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BMS-DMV LIEGE 2001
June 8-10, 2001
University of Liège
Liège, Belgium

Organizers
Klaus D. Bierstedt, J. Schmets

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Robust solutions of uncertain quadratic optimization problems
by
Aharon Ben-Tal
Technion,Haifa and TU Delft
Coauthors: Arkadi Nemirovski (Technion, Haifa), Kees Roos (TU-Delft)

The problem of finding a robust solution for an uncertain quadratically constrained problem , under ellipsoidal uncertainty set, is NP hard. We show how to construct approximate robust solutions via Semidefinite programming and find a dimension-free estimate for the quality of the approximation.

Date received: March 30, 2001

Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cahh-00.