A Unified Early Termination Technique for Primal-Dual Algorithms in Mixed Integer Conic Programming
Yuwen Chen, Catherine Ning and Paul J. Goulart
IEEE Control Systems Letters,
vol. 7,
pp. 2803-2808,
July
2023.
BibTeX
URL
Preprint
@article{CNG:2023, author = {Chen, Yuwen and Ning, Catherine and Goulart, Paul J.}, title = {A Unified Early Termination Technique for Primal-Dual Algorithms in Mixed Integer Conic Programming}, journal = {IEEE Control Systems Letters}, year = {2023}, volume = {7}, pages = {2803-2808}, url = {https://ieeexplore.ieee.org/abstract/document/10160117}, doi = {10.1109/LCSYS.2023.3289062} }
A Higher-Order Generalized Singular Value Decomposition for Rank-Deficient Matrices
Idris Kempf, Paul J. Goulart and Stephen R. Duncan
SIAM Journal on Matrix Analysis and Applications,
vol. 44,
no. 3,
pp. 1047-1072,
July
2023.
BibTeX
URL
Preprint
@article{KGD:2023, author = {Kempf, Idris and Goulart, Paul J. and Duncan, Stephen R.}, title = {A Higher-Order Generalized Singular Value Decomposition for Rank-Deficient Matrices}, journal = {SIAM Journal on Matrix Analysis and Applications}, year = {2023}, volume = {44}, number = {3}, pages = {1047-1072}, url = {https://doi.org/10.1137/21M1443881}, doi = {10.1137/21M1443881} }
An Efficient IPM Implementation for A Class of Nonsymmetric Cones
Yuwen Chen and Paul J. Goulart
May
2023.
BibTeX
Preprint
@misc{CG:2023, author = {Yuwen Chen and Paul J. Goulart}, title = {An Efficient IPM Implementation for A Class of Nonsymmetric Cones}, year = {2023} }
Reliably-Stabilizing Piecewise-Affine Neural Network Controllers
Filippo Fabiani and Paul J. Goulart
IEEE Transactions on Automatic Control,
vol. 68,
no. 9,
pp. 5201-5215,
2023.
BibTeX
URL
Preprint
@article{FG:2023, author = {Fabiani, Filippo and Goulart, Paul J.}, title = {Reliably-Stabilizing Piecewise-Affine Neural Network Controllers}, journal = {IEEE Transactions on Automatic Control}, year = {2023}, volume = {68}, number = {9}, pages = {5201-5215}, url = {https://ieeexplore.ieee.org/document/9928332}, doi = {10.1109/TAC.2022.3216978} }
An Early Termination Technique for ADMM in Mixed Integer Conic Programming
Yuwen Chen and Paul J. Goulart
in 2022 European Control Conference (ECC),
London, UK,
pp. 60-65,
July
2022.
BibTeX
URL
@inproceedings{CG:2022b, author = {Chen, Yuwen and Goulart, Paul J.}, title = {An Early Termination Technique for ADMM in Mixed Integer Conic Programming}, booktitle = {2022 European Control Conference (ECC)}, year = {2022}, pages = {60-65}, url = {https://ieeexplore.ieee.org/abstract/document/9838218}, doi = {10.23919/ECC55457.2022.9838218} }
Burer-Monteiro ADMM for Large-scale Diagonally Constrained SDPs
Yuwen Chen and Paul J. Goulart
in 2022 European Control Conference (ECC),
London, UK,
pp. 66-71,
July
2022.
BibTeX
Preprint
@inproceedings{CG:2022, author = {Chen, Yuwen and Goulart, Paul J.}, title = {Burer-Monteiro ADMM for Large-scale Diagonally Constrained SDPs}, booktitle = {2022 European Control Conference (ECC)}, year = {2022}, pages = {66-71}, doi = {10.23919/ECC55457.2022.9838160} }
Safeguarded Anderson acceleration for parametric nonexpansive operators
Michael Garstka, Mark Cannon and Paul J. Goulart
in 2022 European Control Conference (ECC),
London, UK,
pp. 435-440,
July
2022.
