The following pages link to Dick den Hertog (Q344966):
Displayed 50 items.
- The impact of the existence of multiple adjustable robust solutions (Q344967) (← links)
- Discrete least-norm approximation by nonnegative (trigonometric) polynomials and rational functions (Q373942) (← links)
- Nested maximin Latin hypercube designs (Q381446) (← links)
- On \(D\)-optimality based trust regions for black-box optimization problems (Q445445) (← links)
- (Q689101) (redirect page) (← links)
- A long-step barrier method for convex quadratic programming (Q689102) (← links)
- A potential-reduction variant of Renegar's short-step path-following method for linear programming (Q811094) (← links)
- Gradient estimation using Lagrange interpolation polynomials (Q927219) (← links)
- On the complexity of optimization over the standard simplex (Q932197) (← links)
- Robust optimization using computer experiments (Q932202) (← links)
- A survey of search directions in interior point methods for linear programming (Q1181912) (← links)
- A build-up variant of the logarithmic barrier method for LP (Q1200789) (← links)
- The linear complementarity problem, sufficient matrices, and the criss- cross method (Q1260955) (← links)
- Degeneracy in interior point methods for linear programming: A survey (Q1312753) (← links)
- On the classical logarithmic barrier function method for a class of smooth convex programming problems (Q1321158) (← links)
- Optimizing color picture tubes by high-cost nonlinear programming (Q1598751) (← links)
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent? (Q1659683) (← links)
- A survey of adjustable robust optimization (Q1740490) (← links)
- Approximating the Pareto set of multiobjective linear programs via robust optimization (Q1758268) (← links)
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules (Q1789612) (← links)
- Centered solutions for uncertain linear equations (Q1789636) (← links)
- Response surface methodology's steepest ascent and step size revisited (Q1876165) (← links)
- Constrained optimization involving expensive function evaluations: A sequential approach (Q1887871) (← links)
- A logarithmic barrier cutting plane method for convex programming (Q1904709) (← links)
- A sufficient condition for self-concordance, with application to some classes of structured convex programming problems (Q1922691) (← links)
- A distributionally robust analysis of the program evaluation and review technique (Q2030655) (← links)
- Robust counterparts of inequalities containing sums of maxima of linear functions (Q2253618) (← links)
- One-dimensional nested maximin designs (Q2269596) (← links)
- Hidden conic quadratic representation of some nonconvex quadratic optimization problems (Q2436648) (← links)
- Space-filling Latin hypercube designs for computer experiments (Q2443402) (← links)
- The effect of transformations on the approximation of univariate (convex) functions with applications to Pareto curves (Q2480973) (← links)
- Deriving robust counterparts of nonlinear uncertain inequalities (Q2515042) (← links)
- Response surface methodology's steepest ascent and step size revisited: Correction (Q2572265) (← links)
- Gradient estimation schemes for noisy functions (Q2583201) (← links)
- Tight tail probability bounds for distribution-free decision making (Q2670527) (← links)
- A reformulation-linearization technique for optimization over simplices (Q2689826) (← links)
- Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set (Q2830957) (← links)
- Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (Q2832107) (← links)
- (Q2878196) (← links)
- Enhancement of Sandwich Algorithms for Approximating Higher-Dimensional Convex Pareto Sets (Q2899142) (← links)
- A Method for Approximating Univariate Convex Functions Using Only Function Value Evaluations (Q2899150) (← links)
- Technical Note—Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets (Q2935308) (← links)
- Response surface methodology with stochastic constraints for expensive simulation (Q3184448) (← links)
- The correct Kriging variance estimated by bootstrapping (Q3378820) (← links)
- Maximin Latin Hypercube Designs in Two Dimensions (Q3392065) (← links)
- Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing (Q3600167) (← links)
- A Polynomial Method of Weighted Centers for Convex Quadratic Programming (Q3976933) (← links)
- A Large-Step Analytic Center Method for a Class of Smooth Convex Programming Problems (Q4018385) (← links)
- A Complexity Reduction for the Long-Step Path-Following Algorithm for Linear Programming (Q4018386) (← links)