scientific article
From MaRDI portal
Publication:3182207
zbMath1221.90001MaRDI QIDQ3182207
No author found.
Publication date: 7 October 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Minimax problems in mathematical programming (90C47) Optimality conditions and duality in mathematical programming (90C46) Sensitivity, stability, parametric optimization (90C31) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
Related Items
Risk measures in stochastic programming and robust optimization problems ⋮ On \(\epsilon\)-solutions for convex optimization problems with uncertainty data ⋮ Trust region subproblem with an additional linear inequality constraint ⋮ Robust optimization in countably infinite linear programs ⋮ Generalized Farkas' lemma and gap-free duality for minimax DC optimization with polynomials and robust quadratic optimization ⋮ A new expected-improvement algorithm for continuous minimax optimization ⋮ A stochastic semidefinite programming approach for bounds on option pricing under regime switching ⋮ Application of stochastic programming to reduce uncertainty in quality-based supply planning of slaughterhouses ⋮ A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty ⋮ A robust-CVaR optimization approach with application to breast cancer therapy ⋮ Minmax robustness for multi-objective optimization problems ⋮ On bounding the union probability using partial weighted information ⋮ Robust optimization for routing problems on trees ⋮ On computability and triviality of well groups ⋮ On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs ⋮ Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach ⋮ A new bound for the midpoint solution in minmax regret optimization with an application to the robust shortest path problem ⋮ Circumventing the Slater conundrum in countably infinite linear programs ⋮ Cautious label ranking with label-wise decomposition ⋮ Robustness in nonsmooth nonlinear multi-objective programming ⋮ Decomposition approaches for recoverable robust optimization problems ⋮ Bi-objective robust optimisation ⋮ Biobjective robust optimization over the efficient set for Pareto set reduction ⋮ Robust storage loading problems with stacking and payload constraints ⋮ KKT optimality conditions in interval valued multiobjective programming with generalized differentiable functions ⋮ Robust optimal solutions in interval linear programming with forall-exists quantifiers ⋮ A practical nonlinear dynamic framework for solving a class of fractional programming problems ⋮ A robust asset-liability management framework for investment products with guarantees ⋮ Some characterizations of robust optimal solutions for uncertain convex optimization problems ⋮ On the recoverable robust traveling salesman problem ⋮ Optimization of robust area traffic control with equilibrium flow under demand uncertainty ⋮ Recovery-to-optimality: a new two-stage approach to robustness with an application to aperiodic timetabling ⋮ The robust knapsack problem with queries ⋮ Tractable approximations to a robust capacity assignment model in telecommunications under demand uncertainty ⋮ Robust flows with losses and improvability in evacuation planning ⋮ An analysis of the non-preemptive mixed-criticality match-up scheduling problem ⋮ Robust energy-aware routing with redundancy elimination ⋮ A bicriteria approach to robust optimization ⋮ Robust newsvendor problem with autoregressive demand ⋮ New reformulations of distributionally robust shortest path problem ⋮ Commitment and dispatch of heat and power units via affinely adjustable robust optimization ⋮ The impact of the existence of multiple adjustable robust solutions ⋮ Robust linear semi-infinite programming duality under uncertainty ⋮ SDP reformulation for robust optimization problems based on nonconvex QP duality ⋮ Fuzzy one-class classification model using contamination neighborhoods ⋮ Application of robust optimization to automated test assembly ⋮ A polynomial-time solution scheme for quadratic stochastic programs ⋮ Robust international portfolio management ⋮ Risk averse elastic shape optimization with parametrized fine scale geometry ⋮ New strong duality results for convex programs with separable constraints ⋮ Thresholded covering algorithms for robust and max-min optimization ⋮ Value-at-risk support vector machine: stability to outliers ⋮ Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations ⋮ A robust optimization approach to closed-loop supply chain network design under uncertainty ⋮ Robust conjugate duality for convex optimization under uncertainty with application to data classification ⋮ Chance constrained uncertain classification via robust optimization ⋮ Lagrange multiplier characterizations of robust best approximations under constraint data uncertainty ⋮ A robust robust optimization result ⋮ Line planning in public transportation: models and methods ⋮ A constraint sampling approach for multi-stage robust optimization ⋮ On the role of norm constraints in portfolio selection ⋮ Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets ⋮ Multi-stage recovery robustness for optimization problems: A new concept for planning under disturbances ⋮ Robust least square semidefinite programming with applications ⋮ Robust control of uncertain systems: classical results and recent developments ⋮ On a robustness property in single-facility location in continuous space ⋮ Robust quadratic regression and its application to energy-growth consumption problem ⋮ Dual semidefinite programs without duality gaps for a class of convex minimax programs ⋮ Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization ⋮ Generalized light robustness and the trade-off between robustness and nominal quality ⋮ Robust load planning of trains in intermodal transportation ⋮ A robust bus evacuation model with delayed scenario information ⋮ Stochastic linear programming with a distortion risk constraint ⋮ Combinatorial optimization problems with uncertain costs and the OWA criterion ⋮ Robust UAV mission planning ⋮ On the multicriteria allocation problem ⋮ A general solution for robust linear programs with distortion risk constraints ⋮ A robust optimization approach to assess the effect of delays in the connection-to-the-grid time of new generation power plants over transmission expansion planning ⋮ A novel probabilistic formulation for locating and sizing emergency medical service stations ⋮ Robust fractional programming ⋮ Distributionally robust multi-item newsvendor problems with multimodal demand distributions ⋮ Zero-convex functions, perturbation resilience, and subgradient projections for feasibility-seeking methods ⋮ Generalized decision rule approximations for stochastic programming via liftings ⋮ A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties ⋮ Robust location transportation problems under uncertain demands ⋮ A dynamic inventory rationing problem with uncertain demand and production rates ⋮ Distribution-dependent robust linear optimization with applications to inventory control ⋮ Robust optimization of schedules affected by uncertain events ⋮ Relative entropy optimization and its applications ⋮ On reduced semidefinite programs for second order moment bounds with applications ⋮ Auction optimization using regression trees and linear models as integer programs ⋮ Exact conic programming relaxations for a class of convex polynomial cone programs ⋮ Policy iteration for robust nonstationary Markov decision processes ⋮ Robust unit commitment with \(n-1\) security criteria ⋮ Robust Farkas' lemma for uncertain linear systems with applications ⋮ Convexity conditions of Kantorovich function and related semi-infinite linear matrix inequalities ⋮ Robustness analysis of elementary flux modes generated by column generation ⋮ On \(\epsilon\)-solutions for robust fractional optimization problems ⋮ On robust optimization. Relations between scalar robust optimization and unconstrained multicriteria optimization ⋮ A semi-definite programming approach for robust tracking ⋮ Computing knapsack solutions with cardinality robustness ⋮ A look at the past and present of optimization - an editorial ⋮ On safe tractable approximations of chance constraints ⋮ Minimax and risk averse multistage stochastic programming ⋮ Robust ranking and portfolio optimization ⋮ Robust risk management ⋮ Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems ⋮ Linear programming with uncertain data: some extensions to robust optimization ⋮ A lifting method for generalized semi-infinite programs based on lower level Wolfe duality ⋮ Risk analysis and decision theory: a bridge ⋮ Single-item dynamic lot-sizing