BibTeX
URL
Preprint
@inproceedings{GCG:2022, author = {Garstka, Michael and Cannon, Mark and Goulart, Paul J.}, title = {Safeguarded Anderson acceleration for parametric nonexpansive operators}, booktitle = {2022 European Control Conference (ECC)}, year = {2022}, pages = {435-440}, url = {https://ieeexplore.ieee.org/abstract/document/9838320}, doi = {10.23919/ECC55457.2022.9838320} }
Model Predictive Control for Electron Beam Stabilization in a Synchrotron
Idris Kempf, Paul J. Goulart, Stephen R. Duncan and Michael Abbott
in 2022 European Control Conference (ECC),
London, UK,
pp. 814-819,
July
2022.
BibTeX
URL
Preprint
@inproceedings{KGDM:2022, author = {Kempf, Idris and Goulart, Paul J. and Duncan, Stephen R. and Abbott, Michael}, title = {Model Predictive Control for Electron Beam Stabilization in a Synchrotron}, booktitle = {2022 European Control Conference (ECC)}, year = {2022}, pages = {814-819}, url = {https://ieeexplore.ieee.org/abstract/document/9838467}, doi = {10.23919/ECC55457.2022.9838467} }
Learning ODE Models with Qualitative Structure Using Gaussian Processes
Steffen Ridderbusch, Christian Offen, Sina Ober-Bloebaum and Paul J. Goulart
in 2021 IEEE Conference on Decision and Control (CDC),
December
2021.
BibTeX
@inproceedings{ROOG:2021, author = {Steffen Ridderbusch and Christian Offen and Sina Ober-Bloebaum and Paul J. Goulart}, title = {Learning ODE Models with Qualitative Structure Using Gaussian Processes}, booktitle = {2021 IEEE Conference on Decision and Control (CDC)}, year = {2021} }
COSMO: A conic operator splitting method for convex conic problems
Michael Garstka, Mark Cannon and Paul J. Goulart
Journal of Optimization Theory and Applications,
vol. 190,
no. 3,
pp. 779-810,
August
2021.
BibTeX
URL
Preprint
Code
@article{GCG:2021, author = {Michael Garstka and Mark Cannon and Paul J. Goulart}, title = {COSMO: A conic operator splitting method for convex conic problems}, journal = {Journal of Optimization Theory and Applications}, year = {2021}, volume = {190}, number = {3}, pages = {779-810}, url = {https://doi.org/10.1007/s10957-021-01896-x}, doi = {10.1007/s10957-021-01896-x} }
The optimal transport paradigm enables data compression in data-driven robust control
F. Fabiani and P. J. Goulart
in American Control Conference,
New Orleans, LA, USA,
pp. 3431-3436,
June
2021.
BibTeX
@inproceedings{FG:2021, author = {F. Fabiani and P. J. Goulart}, title = {The optimal transport paradigm enables data compression in data-driven robust control}, booktitle = {American Control Conference}, year = {2021}, pages = {3431-3436} }
Convexity and Feedback in Approximate Dynamic Programming for Delivery Time Slot Pricing
Denis Lebedev, Kostas Margellos and Paul J. Goulart
IEEE Transactions on Control Systems Technology,
pp. 1-8,
February
2021.
BibTeX
URL
Preprint
@article{LMG:2021b, author = {Lebedev, Denis and Margellos, Kostas and Goulart, Paul J.}, title = {Convexity and Feedback in Approximate Dynamic Programming for Delivery Time Slot Pricing}, journal = {IEEE Transactions on Control Systems Technology}, year = {2021}, pages = {1-8}, url = {https://ieeexplore.ieee.org/document/9486899}, doi = {10.1109/TCST.2021.3093648} }
An active-set algorithm for norm constrained quadratic problems
N. Rontsis, P. J. Goulart and Y. Nakatsukasa
Mathematical Programming,
vol. 193,
no. 1,
pp. 447-483,
January
2021.
BibTeX
URL
Preprint
Code
@article{RGN:2022b, author = {N. Rontsis and P. J. Goulart and Y. Nakatsukasa}, title = {An active-set algorithm for norm constrained quadratic problems}, journal = {Mathematical Programming}, year = {2021}, volume = {193}, number = {1}, pages = {447-483}, url = {https://doi.org/10.1007/s10107-021-01617-2}, doi = {10.1007/s10107-01617-2} }
On the robustness of equilibria in generalized aggregative games
F. Fabiani, K. Margellos and P. J. Goulart
in 2020 IEEE Conference on Decision and Control (CDC),
Jeju Island, Korea,
December
2020.
