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Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection

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  • Zhen, J.

    (Tilburg University, School of Economics and Management)

  • den Hertog, D.

    (Tilburg University, School of Economics and Management)

Abstract

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Suggested Citation

  • Zhen, J. & den Hertog, D., 2015. "Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection," Other publications TiSEM 4a51526e-c7f0-436f-aeaa-f, Tilburg University, School of Economics and Management.
  • Handle: RePEc:tiu:tiutis:4a51526e-c7f0-436f-aeaa-f5f3eed56d5a
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/13623077/2015_004.pdf
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    References listed on IDEAS

    as
    1. Dimitris Bertsimas & Melvyn Sim, 2004. "The Price of Robustness," Operations Research, INFORMS, vol. 52(1), pages 35-53, February.
    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. Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Other publications TiSEM d072bdb9-4168-4522-90d8-1, Tilburg University, School of Economics and Management.
    4. Gorissen, Bram L. & Yanıkoğlu, İhsan & den Hertog, Dick, 2015. "A practical guide to robust optimization," Omega, Elsevier, vol. 53(C), pages 124-137.
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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. Zhen, Jianzhe & den Hertog, Dick, 2016. "Centered Solutions for Uncertain Linear Equations (revision of CentER DP 2015-044)," Discussion Paper 2016-048, Tilburg University, Center for Economic Research.
    4. Zhen, Jianzhe & den Hertog, Dick, 2016. "Centered Solutions for Uncertain Linear Equations (revision of CentER DP 2015-044)," Other publications TiSEM 297fa3b1-5290-48b5-bbc0-0, Tilburg University, School of Economics and Management.
    5. Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Other publications TiSEM d072bdb9-4168-4522-90d8-1, Tilburg University, School of Economics and Management.

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