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Pareto robust optimization on Euclidean vector spaces

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Main Authors: Dennis, Adelhütte, Christian, Biefel, Martina, Kuchlbauer
Format: Book
Language:English
Published: Springer 2023
Subjects:
SDP
robust linear programs
Online Access:https://link.springer.com/article/10.1007/s11590-022-01929-y
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7406
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spelling oai:localhost:PNK-74062023-04-03T03:29:31Z Pareto robust optimization on Euclidean vector spaces Dennis, Adelhütte Christian, Biefel Martina, Kuchlbauer SDP robust linear programs CC BY Pareto efficiency for robust linear programs was introduced by Iancu and Trichakis in [Manage Sci 60(1):130–147, 9]. We generalize their approach and theoretical results to robust optimization problems in Euclidean spaces with affine uncertainty. Additionally, we demonstrate the value of this approach in an exemplary manner in the area of robust semidefinite programming (SDP). In particular, we prove that computing a Pareto robustly optimal solution for a robust SDP is tractable and illustrate the benefit of such solutions at the example of the maximal eigenvalue problem. Furthermore, we modify the famous algorithm of Goemans and Williamson [Assoc Comput Mach 42(6):1115–1145, 8] in order to compute cuts for the robust max-cut problem that yield an improved approximation guarantee in non-worst-case scenarios. 2023-04-03T01:41:52Z 2023-04-03T01:41:52Z 2022 Book https://link.springer.com/article/10.1007/s11590-022-01929-y https://dlib.phenikaa-uni.edu.vn/handle/PNK/7406 en application/pdf Springer
institution Digital Phenikaa
collection Digital Phenikaa
language English
topic SDP
robust linear programs
spellingShingle SDP
robust linear programs
Dennis, Adelhütte
Christian, Biefel
Martina, Kuchlbauer
Pareto robust optimization on Euclidean vector spaces
description CC BY
format Book
author Dennis, Adelhütte
Christian, Biefel
Martina, Kuchlbauer
author_facet Dennis, Adelhütte
Christian, Biefel
Martina, Kuchlbauer
author_sort Dennis, Adelhütte
title Pareto robust optimization on Euclidean vector spaces
title_short Pareto robust optimization on Euclidean vector spaces
title_full Pareto robust optimization on Euclidean vector spaces
title_fullStr Pareto robust optimization on Euclidean vector spaces
title_full_unstemmed Pareto robust optimization on Euclidean vector spaces
title_sort pareto robust optimization on euclidean vector spaces
publisher Springer
publishDate 2023
url https://link.springer.com/article/10.1007/s11590-022-01929-y
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7406
_version_ 1762184300787138560
score 8.891145

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