Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
From MaRDI portal
Publication:3100441
DOI10.1287/opre.1080.0605zbMath1226.90053OpenAlexW2078355481MaRDI QIDQ3100441
Publication date: 24 November 2011
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1080.0605
Related Items (56)
Robust and reliable portfolio optimization formulation of a chance constrained problem ⋮ Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization ⋮ Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective ⋮ Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems ⋮ K-Adaptability in Two-Stage Robust Binary Programming ⋮ A two-stage robust optimization approach for the mobile facility fleet sizing and routing problem under uncertainty ⋮ A computational study of exact approaches for the adjustable robust resource-constrained project scheduling problem ⋮ Robust Shift Scheduling in Call Centers ⋮ Frameworks and results in distributionally robust optimization ⋮ Dynamic optimization with side information ⋮ Affine recourse for the robust network design problem: Between static and dynamic routing ⋮ Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems ⋮ A transformation-proximal bundle algorithm for multistage adaptive robust optimization and application to constrained robust optimal control ⋮ Multistage robust discrete optimization via quantified integer programming ⋮ \(K\)-adaptability in two-stage mixed-integer robust optimization ⋮ Robust convex optimization: a new perspective that unifies and extends ⋮ A double-oracle, logic-based Benders decomposition approach to solve the \(K\)-adaptability problem ⋮ Quadratically adjustable robust linear optimization with inexact data via generalized S-lemma: exact second-order cone program reformulations ⋮ Robust supply chain network design: an optimization model with real world application ⋮ Binary decision rules for multistage adaptive mixed-integer optimization ⋮ Robust Dual Dynamic Programming ⋮ Primal and dual linear decision rules in stochastic and robust optimization ⋮ Robust post-disaster route restoration ⋮ A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization ⋮ Application of robust optimization to the Sawmill planning problem ⋮ Conditions under which adjustability lowers the cost of a robust linear program ⋮ A perfect information lower bound for robust lot-sizing problems ⋮ Multipolar robust optimization ⋮ On the optimal solution set in interval linear programming ⋮ Robust combinatorial optimization under convex and discrete cost uncertainty ⋮ Generalized decision rule approximations for stochastic programming via liftings ⋮ A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties ⋮ Robust inventory management with multiple supply sources ⋮ A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides ⋮ Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules ⋮ Two-stage robust LP with ellipsoidal right-hand side uncertainty is NP-hard ⋮ Recent advances in robust optimization: an overview ⋮ Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems ⋮ The decision rule approach to optimization under uncertainty: methodology and applications ⋮ Saddle point approximation approaches for two-stage robust optimization problems ⋮ Oracle-based algorithms for binary two-stage robust optimization ⋮ Generalized Farkas lemma with adjustable variables and two-stage robust linear programs ⋮ Two-stage robust mixed integer programming problem with objective uncertainty ⋮ Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization ⋮ Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making ⋮ Decomposition for adjustable robust linear optimization subject to uncertainty polytope ⋮ Multistage Adaptive Robust Optimization for the Unit Commitment Problem ⋮ Radius of robust feasibility of system of convex inequalities with uncertain data ⋮ Adjustable Robust Optimization via Fourier–Motzkin Elimination ⋮ Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set ⋮ Robust Multiperiod Vehicle Routing Under Customer Order Uncertainty ⋮ Exploiting the Structure of Two-Stage Robust Optimization Models with Exponential Scenarios ⋮ Piecewise Constant Decision Rules via Branch-and-Bound Based Scenario Detection for Integer Adjustable Robust Optimization ⋮ Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem ⋮ A Lagrangian dual method for two-stage robust optimization with binary uncertainties ⋮ Technical Note—Two-Stage Sample Robust Optimization
This page was built for publication: Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts