Aharon Ben‐tal
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Aharon Ben‐talengineering Degrees
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Electrical Engineering
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Aharon Ben‐talmathematics Degrees
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Engineering Mathematics
Aharon Ben‐tal's Degrees
- PhD Electrical Engineering Stanford University
- Masters Electrical Engineering Stanford University
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(Suggest an Edit or Addition)Aharon Ben‐tal's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Robust Convex Optimization (1998) (2601)
- Lectures on modern convex optimization - analysis, algorithms, and engineering applications (2001) (2529)
- Robust Optimization (2009) (2358)
- Robust solutions of uncertain linear programs (1999) (1876)
- Robust solutions of Linear Programming problems contaminated with uncertain data (2000) (1750)
- Adjustable robust solutions of uncertain linear programs (2004) (1505)
- Robust optimization – methodology and applications (2002) (1330)
- Lectures on modern convex optimization (1987) (1030)
- Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2011) (719)
- A sequential parametric convex approximation method with applications to nonconvex truss topology design problems (2010) (471)
- Robust Truss Topology Design via Semidefinite Programming (1997) (411)
- AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (2007) (377)
- Selected topics in robust convex optimization (2007) (351)
- On Polyhedral Approximations of the Second-Order Cone (2001) (342)
- Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach (2005) (323)
- Robust optimization for emergency logistics planning: Risk mitigation in humanitarian relief supply chains (2011) (309)
- Optimization methods for truss geometry and topology design (1994) (305)
- Deriving robust counterparts of nonlinear uncertain inequalities (2012) (248)
- Robust mean-squared error estimation in the presence of model uncertainties (2005) (243)
- Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems (2006) (236)
- Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems (2002) (223)
- Penalty/Barrier Multiplier Methods for Convex Programming Problems (1997) (200)
- Duality in robust optimization: Primal worst equals dual best (2009) (192)
- A unified theory of first and second order conditions for extremum problems in topological vector spaces (1982) (189)
- Global minimization by reducing the duality gap (1994) (189)
- Optimal design of water distribution networks (1994) (187)
- Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (1986) (181)
- On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty (2002) (179)
- A New Method for Optimal Truss Topology Design (1993) (176)
- Robust Modeling of Multi-Stage Portfolio Problems (2000) (174)
- A Soft Robust Model for Optimization Under Ambiguity (2010) (173)
- Hidden convexity in some nonconvex quadratically constrained quadratic programming (1996) (171)
- Second-order and related extremality conditions in nonlinear programming (1980) (167)
- The Ordered Subsets Mirror Descent Optimization Method with Applications to Tomography (2001) (143)
- Equivalent displacement based formulations for maximum strength truss topology design (1992) (138)
- On the Solution of the Tikhonov Regularization of the Total Least Squares Problem (2006) (127)
- Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems (1982) (123)
- Non-euclidean restricted memory level method for large-scale convex optimization (2005) (118)
- Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming (1977) (112)
- Linear minimax regret estimation of deterministic parameters with bounded data uncertainties (2004) (109)
- Finding a Global Optimal Solution for a Quadratically Constrained Fractional Quadratic Problem with Applications to the Regularized Total Least Squares (2006) (104)
- Directional derivatives in nonsmooth optimization (1985) (99)
- Characterization of Pareto and Lexicographic Optimal Solutions (1980) (96)
- Hidden conic quadratic representation of some nonconvex quadratic optimization problems (2014) (95)
- Optimal Design of Trusses Under a Nonconvex Global Buckling Constraint (2000) (88)
- Robust multi-echelon multi-period inventory control (2009) (88)
