A robust optimization approach with probe-able uncertainty

DOI10.1016/J.EJOR.2021.06.064zbMath1487.90510OpenAlexW3182836886MaRDI QIDQ2239954

Chungmok Lee

Publication date: 5 November 2021

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2021.06.064

zbMATH Keywords

mathematical programmingrobust optimizationuncertainty modellingexplorable uncertainty

Mathematics Subject Classification ID

Robustness in mathematical programming (90C17)

Related Items (1)

Two-stage robust optimization problems with two-stage uncertainty

Uses Software

• MIPLIB

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust optimization approach for a chance-constrained binary knapsack problem
• The robust knapsack problem with queries
• The orienteering problem: a survey
• The integer \(L\)-shaped method for stochastic integer programs with complete recourse
• Tractable stochastic analysis in high dimensions via robust optimization
• On a multicriteria shortest path problem
• Query-competitive algorithms for cheapest set problems under uncertainty
• A robust approach to the chance-constrained knapsack problem
• Selected topics in robust convex optimization
• Multi-stage stochastic optimization applied to energy planning
• Adjustable robust solutions of uncertain linear programs
• Computing and scheduling with explorable uncertainty
• A survey of adjustable robust optimization
• A combined average-case and worst-case analysis for an integrated hub location and revenue management problem
• Symmetry helps: bounded bi-directional dynamic programming for the elementary shortest path problem with resource constraints
• Vehicle routing problem with elementary shortest path based column generation
• Introduction to Stochastic Programming
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• A Robust Optimization Perspective on Stochastic Programming
• Computing shortest paths with uncertainty
• Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets
• The Price of Robustness
• A New Optimization Algorithm for the Vehicle Routing Problem with Time Windows
• Robust models for linear programming with uncertain right hand side
• An exact algorithm for the elementary shortest path problem with resource constraints: Application to some vehicle routing problems
• Computing the Median with Uncertainty
• A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
• Shortest Path Problems with Resource Constraints
• Label correcting methods to solve multicriteria shortest path problems

This page was built for publication: A robust optimization approach with probe-able uncertainty