Journal of the Operations Research Society of China ›› 2013, Vol. 1 ›› Issue (1): 155-.

• Continuous Optimization • Previous Articles     Next Articles

A Counter-Example to a Conjecture of Ben-Tal, Nemirovski and Roos

  

  • Online:2013-03-30 Published:2013-03-30

Abstract: In this short note, we present a counter-example to a conjecture made by Ben-Tal et al. in SIAM J. Optim. 13: 535–560, 2002.

Key words: Counter-example , Conjecture , Quadratic constrained optimization , Robust solution