problems: an updated survey ⋮ An improved algorithm for fixed-hub single allocation problems ⋮ Robust multicriteria risk-averse stochastic programming models ⋮ Minmax regret combinatorial optimization problems with ellipsoidal uncertainty sets ⋮ Robust inventory control under demand and lead time uncertainty ⋮ A Benders decomposition approach for order acceptance and scheduling problem: a robust optimization approach ⋮ Multiple shooting applied to robust reservoir control optimization including output constraints on coherent risk measures ⋮ Data-driven robust optimization ⋮ Binary decision rules for multistage adaptive mixed-integer optimization ⋮ Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter ⋮ Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs ⋮ Min-ordering and max-ordering scalarization methods for multi-objective robust optimization ⋮ A robust signal control system for equilibrium flow under uncertain travel demand and traffic delay ⋮ On robust Kalman filter for two-dimensional uncertain linear discrete time-varying systems: a least squares method ⋮ On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints ⋮ A robust probability classifier based on the modified \(\chi^2\)-distance ⋮ A unified framework for stochastic optimization ⋮ Primal worst and dual best in robust vector optimization ⋮ Robust optimization approximation for ambiguous P-model and its application ⋮ Ball-and-finger system: modeling and optimal trajectories ⋮ Stability advances in robust portfolio optimization under parallelepiped uncertainty ⋮ Protection of flows under targeted attacks ⋮ Convergent conic linear programming relaxations for cone convex polynomial programs ⋮ A convergent hierarchy of SDP relaxations for a class of hard robust global polynomial optimization problems ⋮ Robust alternative theorem for linear inequalities with applications to robust multiobjective optimization ⋮ On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems ⋮ Large-scale unit commitment under uncertainty: an updated literature survey ⋮ Recent contributions to linear semi-infinite optimization: an update ⋮ Robust multiobjective optimization with application to Internet routing ⋮ Energy technology environment model with smart grid and robust nodal electricity prices ⋮ A unified characterization of multiobjective robustness via separation ⋮ Robustness in deterministic vector optimization ⋮ Robust combinatorial optimization under budgeted-ellipsoidal uncertainty ⋮ Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation ⋮ Multipolar robust optimization ⋮ On the optimal solution set in interval linear programming ⋮ Fitting random cash management models to data ⋮ Robust MPC with recursive model update ⋮ Convergent hierarchy of SDP relaxations for a class of semi-infinite convex polynomial programs and applications ⋮ A survey of adjustable robust optimization ⋮ \(K\)-adaptability in stochastic combinatorial optimization under objective uncertainty ⋮ Robust and sustainable supply chains under market uncertainties and different risk attitudes -- a case study of the German biodiesel market ⋮ A comparison of different routing schemes for the robust network loading problem: polyhedral results and computation ⋮ Robust optimization in the presence of uncertainty: a generic approach ⋮ DC programming and DCA: thirty years of developments ⋮ Logistic regression: from art to science ⋮ Robust optimization approaches for the equitable and effective distribution of donated food ⋮ Compromise solutions for robust combinatorial optimization with variable-sized uncertainty ⋮ Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances ⋮ The multi-band robust knapsack problem -- a dynamic programming approach ⋮ A new loss function for multi-response optimization with model parameter uncertainty and implementation errors ⋮ Regression and Kriging metamodels with their experimental designs in simulation: a review ⋮ Distributionally robust single machine scheduling with risk aversion ⋮ Robust portfolio selection problem under temperature uncertainty ⋮ An analytical approach to the protection planning of a rail intermodal terminal network ⋮ A utility theory based interactive approach to robustness in linear optimization ⋮ A unified approach to uncertain optimization ⋮ Anchored reactive and proactive solutions to the CPM-scheduling problem ⋮ Decision rule approximations for the risk averse reservoir management problem ⋮ A biobjective approach to recoverable robustness based on location planning ⋮ Robust multiobjective portfolio optimization: A minimax regret approach ⋮ Direct data-based decision making under uncertainty ⋮ Time consistent multi-period robust risk measures and portfolio selection models with regime-switching ⋮ Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs ⋮ Supply location and transportation planning for hurricanes: a two-stage stochastic programming framework ⋮ Robust multicovers with budgeted uncertainty ⋮ Computational tractability of chance constrained data envelopment analysis ⋮ Approximating the Pareto set of multiobjective linear programs via robust optimization ⋮ Robust hedging strategies ⋮ Tactical supply chain planning under uncertainty with an application in the wind turbines industry ⋮ Robust flows over time: models and complexity results ⋮ Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations ⋮ Distributionally robust discrete optimization with entropic Value-at-Risk ⋮ Robust counterparts and robust efficient solutions in vector optimization under uncertainty ⋮ Robust binary optimization using a safe tractable approximation ⋮ Radius of robust feasibility formulas for classes of convex programs with uncertain polynomial constraints ⋮ A note on hierarchical hubbing for a generalization of the VPN problem ⋮ A decomposition approach for optimal gas network extension with a finite set of demand scenarios ⋮ Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study ⋮ Likelihood robust optimization for data-driven problems ⋮ Log-robust portfolio management with parameter ambiguity ⋮ A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches ⋮ Robust optimization of uncertain multistage inventory systems with inexact data in decision rules ⋮ Quality evaluation of scenario-tree generation methods for solving stochastic programming problems ⋮ Regularized decomposition of large scale block-structured robust optimization problems ⋮ A joint model of probabilistic/robust constraints for gas transport management in stationary networks ⋮ Centered solutions for uncertain linear equations ⋮ Robust response-guided dosing ⋮ Using modified maximum regret for finding a necessarily efficient solution in an interval MOLP problem ⋮ Robust monotone submodular function maximization ⋮ Learning models with uniform performance via distributionally robust optimization ⋮ Solving equations and optimization problems with uncertainty ⋮ Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach ⋮ Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches ⋮ A second-order cone programming based robust data envelopment analysis model for the new-energy vehicle industry ⋮ Robust portfolio optimization: a categorized bibliographic review ⋮ Computing technical capacities in the European entry-exit gas market is NP-hard ⋮ Well-posedness for the optimistic counterpart of uncertain vector optimization problems ⋮ Robustness-based approach for fuzzy multi-objective problems ⋮ Finding efficient solutions in robust multiple objective optimization with SOS-convex polynomial data ⋮ Dominance for multi-objective robust optimization concepts ⋮ Reactive and proactive single-machine scheduling to maintain a maximum number of starting times ⋮ Robustness in nonsmooth nonconvex optimization problems ⋮ Data-driven robust chance constrained problems: a mixture model approach ⋮ Evacuation transportation planning under uncertainty: A robust optimization approach ⋮ Robust and reliable forward-reverse logistics network design under demand uncertainty and facility disruptions ⋮ A novel gradient-based neural network for solving convex second-order cone constrained variational inequality problems ⋮ Robust pooling for contracting models with asymmetric information ⋮ Lot sizing with storage losses under demand uncertainty ⋮ A robust optimization approach to diet problem with overall glycemic load as objective function ⋮ A largest empty hypersphere metaheuristic for robust optimisation with implementation uncertainty ⋮ Resource allocation when planning for simultaneous disasters ⋮ Simulation-based classification; a model-order-reduction approach for structural health