BibTeX
@inproceedings{FMG:2020, author = {F. Fabiani and K. Margellos and P. J. Goulart}, title = {On the robustness of equilibria in generalized aggregative games}, booktitle = {2020 IEEE Conference on Decision and Control (CDC)}, year = {2020} }
Optimal Approximation of Doubly Stochastic Matrices
N. Rontsis and P. J. Goulart
in 23rd International Conference on Artificial Intelligence and Statistics (AISTATS),
Palermo, Italy,
pp. 3589-3598,
August
2020.
BibTeX
URL
Preprint
@inproceedings{RG:2020, author = {N. Rontsis and P. J. Goulart}, title = {Optimal Approximation of Doubly Stochastic Matrices}, booktitle = {23rd International Conference on Artificial Intelligence and Statistics (AISTATS)}, year = {2020}, pages = {3589-3598}, url = {http://proceedings.mlr.press/v108/rontsis20a.html} }
A clique graph based merging strategy for decomposable SDPs
M. Garstka, M. Cannon and P. J. Goulart
in IFAC World Congress,
Berlin, Germany,
July
2020.
BibTeX
Preprint
Code
@inproceedings{GCG:2020, author = {M. Garstka and M. Cannon and P. J. Goulart}, title = {A clique graph based merging strategy for decomposable SDPs}, booktitle = {IFAC World Congress}, year = {2020} }
Fast Gradient Method for Model Predictive Control with Input Rate and Amplitude Constraints
I. Kempf, P. J. Goulart and S. Duncan
in IFAC World Congress,
Berlin, Germany,
July
2020.
BibTeX
@inproceedings{KGD:2020, author = {I. Kempf and P. J. Goulart and S. Duncan}, title = {Fast Gradient Method for Model Predictive Control with Input Rate and Amplitude Constraints}, booktitle = {IFAC World Congress}, year = {2020} }
Distributionally Robust Optimization Techniques in Batch Bayesian Optimization
N. Rontsis, M. A. Osborne and P. J. Goulart
Journal of Machine Learning Research,
vol. 21,
no. 149,
pp. 1-26,
July
2020.
BibTeX
URL
Preprint
Code
@article{ROG:2020, author = {N. Rontsis and M. A. Osborne and P. J. Goulart}, title = {Distributionally Robust Optimization Techniques in Batch Bayesian Optimization}, journal = {Journal of Machine Learning Research}, year = {2020}, volume = {21}, number = {149}, pages = {1-26}, url = {https://jmlr.org/papers/v21/18-211.html} }
Accuracy of approximate projection to the semidefinite cone
P. J. Goulart, Y. Nakatsukasa and N. Rontsis
Linear Algebra and Its Applications,
vol. 594,
pp. 177-192,
June
2020.
BibTeX
URL
Preprint
@article{GNR:2020, author = {P. J. Goulart and Y. Nakatsukasa and N. Rontsis}, title = {Accuracy of approximate projection to the semidefinite cone}, journal = {Linear Algebra and Its Applications}, year = {2020}, volume = {594}, pages = {177-192}, url = {https://doi.org/10.1016/j.laa.2020.02.014}, doi = {10.1016/j.laa.2020.02.014} }
OSQP: An Operator Splitting Solver for Quadratic Programs
B. Stellato, G. Banjac, Paul J. Goulart, A. Bemporad and S. Boyd
Mathematical Programming Computation,
February
2020.
BibTeX
URL
Preprint
Code
@article{SBGetal:2020, author = {B. Stellato and G. Banjac and Goulart, Paul J. and A. Bemporad and S. Boyd}, title = {OSQP: An Operator Splitting Solver for Quadratic Programs}, journal = {Mathematical Programming Computation}, year = {2020}, url = {https://doi.org/10.1007/s12532-020-00179-2}, doi = {10.1007/s12532-020-00179-2} }
Infeasibility Detection in the Alternating Direction Method of Multipliers for Convex Optimization
G. Banjac, P. J. Goulart, B. Stellato and S. Boyd
Journal of Optimization Theory and Applications,
vol. 183,
no. 2,
pp. 490-519,
August
2019.
BibTeX
URL
Preprint
@article{BGSG:2019, author = {G. Banjac and P. J. Goulart and B. Stellato and S. Boyd}, title = {Infeasibility Detection in the Alternating Direction Method of Multipliers for Convex Optimization}, journal = {Journal of Optimization Theory and Applications}, year = {2019}, volume = {183}, number = {2}, pages = {490-519}, url = {https://doi.org/10.1007/s10957-019-01575-y}, doi = {10.1007/s10957-019-01575-y} }
Decentralized Resource Allocation via Dual Consensus ADMM
G. Banjac, F. Rey, P. J. Goulart and J. Lygeros
in American Control Conference,
Philadelphia, PA, USA,
pp. 2789-2794,
July
2019.