- Free Material Design via Semidefinite Programming: The Multiload Case with Contact Conditions (1999) (86)
- On generalized means and generalized convex functions (1977) (81)
- Optimality in nonlinear programming: A feasible directions approach (1981) (78)
- Robust Semidefinite Programming ∗ (2008) (74)
- A smoothing technique for nondifferentiable optimization problems (1988) (68)
- Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals (1987) (66)
- Oracle-Based Robust Optimization via Online Learning (2014) (63)
- On Safe Tractable Approximations of Chance-Constrained Linear Matrix Inequalities (2009) (63)
- Chance constrained uncertain classification via robust optimization (2011) (60)
- Potential Reduction Polynomial Time Method for Truss Topology Design (1994) (59)
- Chapter Fourteen. Robust Adjustable Multistage Optimization (2009) (57)
- On the Algorithmics and Applications of a Mixed-norm based Kernel Learning Formulation (2009) (57)
- The Design and Implementation of COSEM, an Iterative Algorithm for Fully 3D Listmode Data (2001) (57)
- The design and implementation of COSEN, an iterative algorithm for fully 3-D listmode data (2001) (49)
- Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (2018) (48)
- A geometric property of the least squares solution of linear equations (1990) (47)
- Extended Matrix Cube Theorems with Applications to µ-Theory in Control (2003) (47)
- Variable Sparsity Kernel Learning (2011) (47)
- The Entropic Penalty Approach to Stochastic Programming (1985) (45)
- The CoMirror algorithm for solving nonsmooth constrained convex problems (2010) (43)
- Certainty Equivalents and Information Measures: Duality and Extremal Principles (1991) (43)
- Foreword: special issue on robust optimization (2006) (42)
- Characterization of optimality in convex programming without a constraint qualification (1976) (42)
- Technical Note - Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets (2014) (39)
- The role of duality in optimization problems involving entropy functionals with applications to information theory (1988) (37)
- A dual approach to multidimensional L p spectral estimation problems (1988) (36)
- Necessary and Sufficient Conditions for a Pareto Optimum in Convex Programming (1977) (36)
- New displacement-based methods for optimal truss topology design (1991) (33)
- Robust Mean-Squared Error Estimation of Multiple Signals in Linear Systems Affected by Model and Noise Uncertainties (2005) (31)
- Second Order Theory of Extremum Problems (1980) (30)
- Globalized Robust Optimization for Nonlinear Uncertain Inequalities (2015) (30)
- A Global Solution for the Structured Total Least Squares Problem with Block Circulant Matrices (2005) (29)
- Two Nonsmooth Approaches to Simultaneous Geometry and Topology Design of Trusses (1993) (28)
- A multi-period unit commitment problem under a new hybrid uncertainty set for a renewable energy source (2018) (27)
- Second order necessary optimality conditions for semi-infinite programming problems (1979) (27)
- A Dual Optimization Framework for Some Problems of Information Theory and Statistics. (1977) (25)
- Curved search methods for unconstrained optimization (1990) (24)
- A recourse certainty equivalent for decisions under uncertainty (1991) (23)
- Mean-Squared Error Estimation for Linear Systems with Block Circulant Uncertainty (2007) (21)
- Stochastic Programs with Incomplete Information (1976) (21)
- Robust Dissipativity of Interval Uncertain Linear Systems (2002) (21)
- Optimality conditions for convex semi‐infinite programming problems (1980) (21)
- Efficient methods for robust classification under uncertainty in kernel matrices (2012) (20)
- Control of Uncertainty-Affected Discrete Time Linear Systems via Convex Programming (2006) (20)
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules (2017) (19)
- Immunizing Conic Quadratic Optimization Problems Against Implementation Errors (2011) (19)
- A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization (2018) (18)
- Robust solutions to conic quadratic problems and their applications (2008) (18)
- Adjustable robust counterpart of conic quadratic problems (2008) (17)
- Optimality in Nonlinear Programming: A Feasible Directions Approach. (1983) (16)
- Interval Data Classification under Partial Information: A Chance-Constraint Approach (2009) (16)
