The impact of the existence of multiple adjustable robust solutions

DOI10.1007/s10107-016-0978-6zbMath1356.90100DBLPjournals/mp/RuiterBH16OpenAlexW2263749502WikidataQ59459527 ScholiaQ59459527MaRDI QIDQ344967

Ruud C. M. Brekelmans, Frans J. C. T. de Ruiter, Dick den Hertog

Publication date: 25 November 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-016-0978-6

zbMATH Keywords

multiple solutionsadjustable robust optimizationfolding horizonproduction-inventory problems

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Minimax problems in mathematical programming (90C47) Stochastic programming (90C15)

Related Items (10)

Pareto adaptive robust optimality via a Fourier-Motzkin elimination lens ⋮ Pareto robust optimization on Euclidean vector spaces ⋮ Robust Dual Dynamic Programming ⋮ Technical Note—Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models ⋮ A survey of adjustable robust optimization ⋮ Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization ⋮ Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information ⋮ Dynamic planning of a two-dose vaccination campaign with uncertain supplies ⋮ Adjustable robust treatment-length optimization in radiation therapy ⋮ An adaptive robust optimization model for parallel machine scheduling

Uses Software

• Gurobi
• YALMIP

Cites Work

• Unnamed Item
• Primal and dual linear decision rules in stochastic and robust optimization
• Adjustable robust solutions of uncertain linear programs
• Recent advances in robust optimization: an overview
• Theory and Applications of Robust Optimization
• Optimality of Affine Policies in Multistage Robust Optimization
• Programming with linear fractional functionals

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