BibTeX
Preprint
@inproceedings{BRGL:2019, author = {G. Banjac and F. Rey and P. J. Goulart and J. Lygeros}, title = {Decentralized Resource Allocation via Dual Consensus ADMM}, booktitle = {American Control Conference}, year = {2019}, pages = {2789-2794} }
Distributionally robust expectation inequalities for structured distributions
B. Van Parys, P. J. Goulart and M. Morari
Mathematical Programming,
vol. 2019,
no. 173,
pp. 251-280,
January
2019.
BibTeX
URL
Preprint
@article{PGM:2019, author = {B. Van Parys and P. J. Goulart and M. Morari}, title = {Distributionally robust expectation inequalities for structured distributions}, journal = {Mathematical Programming}, year = {2019}, volume = {2019}, number = {173}, pages = {251-280}, url = {https://doi.org/10.1007/s10107-017-1220-x}, doi = {10.1007/s10107-017-1220-x} }
Tight Global Linear Convergence Rate Bounds for Operator Splitting Methods
G. Banjac and P. J. Goulart
IEEE Transactions on Automatic Control,
vol. 63,
no. 12,
pp. 4126-4139,
December
2018.
BibTeX
URL
Preprint
@article{BG:2018, author = {G. Banjac and P. J. Goulart}, title = {Tight Global Linear Convergence Rate Bounds for Operator Splitting Methods}, journal = {IEEE Transactions on Automatic Control}, year = {2018}, volume = {63}, number = {12}, pages = {4126-4139}, url = {https://doi.org/10.1109/TAC.2018.2808442}, doi = {10.1109/TAC.2018.2808442} }
Embedded Mixed-Integer Quadratic Optimization Using the OSQP Solver
B. Stellato, V. V. Naik, A. Bemporad, Paul J. Goulart and S. Boyd
in European Control Conference,
Limassol, Cyprus,
pp. 1536-1541,
June
2018.
BibTeX
Code
@inproceedings{SNBetal:2018, author = {B. Stellato and V. V. Naik and A. Bemporad and Paul J. Goulart and S. Boyd}, title = {Embedded Mixed-Integer Quadratic Optimization Using the OSQP Solver}, booktitle = {European Control Conference}, year = {2018}, pages = {1536-1541} }
Embedded Code Generation Using the OSQP Solver
G. Banjac, B. Stellato, N. Moehle, P. J. Goulart, A. Bemporad and S. Boyd
in IEEE Conference on Decision and Control,
Melbourne, Australia,
pp. 1906-1911,
December
2017.
BibTeX
Code
@inproceedings{GBan:2017, author = {G. Banjac and B. Stellato and N. Moehle and P. J. Goulart and A. Bemporad and S. Boyd}, title = {Embedded Code Generation Using the OSQP Solver}, booktitle = {IEEE Conference on Decision and Control}, year = {2017}, pages = {1906-1911} }
Optimization with affine homogeneous quadratic integral inequality constraints
G. Fantuzzi, A. Wynn, P. J. Goulart and A. Papachristodoulou
IEEE Transactions on Automatic Control,
vol. 62,
no. 12,
pp. 6221-6236,
December
2017.
BibTeX
URL
Preprint
Code
@article{FWGP:2017, author = {G. Fantuzzi and A. Wynn and P. J. Goulart and A. Papachristodoulou}, title = {Optimization with affine homogeneous quadratic integral inequality constraints}, journal = {IEEE Transactions on Automatic Control}, year = {2017}, volume = {62}, number = {12}, pages = {6221-6236}, url = {http://dx.doi.org/10.1109/TAC.2017.2703927}, doi = {10.1109/TAC.2017.2703927} }
Second-Order Switching Time Optimization for Switched Dynamical Systems
B. Stellato, S. Ober-Blöbaum and P. J. Goulart
IEEE Transactions on Automatic Control,
vol. 62,
no. 10,
pp. 5407-5414,
October
2017.
