Aharon Ben-Tal

According to our database1, Aharon Ben-Tal authored at least 87 papers between 1976 and 2020.

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Bibliography

2020
A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization.
Math. Program., 2020

2018
Computing the Channel Capacity of a Communication System Affected by Uncertain Transition Probabilities.
IEEE Trans. Inf. Theory, 2018

Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information.
Oper. Res., 2018

The Power of Duality.
Proceedings of the 7th International Conference on Operations Research and Enterprise Systems, 2018

2017
Globalized Robust Optimization for Nonlinear Uncertain Inequalities.
INFORMS J. Comput., 2017

Robust optimization of uncertain multistage inventory systems with inexact data in decision rules.
Comput. Manag. Sci., 2017

2016
Computational Methods for Solving Nonconvex Block-Separable Constrained Quadratic Problems.
SIAM J. Optim., 2016

Coarse-Graining and Simplification of the Dynamics Seen in Bursting Neurons.
SIAM J. Appl. Dyn. Syst., 2016

A semi-definite programming approach for robust tracking.
Math. Program., 2016

On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty.
Comput. Manag. Sci., 2016

2015
Deriving robust counterparts of nonlinear uncertain inequalities.
Math. Program., 2015

On Solving Large-Scale Polynomial Convex Problems by Randomized First-Order Algorithms.
Math. Oper. Res., 2015

Oracle-Based Robust Optimization via Online Learning.
Oper. Res., 2015

2014
Hidden conic quadratic representation of some nonconvex quadratic optimization problems.
Math. Program., 2014

Technical Note - Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets.
Oper. Res., 2014

2013
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities.
Manag. Sci., 2013

2012
A Sequential Ascending Parameter Method for Solving Constrained Minimization Problems.
SIAM J. Optim., 2012

Efficient methods for robust classification under uncertainty in kernel matrices.
J. Mach. Learn. Res., 2012

Solving large scale polynomial convex problems on ℓ<sub>1</sub>/nuclear norm balls by randomized first-order algorithms
CoRR, 2012

2011
Chance constrained uncertain classification via robust optimization.
Math. Program., 2011

Variable Sparsity Kernel Learning.
J. Mach. Learn. Res., 2011

2010
The CoMirror algorithm for solving nonsmooth constrained convex problems.
Oper. Res. Lett., 2010

A sequential parametric convex approximation method with applications to nonconvex truss topology design problems.
J. Glob. Optim., 2010

A Soft Robust Model for Optimization Under Ambiguity.
Oper. Res., 2010

Efficient algorithms for learning kernels from multiple similarity matrices with general convex loss functions.
Proceedings of the Advances in Neural Information Processing Systems 23: 24th Annual Conference on Neural Information Processing Systems 2010. Proceedings of a meeting held 6-9 December 2010, 2010

Robust Formulations for Handling Uncertainty in Kernel Matrices.
Proceedings of the 27th International Conference on Machine Learning (ICML-10), 2010

2009
Semidefinite Programming and Structural Optimization.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Duality in robust optimization: Primal worst equals dual best.
Oper. Res. Lett., 2009

On Safe Tractable Approximations of Chance-Constrained Linear Matrix Inequalities.
Math. Oper. Res., 2009

Robust multi-echelon multi-period inventory control.
Eur. J. Oper. Res., 2009

Interval Data Classification under Partial Information: A Chance-Constraint Approach.
Proceedings of the Advances in Knowledge Discovery and Data Mining, 2009

On the Algorithmics and Applications of a Mixed-norm based Kernel Learning Formulation.
Proceedings of the Advances in Neural Information Processing Systems 22: 23rd Annual Conference on Neural Information Processing Systems 2009. Proceedings of a meeting held 7-10 December 2009, 2009

Robust Optimization
Princeton Series in Applied Mathematics 28, Princeton University Press, ISBN: 978-1-4008-3105-0, 2009

2008
A Fast Method for Finding the Global Solution of the Regularized Structured Total Least Squares Problem for Image Deblurring.
SIAM J. Matrix Anal. Appl., 2008

Selected topics in robust convex optimization.
Math. Program., 2008

Adjustable robust counterpart of conic quadratic problems.
Math. Methods Oper. Res., 2008

2007
Mean-Squared Error Estimation for Linear Systems with Block Circulant Uncertainty.
SIAM J. Matrix Anal. Appl., 2007

2006
Finding a Global Optimal Solution for a Quadratically Constrained Fractional Quadratic Problem with Applications to the Regularized Total Least Squares.
SIAM J. Matrix Anal. Appl., 2006

On the Solution of the Tikhonov Regularization of the Total Least Squares Problem.
SIAM J. Optim., 2006

