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math.OC2020
Calculating Radius of Robust Feasibility of Uncertain Linear Conic Programs via Semidefinite Programs
Miguel A. Goberna, Vaithilingam Jeyakumar, Guoyin Li
The radius of robust feasibility provides a numerical value for the largest possible uncertainty set that guarantees robust feasibility of an uncertain linear conic program. This d…
math.OC2020
Exact Conic Programming Reformulations of Two-Stage Adjustable Robust Linear Programs with New Quadratic Decision Rules
D. Woolnough, V. Jeyakumar, G. Li
In this paper we introduce a new parameterized Quadratic Decision Rule (QDR), a generalisation of the commonly employed Affine Decision Rule (ADR), for two-stage linear adjustable…