monitoring ⋮ Best approximate solutions of inconsistent linear inequality systems ⋮ Complete characterizations of robust strong duality for robust vector optimization problems ⋮ A framework for sensitivity analysis of decision trees ⋮ Expected improvement based infill sampling for global robust optimization of constrained problems ⋮ Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods ⋮ Piecewise static policies for two-stage adjustable robust linear optimization ⋮ Relaxations and approximations of chance constraints under finite distributions ⋮ MIP-based approaches for robust storage loading problems with stacking constraints ⋮ Designing and constructing networks under uncertainty in the construction stage: definition and exact algorithmic approach ⋮ Flexible solutions to maritime inventory routing problems with delivery time windows ⋮ A computational study of the general lot-sizing and scheduling model under demand uncertainty via robust and stochastic approaches ⋮ Robust scheduling to minimize the weighted number of late jobs with interval due-date uncertainty ⋮ The robust (minmax regret) assembly line worker assignment and balancing problem ⋮ Robust vehicle routing problem with hard time windows under demand and travel time uncertainty ⋮ SOS-convex semialgebraic programs and its applications to robust optimization: a tractable class of nonsmooth convex optimization ⋮ A computational study of exact approaches for the adjustable robust resource-constrained project scheduling problem ⋮ A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality ⋮ Time consistent multi-period worst-case risk measure in robust portfolio selection ⋮ Uncertainty-safe large scale support vector machines ⋮ When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent? ⋮ Robust combinatorial optimization with knapsack uncertainty ⋮ Stability of local efficiency in multiobjective optimization ⋮ Characterizations for optimality conditions of general robust optimization problems ⋮ On approximate solutions for robust convex semidefinite optimization problems ⋮ Characterizations of robust solution set of convex programs with uncertain data ⋮ A unifying approach to robust convex infinite optimization duality ⋮ Decision uncertainty in multiobjective optimization ⋮ Recent contributions to linear semi-infinite optimization ⋮ Two-stage non-cooperative games with risk-averse players ⋮ On the existence of solutions to stochastic quasi-variational inequality and complementarity problems ⋮ Integer programming formulations for three sequential discrete competitive location problems with foresight ⋮ Distributionally robust equilibrium for continuous games: Nash and Stackelberg models ⋮ On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization ⋮ Ranking robustness and its application to evacuation planning ⋮ Robust goal programming using different robustness echelons via norm-based and ellipsoidal uncertainty sets ⋮ Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization ⋮ Robust and Pareto optimality of insurance contracts ⋮ Using financial risk measures for analyzing generalization performance of machine learning models ⋮ Feature selection for linear SVMs under uncertain data: robust optimization based on difference of convex functions algorithms ⋮ Aggregation-robustness and model uncertainty of regulatory risk measures ⋮ Computational modeling of the nonlinear stochastic dynamics of horizontal drillstrings ⋮ A robust multi-trip vehicle routing problem of perishable products with intermediate depots and time windows ⋮ A comparative note on the relaxation algorithms for the linear semi-infinite feasibility problem ⋮ Optimising for energy or robustness? Trade-offs for VM consolidation in virtualized datacenters under uncertainty ⋮ Characterizing robust local error bounds for linear inequality systems under data uncertainty ⋮ Robust physiological mappings: from non-invasive to invasive ⋮ Revisiting wireless network jamming by SIR-based considerations and multiband robust optimization ⋮ Variable-sized uncertainty and inverse problems in robust optimization ⋮ Solving multistage quantified linear optimization problems with the alpha-beta nested Benders decomposition ⋮ Robust global error bounds for uncertain linear inequality systems with applications ⋮ Algorithms and complexity analysis for robust single-machine scheduling problems ⋮ Robust duality for generalized convex programming problems under data uncertainty ⋮ Robust duality for fractional programming problems with constraint-wise data uncertainty ⋮ A classical decision theoretic perspective on worst-case analysis ⋮ Almost robust discrete optimization ⋮ Robust balanced optimization ⋮ A cutting plane projection method for bi-level area traffic control optimization with uncertain travel demand ⋮ Robust optimization model for uncertain multiobjective linear programs ⋮ Data-driven inverse optimization with imperfect information ⋮ Robust possibilistic programming for socially responsible supply chain network design: a new approach ⋮ Two-stage robust LP with ellipsoidal right-hand side uncertainty is NP-hard ⋮ Robust semidefinite programming problems with general nonlinear parameter dependence: approaches using the DC-representations ⋮ Characterizing robust set containments and solutions of uncertain linear programs without qualifications ⋮ Robust resource allocations in temporal networks ⋮ Tractable stochastic analysis in high dimensions via robust optimization ⋮ Smoothing methods for nonsmooth, nonconvex minimization ⋮ Two-stage robust mixed integer programming problem with objective uncertainty ⋮ Multi-objective minmax robust combinatorial optimization with cardinality-constrained uncertainty ⋮ A stochastic program with time series and affine decision rules for the reservoir management problem ⋮ Regularized optimization with spatial coupling for robust decision making ⋮ Characterization of the equivalence of robustification and regularization in linear and matrix regression ⋮ Robust transient analysis of multi-server queueing systems and feed-forward networks ⋮ On robust duality for fractional programming with uncertainty data ⋮ Robust generalized eigenvalue classifier with ellipsoidal uncertainty ⋮ Sectional convexity of epigraphs of conjugate mappings with applications to robust vector duality ⋮ Rectangular chance constrained geometric optimization ⋮ On the resolution of misspecified convex optimization and monotone variational inequality problems ⋮ Exact SDP relaxations for classes of nonlinear semidefinite programming problems ⋮ Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty ⋮ Robust combinatorial optimization with variable budgeted uncertainty ⋮ Distributionally robust joint chance constraints with second-order moment information ⋮ The whole random optimization with application ⋮ A projected primal-dual gradient optimal control method for deep reinforcement learning ⋮ Scalarization of multiobjective robust optimization problems ⋮ Euclidean minimum spanning trees with independent and dependent geometric uncertainties ⋮ Developing optimization \& robust models for a mixed-model assembly line balancing problem with semi-automated operations ⋮ A new distributionally robust \(p\)-hub median problem with uncertain carbon emissions and its tractable approximation method ⋮ Composite convex optimization with global and local inexact oracles ⋮ A two-stage robust model for a reliable \(p\)-center facility location problem ⋮ Three methods for robust grading ⋮ Distributionally robust scheduling on parallel machines under moment uncertainty ⋮ Robust strategic bidding in auction-based markets ⋮ A robust counterpart approach to the bi-objective emergency medical service design problem ⋮ Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules ⋮ Instances of computational optimal recovery: refined approximability models ⋮ A data-driven newsvendor problem: from data to decision ⋮ The decision rule approach to optimization under uncertainty: methodology and applications ⋮ Quasi-decidability of a fragment of the first-order theory of real numbers ⋮ Robust budget allocation via continuous submodular functions ⋮ A scalarization scheme for binary relations with applications to set-valued and robust optimization ⋮ Robust constrained best approximation with nonconvex constraints ⋮ On robustness for set-valued optimization problems ⋮ Selected applications of linear semi-infinite systems theory ⋮ Oracle-based algorithms for binary two-stage robust optimization ⋮ Designing emergency flood evacuation plans using robust optimization and artificial intelligence ⋮ Generalized