- Portfolio theory for the recourse certainty equivalent maximizing investor (1991) (16)
- On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty (2016) (15)
- Deriving robust counterparts of nonlinear uncertain inequalities (2014) (15)
- Convex Programming and the Lexicographic Multicriteria Problem. (1977) (14)
- Minimax Mean-Squared Error Estimation of Multichannel Signals (2005) (14)
- Characterizations of optimality in convex programming: the nondifferentiable case (1979) (14)
- Rate distortion theory with generalized information measures via convex programming duality (1986) (14)
- Extending the Scope of Robust Quadratic Optimization (2017) (14)
- Hidden Convexity in Partially Separable Optimization (2011) (13)
- On Approximate Robust Counterparts of Uncertain Semidefinite and Conic Quadratic Programs (2001) (13)
- A Fast Method for Finding the Global Solution of the Regularized Structured Total Least Squares Problem for Image Deblurring (2008) (13)
- Robust dissipativity of interval uncertain systems (2004) (12)
- A least-squares-based method for a class of nonsmooth minimization problems with applications in plasticity (1991) (12)
- Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information (2015) (12)
- Approximation of expected returns and optimal decisions under uncertainty using mean and mean absolute deviation (1985) (11)
- A New Class of Feasible Direction Methods. (1975) (11)
- Spectral Estimation Via Convex Programming (1992) (11)
- Relative entropy and the convergence of the posterior and empirical distributions under incomplete and conflicting information (1988) (10)
- Journal of Convex Analysis (2012) (10)
- Truss Topology Optimization by a Displacements Based Optimality Criterion Approach (1993) (10)
- On A characterization of optimality in convex programming (1976) (10)
- 6. Interior Point Polynomial Time Methods for Linear Programming, Conic Quadratic Programming, and Semidefinite Programming (2001) (10)
- Posterior Convergence Under Incomplete Information (1992) (9)
- Second order optimality conditions for theL1-minimization problem (1985) (8)
- An Interior Point Algorithm for Truss Topology Design (1993) (8)
- A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets (2012) (8)
- Robust Formulations for Handling Uncertainty in Kernel Matrices (2010) (8)
- Convex Maximization via Adjustable Robust Optimization (2022) (7)
- On Finding the Maximal Range of Validity of a Constrained System (1978) (7)
- Recent Advances in Robust Optimization (2006) (7)
- A generalization of convex functions via support properties (1976) (7)
- Extension of some results for channel capacity using a generalized information measure (1988) (7)
- Tractable approximation of hard uncertain optimization problems (2020) (6)
- A Conjugate Duality Scheme Generating a New Class of Differentiable Duals (1996) (6)
- Adjustable Robust Optimization with Decision Rules Based on Inexact Revealed Data (2014) (6)
- A Tractable Approach for designing Piecewise Affine Policies in Dynamic Robust Optimization (2016) (6)
- Duality and equilibrium prices in economics of uncertainty (1997) (6)
- Evacuation Under Data Uncertainty: Robust Linear Programming Model (2009) (5)
- A Nondifferentiable Approach to Decomposable Optimization Problems with an Application to the Design of Water Distribution Networks (1992) (5)
- Primal Geometric Programs Treated by Linear Programming (1976) (5)
- On Solving Large-Scale Polynomial Convex Problems by Randomized First-Order Algorithms (2012) (4)
- Robust Optimization for Dynamic Traffic Assignment Under Demand Uncertainty (2010) (4)
- F-Convex Functions. (1973) (4)
- On the quality of SDP approximations of uncertain SDP programs (1998) (4)
- Efficient algorithms for learning kernels from multiple similarity matrices with general convex loss functions (2010) (4)
- Ordered Incidence geometry and the geometric foundations of convexity theory (1987) (4)
- 5. Computational Tractability of Convex Programs (2001) (3)
- Structural Design via Semidefinite Programming 1 ) (2000) (3)
- 1. Linear Programming (2001) (2)
- Hidden conic quadratic representation of some nonconvex quadratic optimization problems (2013) (2)
- 3. Conic Quadratic Programming (2001) (2)
- Algorithms for Solving Nonconvex Block Constrained Quadratic Problems (2014) (2)
