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Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection

Author

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  • Zhen, J.

    (Tilburg University, Center For Economic Research)

  • den Hertog, D.

    (Tilburg University, Center For Economic Research)

Abstract

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Suggested Citation

  • Zhen, J. & den Hertog, D., 2015. "Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection," Discussion Paper 2015-004, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:4a51526e-c7f0-436f-aeaa-f5f3eed56d5a
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    References listed on IDEAS

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    1. repec:tiu:tiucen:faf9700a-de46-46b1-8bce-134aec4e9914 is not listed on IDEAS
    2. Hendrix, Eligius M. T. & Mecking, Carmen J. & Hendriks, Theo H. B., 1996. "Finding robust solutions for product design problems," European Journal of Operational Research, Elsevier, vol. 92(1), pages 28-36, July.
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    Cited by:

    1. Jianzhe Zhen & Dick Hertog, 2017. "Centered solutions for uncertain linear equations," Computational Management Science, Springer, vol. 14(4), pages 585-610, October.
    2. Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Discussion Paper 2015-044, Tilburg University, Center for Economic Research.
    3. de Ruiter, Frans, 2018. "Primal and dual approaches to adjustable robust optimization," Other publications TiSEM 4ce224f3-d9fc-4283-b5a6-4, Tilburg University, School of Economics and Management.

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    More about this item

    Keywords

    Maximum volume inscribed ellipsoid; chebyshev center; polytopic projection; adjustable robust optimization;
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