Foreword: special issue on robust optimization.
Math. Program., 2006

Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems.
Math. Program., 2006

Robust Mean-Squared Error Estimation of Multiple Signals in Linear Systems Affected by Model and Noise Uncertainties.
Math. Program., 2006

Recent Advances in Robust Optimization.
Proceedings of the Operations Research, 2006

2005
Robust mean-squared error estimation in the presence of model uncertainties.
IEEE Trans. Signal Process., 2005

A Global Solution for the Structured Total Least Squares Problem with Block Circulant Matrices.
SIAM J. Matrix Anal. Appl., 2005

Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach.
Manuf. Serv. Oper. Manag., 2005

Non-euclidean restricted memory level method for large-scale convex optimization.
Math. Program., 2005

MSE estimation of multichannel signals with model uncertainties.
Proceedings of the 2005 IEEE International Conference on Acoustics, 2005

2004
Linear minimax regret estimation of deterministic parameters with bounded data uncertainties.
IEEE Trans. Signal Process., 2004

Adjustable robust solutions of uncertain linear programs.
Math. Program., 2004

Minimax regret estimation in linear models.
Proceedings of the 2004 IEEE International Conference on Acoustics, 2004

2003
Robust Dissipativity of Interval Uncertain Linear Systems.
SIAM J. Control. Optim., 2003

Extended Matrix Cube Theorems with Applications to µ-Theory in Control.
Math. Oper. Res., 2003

2002
Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems.
SIAM J. Optim., 2002

On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty.
SIAM J. Optim., 2002

Robust optimization - methodology and applications.
Math. Program., 2002

2001
The Design and Implementation of COSEM, an Iterative Algorithm for Fully 3D Listmode Data.
IEEE Trans. Medical Imaging, 2001

The Ordered Subsets Mirror Descent Optimization Method with Applications to Tomography.
SIAM J. Optim., 2001

On Polyhedral Approximations of the Second-Order Cone.
Math. Oper. Res., 2001

On Approximate Robust Counterparts of Uncertain Semidefinite and Conic Quadratic Programs.
Proceedings of the System Modelling and Optimization XX, 2001

Optimal locally adjustable filtering of PET images by a genetic algorithm.
Proceedings of the 2001 International Conference on Image Processing, 2001

Lectures on modern convex optimization - analysis, algorithms, and engineering applications.
MPS-SIAM series on optimization, SIAM, ISBN: 978-0-89871-491-3, 2001

2000
Robust solutions of Linear Programming problems contaminated with uncertain data.
Math. Program., 2000

1999
Free Material Design via Semidefinite Programming: The Multiload Case with Contact Conditions.
SIAM J. Optim., 1999

Robust solutions of uncertain linear programs.
Oper. Res. Lett., 1999

1998
Robust Convex Optimization.
Math. Oper. Res., 1998

1997
Penalty/Barrier Multiplier Methods for Convex Programming Problems.
SIAM J. Optim., 1997

Robust Truss Topology Design via Semidefinite Programming.
SIAM J. Optim., 1997

Duality and equilibrium prices in economics of uncertainty.
Math. Methods Oper. Res., 1997

1996
A Conjugate Duality Scheme Generating a New Class of Differentiable Duals.
SIAM J. Optim., 1996

Duality with multiple criteria and multiple resources.
Oper. Res. Lett., 1996

Hidden convexity in some nonconvex quadratically constrained quadratic programming.
Math. Program., 1996

1994
Potential Reduction Polynomial Time Method for Truss Topology Design.
SIAM J. Optim., 1994

Global minimization by reducing the duality gap.
Math. Program., 1994

1993
A New Method for Optimal Truss Topology Design.
SIAM J. Optim., 1993

1992
Equivalent displacement based formulations for maximum strength truss topology design.
IMPACT Comput. Sci. Eng., 1992

1991
Portfolio theory for the recourse certainty equivalent maximizing investor.
Ann. Oper. Res., 1991

A recourse certainty equivalent for decisions under uncertainty.
Ann. Oper. Res., 1991

1987
Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals.
Math. Oper. Res., 1987

1986
Rate distortion theory with generalized information measures via convex programming duality.
IEEE Trans. Inf. Theory, 1986

1985
The Entropic Penalty Approach to Stochastic Programming.
Math. Oper. Res., 1985

Approximation of expected returns and optimal decisions under uncertainty using mean and mean absolute deviation.
Z. Oper. Research, 1985

1982
Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems.
Math. Program., 1982

1981
A Nonorthogonal Fourier Expansion for Conic Decomposition.
Math. Oper. Res., 1981

1977
Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming.
Oper. Res., 1977

1976
On A characterization of optimality in convex programming.
Math. Program., 1976

Stochastic Programs with Incomplete Information.
Oper. Res., 1976


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