220 citations · 251 across the 24 of their papers we have counts for
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math.OC2018★ 5 cited
Improved Decision Rule Approximations for Multi-Stage Robust Optimization via Copositive Programming
Guanglin Xu, Grani A. Hanasusanto
We study decision rule approximations for generic multi-stage robust linear optimization problems. We consider linear decision rules for the case when the objective coefficients, t…
math.OC2018★ 1 cited
Finding Minimum Volume Circumscribing Ellipsoids Using Generalized Copositive Programming
Areesh Mittal, Grani A. Hanasusanto
We study the problem of finding the Lowner-John ellipsoid, i.e., an ellipsoid with minimum volume that contains a given convex set. We reformulate the problem as a generalized copo…