- A semi-definite programming approach for robust tracking (2016) (2)
- A Duality Theory for a Class of Problems with Essentially Unconstrained Duals. (1979) (2)
- Robust formulations for clustering-based large-scale classification (2013) (2)
- Optimized Certainty Equivalents for Decisions Under Uncertainty (1986) (1)
- Solving large scale polynomial convex problems on ℓ1/nuclear norm balls by randomized first-order algorithms (2012) (1)
- 4. Semidefinite Programming (2001) (1)
- ROBUST OPTIMIZATION OF MULTI-PERIOD PRODUCTION PLANNING UNDER DEMAND UNCERTAINTY (2010) (1)
- MSE estimation of multichannel signals with model uncertainties (2005) (1)
- Computational Methods for Solving Nonconvex Block-Separable Constrained Quadratic Problems (2016) (1)
- Optimal locally adjustable filtering of PET images by a genetic algorithm (2001) (1)
- A minmax search for the critical level of a system: The asymmetric case (1985) (1)
- A Sequential Ascending Parameter Method for Solving Constrained Minimization Problems (2012) (1)
- A limit theorem on characteristic functions via an extremal principle (1984) (1)
- The duality between expected utility and penalty in stochastic linear programming (1986) (1)
- Chapter Nine. Approximating RCs of Uncertain Semidefinite Problems (2009) (0)
- Strong Fenchel Duality (1974) (0)
- 1 ROBUST MODELING OF MULTI-STAGE PORTFOLIO PROBLEMS (2004) (0)
- Appendix A: Notation and Prerequisites (2009) (0)
- An Algorithm for Maximizing a Convex Function Based on Its Minimum (2022) (0)
- On n-person game solutions and convex programs with essentially unconstrained duals 1 (1988) (0)
- Computing the Channel Capacity of a Communication System Affected by Uncertain Transition Probabilities (2017) (0)
- Contributions to the Theory of Local Extrema. (1975) (0)
- Reply [to Comment on Optimal design of water distribution networks by Gideon Eiger, Uri Shamir, a (1996) (0)
- Appendix C: Solutions to Selected Exercises (2009) (0)
- On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty (2016) (0)
- Chapter One. Uncertain Linear Optimization Problems and their Robust Counterparts (2009) (0)
- Chapter Thirteen. Robust Markov Decision Processes (2009) (0)
- Chapter Eight. Uncertain Semidefinite Problems with Tractable RCs (2009) (0)
- Chapter Fifteen. Selected Applications (2009) (0)
- Chapter Four. More on Safe Tractable Approximations of Scalar Chance Constraints (2009) (0)
- COMMENT ON: OPTIMAL DESIGN OF WATER DISTRIBUTION NETWORDKS. AUTHOR'S REPLY (1996) (0)
- Duality with multiple criteria and multiple resources (1996) (0)
- Chapter Six. Uncertain Conic Quadratic Problems with Tractable RCs (2009) (0)
- Chapter Five. Uncertain Conic Optimization: The Concepts (2009) (0)
- The Power of Duality (2018) (0)
- 2. From Linear Programming to Conic Programming (2001) (0)
- Chapter Twelve. Robust Classi¯cation and Estimation (2009) (0)
- Chapter Ten. Approximating Chance Constrained CQIs and LMIs (2009) (0)
- A semi-definite programming approach for robust tracking (2015) (0)
- Chapter Two. Robust Counterpart Approximations of Scalar Chance Constraints (2009) (0)
- Robust formulations for clustering-based large-scale classification (2011) (0)
- A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization (2019) (0)
- Chapter Three. Globalized Robust Counterparts of Uncertain LO Problems (2009) (0)
- D. Markovi, D. Juki: A REVIEW OF SOME EXISTENCE RESULTS ON PARAMETER ESTIMATION PROBLEM IN THE THREE-PARAMETER WEIBULL MODEL (2008) (0)
- Chapter Seven. Approximating RCs of Uncertain Conic Quadratic Problems (2009) (0)
- The second order steepest descent method (1986) (0)
- Beyond local optimality conditions: the case of maximizing a convex function (2021) (0)
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules (2016) (0)
- Portfolio Theory for the Optimized-Certainty-Equivalent Maximizing Investor. (1987) (0)
- Minimax regret estimation in linear models (2004) (0)
- A GENERALIZATION OF CONVEX FUNCTIONS VIA (2008) (0)
- Chapter Eleven. Globalized Robust Counterparts of Uncertain Conic Problems (2009) (0)
- Appendix B: Some Auxiliary Proofs (2009) (0)
- Semidefinite Programming and Structural Optimization (2009) (0)
- A Nonorthogonal Fourier Expansion for Conic Decomposition (1981) (0)
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