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Ralf Werner (werner_ralfgmx.net) Abstract: It is well known that the robust counterpart introduced by BenTal and Nemirovski [2] increases the numerical complexity of the solution compared to the original problem. Kocvara, Nemirovski and Zowe therefore introduced in [9] an approximation algorithm for the special case of robust material optimization, called cascading. As the title already indicates, we will show that their method can be seen as an adjustment of standard exchange methods to semiinfinite conic programming. We will see that the adjustment can be motivated by a suitable reformulation of the robust conic problem. Keywords: robust programming, conic programming, semiinfinite programming Category 1: Robust Optimization Category 2: Infinite Dimensional Optimization (Semiinfinite Programming ) Category 3: Linear, Cone and Semidefinite Programming Citation: R. Werner, 2008, Cascading: an adjusted exchange method for robust conic programming. Central European Journal of Operations Research, 2008, 16 (2), pp 179 – 189. Download: Entry Submitted: 12/22/2006 Modify/Update this entry  
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