Farkas lemma with adjustable variables and two-stage robust linear programs ⋮ Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry ⋮ A robust location-arc routing problem under uncertainty: mathematical model with lower and upper bounds ⋮ Adjustable robust balanced hub location problem with uncertain transportation cost ⋮ Nonconvex robust programming via value-function optimization ⋮ Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming ⋮ Exact lexicographic scheduling and approximate rescheduling ⋮ Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization ⋮ Time-consistency of optimal investment under smooth ambiguity ⋮ Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making ⋮ A robust optimization approach for the multi-mode resource-constrained project scheduling problem ⋮ The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems ⋮ Calculating radius of robust feasibility of uncertain linear conic programs via semi-definite programs ⋮ Robust necessary optimality conditions for nondifferentiable complex fractional programming with uncertain data ⋮ A general class of relative optimization problems ⋮ Exact dual bounds for some nonconvex minimax quadratic optimization problems ⋮ An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation ⋮ Ergodic approach to robust optimization and infinite programming problems ⋮ Global optimality condition for quadratic optimization problems under data uncertainty ⋮ A stochastic primal-dual method for optimization with conditional value at risk constraints ⋮ A geometric branch and bound method for robust maximization of convex functions ⋮ Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity ⋮ Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function ⋮ The gain of robustness for a storage loading problem ⋮ Exploiting bounded rationality in risk-based cyber camouflage games ⋮ Robust algorithms for preemptive scheduling on uniform machines of non-increasing job sizes ⋮ A robust approach for modeling limited observability in bilevel optimization ⋮ The cost of decoupling trade and transport in the European entry-exit gas market with linear physics modeling ⋮ Energy and reserve dispatch with distributionally robust joint chance constraints ⋮ On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function ⋮ Approximate and robust bounded job start scheduling for Royal Mail delivery offices ⋮ The generalized equivalence of regularization and min-max robustification in linear mixed models ⋮ A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs ⋮ Structural reliability under uncertainty in moments: distributionally-robust reliability-based design optimization ⋮ Risk-averse stochastic programming and distributionally robust optimization via operator splitting ⋮ Superquantiles at work: machine learning applications and efficient subgradient computation ⋮ KDE distributionally robust portfolio optimization with higher moment coherent risk ⋮ A multi-objective distributionally robust model for sustainable last mile relief network design problem ⋮ An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty ⋮ Robust minimum cost consensus model for multicriteria decision-making under uncertain circumstances ⋮ A two-stage robust approach to integrated station location and rebalancing vehicle service design in bike-sharing systems ⋮ Optimizing subscriber migrations for a telecommunication operator in uncertain context ⋮ Inventory -- forecasting: mind the gap ⋮ Acceptable set topic modeling ⋮ Biobjective robust simulation-based optimization for unconstrained problems ⋮ Entropy based robust portfolio ⋮ Scalarization and robustness in uncertain vector optimization problems: a non componentwise approach ⋮ Unified robust necessary optimality conditions for nonconvex nonsmooth uncertain multiobjective optimization ⋮ Online economic ordering problem for deteriorating items with limited price information ⋮ Tractable model discrimination for safety-critical systems with disjunctive and coupled constraints ⋮ Data-driven tuning for chance constrained optimization: analysis and extensions ⋮ On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints ⋮ On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization ⋮ Robustness of solutions to the capacitated facility location problem with uncertain demand ⋮ Generalized resilience and robust statistics ⋮ Near-optimal solutions of convex semi-infinite programs via targeted sampling ⋮ Deciding the feasibility of a booking in the European gas market is coNP-hard ⋮ Probability estimation via policy restrictions, convexification, and approximate sampling ⋮ \(K\)-adaptability in stochastic optimization ⋮ Robust multidimensional pricing: separation without regret ⋮ Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets ⋮ Robust productivity growth and efficiency measurement with undesirable outputs: evidence from the oil industry ⋮ Norm induced polyhedral uncertainty sets for robust linear optimization ⋮ A Lagrangian dual method for two-stage robust optimization with binary uncertainties ⋮ Robust vehicle routing under uncertainty via branch-price-and-cut ⋮ On the robustness of randomized classifiers to adversarial examples ⋮ 2-approximation algorithm for minmax absolute maximum lateness scheduling-location problem ⋮ A robust omnichannel pricing and ordering optimization approach with return policies based on data-driven support vector clustering ⋮ An adaptive robust optimization model for parallel machine scheduling ⋮ Robust optimization for lot-sizing problems under yield uncertainty ⋮ Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty ⋮ Minimax programming as a tool for studying robust multi-objective optimization problems ⋮ An efficient algorithm for the extended trust-region subproblem with two linear constraints ⋮ Robust parameter design and optimization for quality engineering ⋮ Local saddle points for unconstrained polynomial optimization ⋮ Robust two-stage combinatorial optimization problems under convex second-stage cost uncertainty ⋮ Persistence in complex systems ⋮ Distributionally-robust machine learning using locally differentially-private data ⋮ On the tightness of SDP relaxations of QCQPs ⋮ On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming ⋮ Robust optimality, duality and saddle points for multiobjective fractional semi-infinite optimization with uncertain data ⋮ A framework for adaptive open-pit mining planning under geological uncertainty ⋮ Optimality conditions for robust nonsmooth multiobjective optimization problems in asplund spaces ⋮ Towards an algorithmic synthesis of thermofluid systems ⋮ Robust optimization and data classification for characterization of Huntington disease onset via duality methods ⋮ Robust approximation of chance constrained DC optimal power flow under decision-dependent uncertainty ⋮ Branch-and-price approach for robust parallel machine scheduling with sequence-dependent setup times ⋮ Two-stage robust optimization problems with two-stage uncertainty ⋮ Risk-averse hub location: formulation and solution approach ⋮ Cubic regularized Newton method for the saddle point models: a global and local convergence analysis ⋮ An \(O(s^r)\)-resolution ODE framework for understanding discrete-time algorithms and applications to the linear convergence of minimax problems ⋮ On Nash-Stackelberg-Nash games under decision-dependent uncertainties: model and equilibrium ⋮ On approximate efficiency for nonsmooth robust vector optimization problems ⋮ LR-NIMBUS: an interactive algorithm for uncertain multiobjective optimization with lightly robust efficient solutions ⋮ A bilevel optimization approach to decide the feasibility of bookings in the European gas market ⋮ Conic linear programming duals for classes of quadratic semi-infinite programs with applications ⋮ Optimality conditions for robust weak sharp efficient solutions of nonsmooth uncertain multiobjective optimization problems ⋮ Safe global optimization of expensive noisy black-box functions in the \(\delta \)-Lipschitz framework ⋮ Berth allocation and quay crane assignment/scheduling problem under uncertainty: a survey ⋮ Scheduling wine bottling operations with multiple lines and sequence-dependent set-up times: robust formulation and a decomposition solution approach ⋮ Estimates of generalized hessians for optimal value functions in mathematical programming ⋮ Robust MPC for LPV systems via a novel optimization-based constraint tightening ⋮ Robust optimization approaches for purchase planning with supplier selection under lead time uncertainty ⋮ The min-p robust optimization approach for facility location problem under