Showing papers by "Aharon Ben-Tal published in 2021"
TL;DR: In this paper, the robust counterparts of convex quadratic and conic constraints were derived for matrix-valued uncertain parameters, and the robustness of these constraints was analyzed.
Abstract: We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this fo...
3 citations