Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study - researchr publication authors

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Andreas Bärmann, Andreas Heidt, Alexander Martin, Sebastian Pokutta, Christoph Thurner. Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study. Comput. Manag. Science, 13(2):151-193, 2016. [doi]

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