uncertainty ⋮ Frameworks and results in distributionally robust optimization ⋮ On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints ⋮ Testing facility location and dynamic capacity planning for pandemics with demand uncertainty ⋮ An algorithmic approach to multiobjective optimization with decision uncertainty ⋮ Immobile indices and CQ-free optimality criteria for linear copositive programming problems ⋮ Finite horizon constrained control and bounded-error estimation in the presence of missing data ⋮ Characterization of norm-based robust solutions in vector optimization ⋮ Stochastic optimization in supply chain networks: averaging robust solutions ⋮ A concise guide to existing and emerging vehicle routing problem variants ⋮ Robust Farkas-Minkowski constraint qualification for convex inequality system under data uncertainty ⋮ Distributionally robust optimization with polynomial densities: theory, models and algorithms ⋮ Robust optimization for premarshalling with uncertain priority classes ⋮ Bilevel programming approaches to production planning for multiple products with short life cycles ⋮ Structural properties of feasible bookings in the European entry-exit gas market system ⋮ Weighted robust optimality of convex optimization problems with data uncertainty ⋮ Linear formulations and valid inequalities for a classic location problem with congestion: a robust optimization application ⋮ A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization ⋮ Distance geometry and data science ⋮ Comparative study of different risk measures for robust optimization of oil production under the market uncertainty: a regret-based insight ⋮ Robustness characterizations for uncertain optimization problems via image space analysis ⋮ \(K\)-adaptability in two-stage mixed-integer robust optimization ⋮ Robust equilibrium in transportation networks ⋮ Optimality conditions for a nonsmooth uncertain multiobjective programming problem ⋮ Certifiably optimal sparse inverse covariance estimation ⋮ Safety investment decision problem without probability distribution: a robust optimization approach ⋮ Robust trade-off portfolio selection ⋮ Facing robustness as a multi-objective problem: a bi-objective shortest path problem in smart regions ⋮ Extended Karush-Kuhn-Tucker condition for constrained interval optimization problems and its application in support vector machines ⋮ Two-stage robust optimization for the orienteering problem with stochastic weights ⋮ Exploiting partial correlations in distributionally robust optimization ⋮ Circular economy implementation in waste management network design problem: a case study ⋮ Robust strategic planning for mobile medical units with steerable and unsteerable demands ⋮ Constant depth decision rules for multistage optimization under uncertainty ⋮ Robust inventory management with multiple supply sources ⋮ An exact robust approach for the integrated berth allocation and quay crane scheduling problem under uncertain arrival times ⋮ Robustness of Farrell cost efficiency measurement under data perturbations: evidence from a US manufacturing application ⋮ Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach ⋮ A survey of decision making and optimization under uncertainty ⋮ Scheduling jobs with normally distributed processing times on parallel machines ⋮ Benders decomposition for the distributionally robust optimization of pricing and reverse logistics network design in remanufacturing systems ⋮ The radius of robust feasibility of uncertain mathematical programs: a survey and recent developments ⋮ Climate-aware generation and transmission expansion planning: a three-stage robust optimization approach ⋮ Characterizing robust weak sharp solution sets of convex optimization problems with uncertainty ⋮ Joint model of probabilistic-robust (probust) constraints applied to gas network optimization ⋮ Minimum cost strategic weight assignment for multiple attribute decision-making problem using robust optimization approach ⋮ Multi-period dynamic distributionally robust pre-positioning of emergency supplies under demand uncertainty ⋮ Recent developments in robust portfolios with a worst-case approach ⋮ Robust linear optimization under matrix completion ⋮ Recent advances in robust optimization: an overview ⋮ Robust SOS-convex polynomial optimization problems: exact SDP relaxations ⋮ Using robust optimization for distribution and inventory planning for a large pulp producer ⋮ A note on upper bounds to the robust knapsack problem with discrete scenarios ⋮ Characterizing robust solution sets of convex programs under data uncertainty ⋮ Robust energy cost optimization of water distribution system with uncertain demand ⋮ Strong and total Fenchel dualities for robust convex optimization problems ⋮ The relationship between multi-objective robustness concepts and set-valued optimization ⋮ Convexifiability of continuous and discrete nonnegative quadratic programs for gap-free duality ⋮ Bi-objective facility location under uncertainty with an application in last-mile disaster relief ⋮ Decision space robustness for multi-objective integer linear programming ⋮ Distributionally robust optimization with moment ambiguity sets ⋮ Global optimization for the multilevel European gas market system with nonlinear flow models on trees ⋮ Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets ⋮ A simple condition for the boundedness of sign-perturbed-sums (SPS) confidence regions ⋮ A convex optimization approach to synthesizing state feedback data-driven controllers for switched linear systems ⋮ Operations research in optimal power flow: a guide to recent and emerging methodologies and applications ⋮ A penalty approach to linear programs with many two-sided constraints ⋮ Quantitative stability analysis for minimax distributionally robust risk optimization ⋮ Convex graph invariant relaxations for graph edit distance ⋮ Multicriteria modeling and tradeoff analysis for oil load dispatch and hauling operations at Noble energy ⋮ On the influence of robustness measures on shape optimization with stochastic uncertainties ⋮ Robust and reliable portfolio optimization formulation of a chance constrained problem ⋮ Omega-CVaR portfolio optimization and its worst case analysis ⋮ Finding robust global optimal values of bilevel polynomial programs with uncertain linear constraints ⋮ Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support ⋮ Robust optimal control with adjustable uncertainty sets ⋮ Regularized robust optimization: the optimal portfolio execution case ⋮ Inverse problems from biomedicine: inference of putative disease mechanisms and robust therapeutic strategies ⋮ The new robust conic GPLM method with an application to finance: prediction of credit default ⋮ On the approximability of adjustable robust convex optimization under uncertainty ⋮ A branch and bound algorithm for quantified quadratic programming ⋮ A comparison of four approaches from stochastic programming for large-scale unit-commitment ⋮ Computation algorithm for convex semi-infinite program with second-order cones: special analyses for affine and quadratic case ⋮ An exact formula for radius of robust feasibility of uncertain linear programs ⋮ Optimization for financial engineering: a special issue ⋮ Quasiconvexity of set-valued maps assures well-posedness of robust vector optimization ⋮ Robust solutions to box-constrained stochastic linear variational inequality problem ⋮ Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss ⋮ Robust inverse optimization ⋮ Binary classification SVM-based algorithms with interval-valued training data using triangular and Epanechnikov kernels ⋮ Robust optimal discrete arc sizing for tree-shaped potential networks ⋮ Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints ⋮ Characterizations of multiobjective robustness via oriented distance function and image space analysis ⋮ Optimal robust insurance with a finite uncertainty set ⋮ Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance ⋮ A composite risk measure framework for decision making under uncertainty ⋮ A class of two-stage distributionally robust games ⋮ Robust recoverable 0-1 optimization problems under polyhedral uncertainty ⋮ Robust multiobjective portfolio optimization: a set order relations approach ⋮ Hidden conic quadratic representation of some nonconvex quadratic optimization problems ⋮ Fixed-order FIR approximation of linear systems from quantized input and output data ⋮ A robust meta-game for climate negotiations ⋮ The contraction rate in Thompson's part metric of order-preserving flows on a cone -- application to generalized Riccati