On the performance of affine policies for two-stage adaptive optimization: a geometric perspective

DOI10.1007/S10107-014-0818-5zbMath1341.90094OpenAlexW2162210915MaRDI QIDQ747776

Hoda Bidkhori, Dimitris J. Bertsimas

Publication date: 19 October 2015

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

Full work available at URL: https://doi.org/10.1007/s10107-014-0818-5

zbMATH Keywords

a priori boundssymmetry factoradjustable linear optimizationaffine policiesrobust linear optimizationsimplex dilation factortranslation factor

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Linear programming (90C05) Stochastic programming (90C15)

Related Items (14)

Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization ⋮ Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective ⋮ When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent? ⋮ LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization ⋮ Decision rule-based method in solving adjustable robust capacity expansion problem ⋮ A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization ⋮ Robust convex optimization: a new perspective that unifies and extends ⋮ Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection ⋮ Multipolar robust optimization ⋮ A survey of adjustable robust optimization ⋮ Saddle point approximation approaches for two-stage robust optimization problems ⋮ Two-stage robust mixed integer programming problem with objective uncertainty ⋮ Multistage Robust Mixed-Integer Optimization with Adaptive Partitions ⋮ On the Optimality of Affine Policies for Budgeted Uncertainty Sets

Cites Work

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