Pareto robust optimization on Euclidean vector spaces

نویسندگان

چکیده

Abstract Pareto efficiency for robust linear programs was introduced by Iancu and Trichakis in [Manage Sci 60(1):130–147, 9]. We generalize their approach theoretical results to optimization problems Euclidean spaces with affine uncertainty. Additionally, we demonstrate the value of this an exemplary manner area semidefinite programming (SDP). In particular, prove that computing a robustly optimal solution SDP is tractable illustrate benefit such solutions at example maximal eigenvalue problem. Furthermore, modify famous algorithm Goemans Williamson [Assoc Comput Mach 42(6):1115–1145, 8] order compute cuts max-cut problem yield improved approximation guarantee non-worst-case scenarios.

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ژورنال

عنوان ژورنال: Optimization Letters

سال: 2022

ISSN: ['1862-4480', '1862-4472']

DOI: https://doi.org/10.1007/s11590-022-01929-y