equations ⋮ Computing best bounds for nonlinear risk measures with partial information ⋮ The KKT optimality conditions in a class of generalized convex optimization problems with an interval-valued objective function ⋮ Bottleneck combinatorial optimization problems with uncertain costs and the OWA criterion ⋮ Decision support for strategic energy planning: a robust optimization framework ⋮ Equilibrium formulations of relative optimization problems ⋮ A dynamic programming approach to adjustable robust optimization ⋮ A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty ⋮ Generalized multiobjective robustness and relations to set-valued optimization ⋮ Robust policy schemes for differential R\&D games with asymmetric information ⋮ Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra ⋮ A robust optimization approach for humanitarian needs assessment planning under travel time uncertainty ⋮ A standard branch-and-bound approach for nonlinear semi-infinite problems ⋮ Two-stage combinatorial optimization problems under risk ⋮ Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality ⋮ Novel robust fuzzy mathematical programming methods ⋮ New conditions for testing necessarily/possibly efficiency of non-degenerate basic solutions based on the tolerance approach ⋮ Derivative-free robust optimization by outer approximations ⋮ Robust min-max regret scheduling to minimize the weighted number of late jobs with interval processing times ⋮ A new multi-objective mathematical model for dynamic cell formation under demand and cost uncertainty considering social criteria ⋮ Development of a scenario-based robust model for the optimal truck-shovel allocation in open-pit mining ⋮ An exact decomposition algorithm for a chance-constrained new product risk model ⋮ A copositive Farkas lemma and minimally exact conic relaxations for robust quadratic optimization with binary and quadratic constraints ⋮ Robust absolute single machine makespan scheduling-location problem on trees ⋮ Feature uncertainty bounds for explicit feature maps and large robust nonlinear SVM classifiers ⋮ A survey of network interdiction models and algorithms ⋮ Optimally solving a versatile traveling salesman problem on tree networks with soft due dates and multiple congestion scenarios ⋮ A model of distributionally robust two-stage stochastic convex programming with linear recourse ⋮ New safe approximation of ambiguous probabilistic constraints for financial optimization problem ⋮ A combined average-case and worst-case analysis for an integrated hub location and revenue management problem ⋮ Varying confidence levels for CVaR risk measures and minimax limits ⋮ Globalized robust Markov perfect equilibrium for discounted stochastic games and its application on intrusion detection in wireless sensor networks. I. Theory ⋮ A stochastic goal programming model to derive stable cash management policies ⋮ Approximate cutting plane approaches for exact solutions to robust optimization problems ⋮ Radius of robust feasibility of system of convex inequalities with uncertain data ⋮ A unified approach through image space analysis to robustness in uncertain optimization problems ⋮ Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse ⋮ A general framework for robust topology optimization under load-uncertainty including stress constraints ⋮ The vehicle routing and scheduling problem with cross-docking for perishable products under uncertainty: two robust bi-objective models ⋮ Distributionally robust \(L_1\)-estimation in multiple linear regression ⋮ Three concepts of robust efficiency for uncertain multiobjective optimization problems via set order relations ⋮ Relaxing high-dimensional constraints in the direct solution space method for early phase development ⋮ Designing networks with resiliency to edge failures using two-stage robust optimization ⋮ Exploiting problem structure in optimization under uncertainty via online convex optimization ⋮ Lopsided convergence: an extension and its quantification ⋮ The wait-and-judge scenario approach applied to antenna array design ⋮ On \(\epsilon\)-solutions for robust semi-infinite optimization problems ⋮ Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems ⋮ A distributed method for optimal capacity reservation ⋮ Robust optimization for the vehicle routing problem with multiple deliverymen ⋮ Distributionally robust self-scheduling optimization with CO\(_2\) emissions constraints under uncertainty of prices ⋮ Distributionally robust joint chance constrained problem under moment uncertainty ⋮ Distributionally robust return-risk optimization models and their applications ⋮ Primal-dual optimization conditions for the robust sum of functions with applications ⋮ Some characterizations of robust solution sets for uncertain convex optimization problems with locally Lipschitz inequality constraints ⋮ An application of deterministic and robust optimization in the wood cutting industry ⋮ A distributionally robust perspective on uncertainty quantification and chance constrained programming ⋮ Large-scale unit commitment under uncertainty ⋮ Second order sufficient conditions for a class of bilevel programs with lower level second-order cone programming problem ⋮ Strong duality for robust minimax fractional programming problems ⋮ Robust nonlinear optimization with conic representable uncertainty set ⋮ Numerical study of learning algorithms on Stiefel manifold ⋮ Interaction between financial risk measures and machine learning methods ⋮ Robust aspects of solutions in deterministic multiple objective linear programming ⋮ Robust optimization for the hazardous materials transportation network design problem ⋮ Adaptive and robust radiation therapy optimization for lung cancer ⋮ Joint chance constrained programming for hydro reservoir management ⋮ On Microlocal Regularity for Involutive Systems of Complex Vector Fields of Tube Type in $${\mathbb {R}}^{n+m}$$ ⋮ Some characterizations of robust optimal solutions for uncertain fractional optimization and applications ⋮ A new approximate algorithm for the Chebyshev center ⋮ Restricted risk measures and robust optimization ⋮ Robust solutions to multi-objective linear programs with uncertain data ⋮ Randomization Helps Computing a Minimum Spanning Tree under Uncertainty ⋮ Towards rigorous robust optimal control via generalized high-order moment expansion ⋮ Robust Monotone Submodular Function Maximization ⋮ Robust Rayleigh Quotient Minimization and Nonlinear Eigenvalue Problems ⋮ Robust Decisions under Risk for Imprecise Probabilities ⋮ Stochastic Programming Perspective on the Agency Problems Under Uncertainty ⋮ Characterizations of set relations with respect to variable domination structures via oriented distance function ⋮ Robust Investment Management with Uncertainty in Fund Managers’ Asset Allocation ⋮ ROPI—a robust optimization programming interface for C++ ⋮ From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming ⋮ Optimization under Decision-Dependent Uncertainty ⋮ Distributionally Robust Optimization with Principal Component Analysis ⋮ On globally solving the extended trust-region subproblems ⋮ Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball ⋮ Dual characterizations of set containments involving uncertain polyhedral sets in Banach spaces with applications ⋮ Robust single machine makespan scheduling with release date uncertainty ⋮ Interplay of non-convex quadratically constrained problems with adjustable robust optimization ⋮ On the complexity of min-max-min robustness with two alternatives and budgeted uncertainty ⋮ Particle swarm metaheuristics for robust optimisation with implementation uncertainty ⋮ Exact approaches to the robust vehicle routing problem with time windows and multiple deliverymen ⋮ Radius of robust global error bound for piecewise linear inequality systems ⋮ Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts ⋮ Comparison of banking and peer-to-peer lending risks ⋮ An approach to the distributionally robust shortest path problem ⋮ A compact reformulation of the two-stage robust resource-constrained project scheduling problem ⋮ The secure time-dependent vehicle routing problem with uncertain demands ⋮ Appointment scheduling with a quantile objective ⋮ Automatic generation of algorithms for robust optimisation problems using grammar-guided genetic programming ⋮ Multistage robust discrete optimization via quantified integer programming ⋮ Arc routing under uncertainty: introduction and literature review ⋮ Robust recycling facility location with clustering ⋮ The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables ⋮ A diversity-based