BibTeX
URL
Preprint
Code
@article{SOG:2017, author = {B. Stellato and S. Ober-Blöbaum and P. J. Goulart}, title = {Second-Order Switching Time Optimization for Switched Dynamical Systems}, journal = {IEEE Transactions on Automatic Control}, year = {2017}, volume = {62}, number = {10}, pages = {5407-5414}, url = {http://doi.org/10.1109/TAC.2017.2697681}, doi = {10.1109/TAC.2017.2697681} }
Multivariate Chebyshev Inequality with Estimated Mean and Variance
B. Stellato, B. Van Parys and P. J. Goulart
The American Statistician,
vol. 71,
no. 2,
July
2017.
BibTeX
URL
Preprint
@article{SPG:2017, author = {B. Stellato and B. Van Parys and P. J. Goulart}, title = {Multivariate Chebyshev Inequality with Estimated Mean and Variance}, journal = {The American Statistician}, year = {2017}, volume = {71}, number = {2}, url = {http://www.tandfonline.com/doi/full/10.1080/00031305.2016.1186559}, doi = {10.1080/00031305.2016.1186559} }
Convex, Monotone Systems are Optimally Operated at Steady-State
M. G. Schmitt, C. Ramesh, P. J. Goulart and J. Lygeros
in American Control Conference,
Seattle, WA, USA,
pp. 2662-2667,
May
2017.
BibTeX
@inproceedings{SRGL:2017, author = {M. G. Schmitt and C. Ramesh and P. J. Goulart and J. Lygeros}, title = {Convex, Monotone Systems are Optimally Operated at Steady-State}, booktitle = {American Control Conference}, year = {2017}, pages = {2662-2667} }
Fast ADMM for Semidefinite Programs with Chordal Sparsity
Y. Zheng, G. Fantuzzi, A. Papachristodoulou, P. J. Goulart and A. Wynn
in American Control Conference,
Seattle, WA, USA,
pp. 3335-3340,
May
2017.
BibTeX
Preprint
Code
@inproceedings{ZFPetal:2017a, author = {Y. Zheng and G. Fantuzzi and A. Papachristodoulou and P. J. Goulart and A. Wynn}, title = {Fast ADMM for Semidefinite Programs with Chordal Sparsity}, booktitle = {American Control Conference}, year = {2017}, pages = {3335-3340} }
Global Linear Convergence in Operator Splitting Methods
G. Banjac and P. J. Goulart
in IEEE Conference on Decision and Control,
Las Vegas, NV, USA,
pp. 233-238,
December
2016.
BibTeX
URL
@inproceedings{BG:2016a, author = {G. Banjac and P. J. Goulart}, title = {Global Linear Convergence in Operator Splitting Methods}, booktitle = {IEEE Conference on Decision and Control}, year = {2016}, pages = {233-238}, url = {https://doi.org/10.1109/CDC.2016.7798275}, doi = {10.1109/CDC.2016.7798275} }
Optimal Control of Switching Times in Switched Linear Systems
B. Stellato, S. Ober-Blöbaum and P. J. Goulart
in IEEE Conference on Decision and Control,
Las Vegas, NV, USA,
pp. 7228-7233,
December
2016.
BibTeX
URL
@inproceedings{SG:2016b, author = {B. Stellato and S. Ober-Blöbaum and P. J. Goulart}, title = {Optimal Control of Switching Times in Switched Linear Systems}, booktitle = {IEEE Conference on Decision and Control}, year = {2016}, pages = {7228-7233}, url = {https://doi.org/10.1109/CDC.2016.7799384}, doi = {10.1109/CDC.2016.7799384} }
Frechet inequalities via convex optimization
B. Van Parys, P. J. Goulart and P. Embrechts
July
2016.
BibTeX
URL
Preprint
@article{PGE:2016, author = {B. Van Parys and P. J. Goulart and P. Embrechts}, title = {Frechet inequalities via convex optimization}, year = {2016}, url = {http://www.optimization-online.org/DB_HTML/2016/07/5536.html} }
Generalized Gauss Inequalities via Semidefinite Programming
B. Van Parys, P. J. Goulart and D. Kuhn
Mathematical Programming,
vol. 156,
pp. 271-302,
March
2016.
BibTeX
URL
Preprint
@article{PGK:2016, author = {B. Van Parys and P. J. Goulart and D. Kuhn}, title = {Generalized Gauss Inequalities via Semidefinite Programming}, journal = {Mathematical Programming}, year = {2016}, volume = {156}, pages = {271-302}, url = {http://dx.doi.org/10.1007/s10107-015-0878-1}, doi = {10.1007/s10107-015-0878-1} }
Robust Optimization of Schedules Affected by Uncertain Events
R. Vujanic, P. J. Goulart and M. Morari
Journal of Optimization Theory and Applications,
March
2016.
