Aharon Ben‐tal

Aharon Ben‐tal's AcademicInfluence.com Rankings

Aharon Ben‐tal

Engineering

#3747

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#4864

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Electrical Engineering

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#947

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Aharon Ben‐tal

Mathematics

#5821

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#8160

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Measure Theory

#957

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#1246

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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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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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Published Works

Aharon Ben‐tal's AcademicInfluence.com Rankings