genetic algorithm for scenario generation ⋮ Distributionally robust optimization under endogenous uncertainty with an application in retrofitting planning ⋮ Two-Stage Stochastic Optimization Meets Two-Scale Simulation ⋮ The strict complementarity in linear fractional optimization ⋮ Derivatives of probability functions: unions of polyhedra and elliptical distributions ⋮ Robust market equilibria under uncertain cost ⋮ Submodular reassignment problem for reallocating agents to tasks with synergy effects ⋮ Fuzzy and robust approach for decision-making in disaster situations ⋮ Path connectedness of the efficient solution set for generalized vector quasi-equilibrium problems ⋮ Joint robust optimization of bed capacity, nurse staffing, and care access under uncertainty ⋮ Distributionally Robust Stochastic Programming ⋮ Robust and distributionally robust optimization models for linear support vector machine ⋮ Sums of squares polynomial program reformulations for adjustable robust linear optimization problems with separable polynomial decision rules ⋮ Convergence of an SDP hierarchy and optimality of robust convex polynomial optimization problems ⋮ Second order analysis for robust inclusion systems and applications ⋮ A Simulation-Based Approach to Decision Making with Partial Information ⋮ Decision Trees with Single and Multiple Interval-Valued Objectives ⋮ On Shape Optimization with Stochastic Loadings ⋮ Chance-constrained set covering with Wasserstein ambiguity ⋮ Aubin property for solution set in multi-objective programming ⋮ Global well-posedness of set-valued optimization with application to uncertain problems ⋮ On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty ⋮ Constraint qualifications and optimality conditions for robust nonsmooth semi-infinite multiobjective optimization problems ⋮ On the robustness of potential-based flow networks ⋮ Variational Gram Functions: Convex Analysis and Optimization ⋮ Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs ⋮ Ambiguous Joint Chance Constraints Under Mean and Dispersion Information ⋮ On isolated/properly efficient solutions in nonsmooth robust semi-infinite multiobjective optimization ⋮ Computational aspects of column generation for nonlinear and conic optimization: classical and linearized schemes ⋮ Optimal insurance under maxmin expected utility ⋮ Two-stage distributionally robust optimization model for warehousing-transportation problem under uncertain environment ⋮ An exact algorithm for linear integer programming problems with distributionally robust chance constraints ⋮ A radius of robust feasibility for uncertain farthest Voronoi cells ⋮ A robust optimization approach for the unrelated parallel machine scheduling problem ⋮ An alternative extrapolation scheme of PDHGM for saddle point problem with nonlinear function ⋮ Unnamed Item ⋮ A robust optimization approach to enhancing reliability in production planning under non-compliance risks ⋮ Risk and Utility in the Duality Framework of Convex Analysis ⋮ Characterizations of Robust and Stable Duality for Linearly Perturbed Uncertain Optimization Problems ⋮ A Brief Overview of Interdiction and Robust Optimization ⋮ Tractable approximations to robust conic optimization problems ⋮ Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems ⋮ A robust optimization approach to dynamic pricing and inventory control with no backorders ⋮ Competitive multi-period pricing for perishable products: a robust optimization approach ⋮ Unnamed Item ⋮ A notion of compliance robustness in topology optimization ⋮ Robust multiobjective optimization \& applications in portfolio optimization ⋮ Phase recovery, MaxCut and complex semidefinite programming ⋮ Improved approximations for two-stage MIN-cut and shortest path problems under uncertainty ⋮ Deriving robust counterparts of nonlinear uncertain inequalities ⋮ Robust Software Partitioning with Multiple Instantiation ⋮ Structure and Optimisation in Computational Harmonic Analysis: On Key Aspects in Sparse Regularisation ⋮ A Dynamic Programming Approach for a Class of Robust Optimization Problems ⋮ Robust Quadratic Programming with Mixed-Integer Uncertainty ⋮ Successive Quadratic Upper-Bounding for Discrete Mean-Risk Minimization and Network Interdiction ⋮ Robust Optimization of a Broad Class of Heterogeneous Vehicle Routing Problems Under Demand Uncertainty ⋮ Technical Note—Robust Newsvendor Games with Ambiguity in Demand Distributions ⋮ On Robust Solutions to Uncertain Linear Complementarity Problems and their Variants ⋮ Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures ⋮ On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes ⋮ On Robust Lot Sizing Problems with Storage Deterioration, with Applications to Heat and Power Cogeneration ⋮ Constant risk aversion in stochastic contests with exponential completion times ⋮ Robust shortest path planning and semicontractive dynamic programming ⋮ Transmission Capacity Allocation in Zonal Electricity Markets ⋮ Γ-robust linear complementarity problems ⋮ On Convex Hulls of Epigraphs of QCQPs ⋮ Convergent Algorithms for a Class of Convex Semi-infinite Programs ⋮ New Primal-Dual Algorithms for a Class of Nonsmooth and Nonlinear Convex-Concave Minimax Problems ⋮ Exact dual semi-definite programs for affinely adjustable robust SOS-convex polynomial optimization problems ⋮ Constant-Ratio Approximation for Robust Bin Packing with Budgeted Uncertainty ⋮ Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective ⋮ Robust Stochastic Facility Location: Sensitivity Analysis and Exact Solution ⋮ Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems ⋮ Data-driven distributionally robust risk parity portfolio optimization ⋮ ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs ⋮ ROC++: Robust Optimization in C++ ⋮ Parallel Machine Scheduling Under Uncertainty: Models and Exact Algorithms ⋮ An Algorithm for Maximizing a Convex Function Based on Its Minimum ⋮ Affinely Adjustable Robust Linear Complementarity Problems ⋮ Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty ⋮ On Radius of Robust Feasibility for Convex Conic Programs with Data Uncertainty ⋮ Finding Sparse Solutions for Packing and Covering Semidefinite Programs ⋮ Voronoi Diagram and Delaunay Triangulation with Independent and Dependent Geometric Uncertainties ⋮ On some efficiency conditions for vector optimization problems with uncertain cone constraints: a robust approach via set-valued inclusions ⋮ An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization ⋮ Fortification Against Cascade Propagation Under Uncertainty ⋮ Modeling Defender-Attacker Problems as Robust Linear Programs with Mixed-Integer Uncertainty Sets ⋮ Robust Optimization for Models with Uncertain Second-Order Cone and Semidefinite Programming Constraints ⋮ Extending the Scope of Robust Quadratic Optimization ⋮ Radius of Robust Feasibility for Mixed-Integer Problems ⋮ Robust Models for the Kidney Exchange Problem ⋮ A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs ⋮ Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management ⋮ An Exact Algorithm for Large-Scale Continuous Nonlinear Resource Allocation Problems with Minimax Regret Objectives ⋮ Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems ⋮ A note on the radius of robust feasibility for uncertain convex programs ⋮ Risk-Averse Stochastic Programming vs. Adaptive Robust Optimization: A Virtual Power Plant Application ⋮ Necessary optimality conditions for nonsmooth robust optimization problems ⋮ Approximate solutions of interval-valued optimization problems ⋮ Adaptive Bundle Methods for Nonlinear Robust Optimization ⋮ Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty ⋮ An Approximation Scheme for Distributionally Robust Nonlinear Optimization ⋮ Unnamed Item ⋮ Exact Second-Order Cone Programming Relaxations for Some Nonconvex Minimax Quadratic Optimization Problems ⋮ Optimality conditions of robust convex multiobjective optimization viaε-constraint scalarization and image space analysis ⋮ Characterizations of robust optimality conditions via image space analysis ⋮ Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty ⋮ Robust Information Divergences for Model-Form Uncertainty Arising from Sparse Data in Random PDE ⋮ Technical Note—The Joint Impact ofF-Divergences and Reference Models on the Contents of Uncertainty Sets ⋮ OR Forum—Public Health Preparedness: Answering (Largely Unanswerable) Questions with Operations Research—The 2016–2017 Philip McCord Morse Lecture ⋮ Designing Response Supply Chain Against Bioattacks ⋮ Optimization-Based Calibration of Simulation Input Models ⋮ Error Bounds and Multipliers in Constrained