BibTeX
URL
Code
@article{VGM:2016a, author = {R. Vujanic and P. J. Goulart and M. Morari}, title = {Robust Optimization of Schedules Affected by Uncertain Events}, journal = {Journal of Optimization Theory and Applications}, year = {2016}, url = {http://link.springer.com/article/10.1007/s10957-016-0920-3}, doi = {10.1007/s10957-016-0920-3} }
On the sample size of random convex programs with structured dependence on the uncertainty
X. Zhang, S. Grammatico, G. Schildbach, P. J. Goulart and J. Lygeros
Automatica,
vol. 60,
pp. 182-188,
October
2015.
BibTeX
URL
Preprint
@article{ZGSetal:2015, author = {X. Zhang and S. Grammatico and G. Schildbach and P. J. Goulart and J. Lygeros}, title = {On the sample size of random convex programs with structured dependence on the uncertainty}, journal = {Automatica}, year = {2015}, volume = {60}, pages = {182-188}, url = {http://www.sciencedirect.com/science/article/pii/S0005109815002988}, doi = {10.1016/j.automatica.2015.07.013} }
Scalable Proactive Event-Driven Decision Making
A. Artikis, C. Baber, P. Bizarro, C. Canudas de-Wit, O. Etzion, F. Fournier, P. J. Goulart, A. Howes, J. Lygeros and G. Paliouras
IEEE Technology and Society Magazine,
vol. 33,
no. 3,
pp. 35-41,
September
2014.
BibTeX
URL
@article{ABBetal:2014, author = {A, Artikis and C. Baber and P. Bizarro and C. Canudas-de-Wit and O. Etzion and F. Fournier and P. J. Goulart and A. Howes and J. Lygeros and G. Paliouras}, title = {Scalable Proactive Event-Driven Decision Making}, journal = {IEEE Technology and Society Magazine}, publisher = {IEEE}, year = {2014}, volume = {33}, number = {3}, pages = {35-41}, url = {http://dx.doi.org/10.1109/MTS.2014.2345131}, doi = {10.1109/MTS.2014.2345131} }
On the road between robust optimization and the scenario approach for chance constrained optimization problems
K. Margellos, P. J. Goulart and J. Lygeros
IEEE Transactions on Automatic Control,
vol. 59,
no. 8,
pp. 2258-2263,
August
2014.
BibTeX
URL
Preprint
@article{MGL:2014, author = {K. Margellos and P. J. Goulart and J. Lygeros}, title = {On the road between robust optimization and the scenario approach for chance constrained optimization problems}, journal = {IEEE Transactions on Automatic Control}, year = {2014}, volume = {59}, number = {8}, pages = {2258-2263}, url = {http://dx.doi.org/10.1109/TAC.2014.2303232}, doi = {10.1109/TAC.2014.2303232} }
A scenario approach to non-convex control design: set-based probabilistic guarantees
S. Grammatico, X. Zhang, K. Margellos, P. J. Goulart and J. Lygeros
in American Control Conference,
Portland, OR, USA,
pp. 3431-3436,
June
2014.
BibTeX
URL
Preprint
@inproceedings{GZMetal:2014, author = {S. Grammatico and X. Zhang and K. Margellos and P. J. Goulart and J. Lygeros}, title = {A scenario approach to non-convex control design: set-based probabilistic guarantees}, booktitle = {American Control Conference}, year = {2014}, pages = {3431-3436}, url = {http://dx.doi.org/10.1109/ACC.2014.6859142}, doi = {10.1109/ACC.2014.6859142} }
A Scenario Approach for Estimating the Suboptimality of Linear Decision Rules in Two-Stage Robust Optimization
M. J. Hadjiyannis, P. J. Goulart and D. Kuhn
in IEEE Conference on Decision and Control / European Control Conference,
Orlando, FL, USA,
December
2011.
BibTeX
URL
Preprint
@inproceedings{HGK:2011a, author = {M. J. Hadjiyannis and P. J. Goulart and D. Kuhn}, title = {A Scenario Approach for Estimating the Suboptimality of Linear Decision Rules in Two-Stage Robust Optimization}, booktitle = {IEEE Conference on Decision and Control / European Control Conference}, year = {2011}, url = {http://dx.doi.org/10.1109/CDC.2011.6161342}, doi = {10.1109/CDC.2011.6161342} }