-015-0243-0 |
Notes: | URL of the PDF: http://link.springer.com/article/10.1007/s10287-015-0243-0 |
URL: | http://www.optimization-online.org/DB_HTML/2014/02/4245.html |