16 citations · 32 across the 24 of their papers we have counts for
Showing 2010Show all
2 papers · 1 filter
math.OC2010
First order dependence on uncertainty sets in robust optimization
C. H. Jeffrey Pang
We show that a first order problem can approximate solutions of a robust optimization problem when the uncertainty set is scaled, and explore further properties of this first order…
math.NA2010★ 1 cited
Level set methods for finding saddle points of general Morse index
C. H. Jeffrey Pang
For a real valued function, a point is critical if its derivatives are zero, and a critical point is a saddle point if it is not a local extrema. In this paper, we study algorithms…