Convex Maximization via Adjustable Robust OptimizationOpen Website

2022 (modified: 24 Apr 2023)INFORMS J. Comput. 2022Readers: Everyone
Abstract: Maximizing a convex function over convex constraints is an NP-hard problem in general. We prove that such a problem can be reformulated as an adjustable robust optimization (ARO) problem in which e...
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