Optimization Problems with Tolerance ⋮ Networked Parallel Algorithms for Robust Convex Optimization via the Scenario Approach ⋮ Robustness to uncertain optimization using scalarization techniques and relations to multiobjective optimization ⋮ A Block Lanczos Method for the Extended Trust-Region Subproblem ⋮ Worst-case large deviations upper bounds for i.i.d. sequencesunder ambiguity ⋮ Consistency Analysis for Massively Inconsistent Datasets in Bound-to-Bound Data Collaboration ⋮ A framework for solving mixed-integer semidefinite programs ⋮ Equilibrium versions of variational principles in quasi-metric spaces and the robust trap problem ⋮ DC approach to weakly convex optimization and nonconvex quadratic optimization problems ⋮ Robust mean variance optimization problem under Rényi divergence information ⋮ Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse ⋮ Isolated efficiency in nonsmooth semi-infinite multi-objective programming ⋮ Unnamed Item ⋮ Black Swans, New Nostradamuses, Voodoo decision theories, and the science of decision making in the face of severe uncertainty ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Primal-Dual Interior-Point Methods for Domain-Driven Formulations ⋮ Robust Adversarial Risk Analysis: A Level-k Approach ⋮ Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach ⋮ Algorithm 998 ⋮ Unnamed Item ⋮ Oracle-Based Primal-Dual Algorithms for Packing and Covering Semidefinite Programs ⋮ Robust Postdonation Blood Screening Under Prevalence Rate Uncertainty ⋮ Robust Defibrillator Deployment Under Cardiac Arrest Location Uncertainty via Row-and-Column Generation ⋮ Robust Inventory Management: An Optimal Control Approach ⋮ A Practicable Robust Counterpart Formulation for Decomposable Functions: A Network Congestion Case Study ⋮ Data Uncertainty in Markov Chains: Application to Cost-Effectiveness Analyses of Medical Innovations ⋮ Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information ⋮ Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls ⋮ Quantile-Based Risk Sharing ⋮ Adjustable Robust Optimization via Fourier–Motzkin Elimination ⋮ Sequential Interdiction with Incomplete Information and Learning ⋮ Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees ⋮ Unnamed Item ⋮ Characterizations of robustε-quasi optimal solutions for nonsmooth optimization problems with uncertain data ⋮ Generalized robust duality in constrained nonconvex optimization ⋮ Trust Your Data or Not—StQP Remains StQP: Community Detection via Robust Standard Quadratic Optimization ⋮ Robust Multiperiod Vehicle Routing Under Customer Order Uncertainty ⋮ Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties ⋮ 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 ⋮ On the Optimality of Affine Policies for Budgeted Uncertainty Sets ⋮ Branch-Cut-and-Price for the Robust Capacitated Vehicle Routing Problem with Knapsack Uncertainty ⋮ Probabilistic Guarantees in Robust Optimization ⋮ MPEC Methods for Bilevel Optimization Problems ⋮ Bilevel Linear Optimization Under Uncertainty ⋮ Data-Driven Robust Resource Allocation with Monotonic Cost Functions ⋮ Robustness in the Optimization of Risk Measures ⋮ Optimal Genetic Screening for Cystic Fibrosis ⋮ Data-Driven Optimization: A Reproducing Kernel Hilbert Space Approach ⋮ Affinely adjustable robust optimization for a multi‐period inventory problem with capital constraints and demand uncertainties ⋮ Optimality conditions in optimization under uncertainty ⋮ Newton’s method for uncertain multiobjective optimization problems under finite uncertainty sets ⋮ Applying convexificators in robust multiobjective optimization ⋮ Deciding feasibility of a booking in the European gas market on a cycle is in P for the case of passive networks ⋮ Selecting the best risk measure in multiobjective cash management ⋮ Survey of optimization models for power system operation and expansion planning with demand response ⋮ Γ‐robust linear complementarity problems with ellipsoidal uncertainty sets ⋮ Regularized methods for a two-stage robust production planning problem and its sample average approximation ⋮ A survey on bilevel optimization under uncertainty ⋮ Budget allocation of food procurement for natural disaster response ⋮ Robust optimization with order statistic uncertainty set ⋮ Conic relaxations with stable exactness conditions for parametric robust convex polynomial problems ⋮ Price discrimination with robust beliefs ⋮ Formulas of first-ordered and second-ordered generalization differentials for convex robust systems with applications ⋮ Data-driven robust optimization using deep neural networks ⋮ Half-plane point retrieval queries with independent and dependent geometric uncertainties ⋮ Robust multi-stage economic dispatch with renewable generation and storage ⋮ Cardinality-constrained distributionally robust portfolio optimization ⋮ Optimization under uncertainty and risk: quadratic and copositive approaches ⋮ Revisiting degeneracy, strict feasibility, stability, in linear programming ⋮ Optimal scenario reduction for one- and two-stage robust optimization with discrete uncertainty in the objective ⋮ Mathematical optimization models for reallocating and sharing health equipment in pandemic situations ⋮ Robust flows with adaptive mitigation ⋮ Recent advances in nonconvex semi-infinite programming: applications and algorithms ⋮ Conic optimization: a survey with special focus on copositive optimization and binary quadratic problems ⋮ Robust error bounds for uncertain convex inequality systems with applications ⋮ Robust optimization with belief functions ⋮ On mathematical programs with equilibrium constraints under data uncertainty ⋮ Path-dependent controller and estimator synthesis with robustness to delayed and missing data ⋮ Optimal analysis of method with batching for monotone stochastic finite-sum variational inequalities ⋮ A sampling criterion for constrained Bayesian optimization with uncertainties ⋮ Pareto adaptive robust optimality via a Fourier-Motzkin elimination lens ⋮ Robust Accelerated Primal-Dual Methods for Computing Saddle Points ⋮ Robust optimality conditions and duality for nonsmooth multiobjective fractional semi-infinite programming problems with uncertain data ⋮ Distributed robust optimization with coupled constraints via Tseng's splitting method ⋮ Sum-of-squares relaxations in robust DC optimization and feature selection ⋮ Quantifying outcome functions of linear programs: an approach based on interval-valued right-hand sides ⋮ On the value of shipment consolidation and machine learning techniques for the optimal design of a multimodal logistics network ⋮ Mitigating the COVID‐19 pandemic through data‐driven resource sharing ⋮ Optimality conditions for generalized convex nonsmooth uncertain multi-objective fractional programming ⋮ Robust feasibility of systems of quadratic equations using topological degree theory ⋮ Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints ⋮ A utopia point method-based robust vector polynomial optimization scheme ⋮ The robust minimum cost consensus model with risk aversion ⋮ PPE supply optimization under risks of disruption from the COVID-19 pandemic ⋮ Practical algorithms for multivariate rational approximation ⋮ Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data ⋮ Smooth monotone stochastic variational inequalities and saddle point problems: a survey ⋮ Robust convex optimization: a new perspective that unifies and extends ⋮ On second-order conic programming duals for robust convex quadratic optimization problems ⋮ On robustness in nonconvex optimization with application to defense planning ⋮ Characterizing a class of robust vector polynomial optimization via sum of squares conditions ⋮ An effective global algorithm for worst-case linear optimization under polyhedral uncertainty ⋮ Resilience of long chain under disruption ⋮ A bi-criteria moving-target travelling salesman problem under uncertainty ⋮ Perspectives on how to conduct responsible anti-human trafficking research in operations and analytics ⋮ Compression and data similarity: combination of two techniques for communication-efficient solving of distributed variational inequalities ⋮ On approximate optimality conditions for robust multi-objective convex optimization problems ⋮ Robust nonsmooth optimality conditions for multiobjective optimization problems with infinitely many uncertain constraints ⋮ Quadratically adjustable robust linear optimization with inexact data via generalized S-lemma: exact second-order cone program reformulations ⋮ Comparative analysis of linear programming relaxations for the robust knapsack problem ⋮ On approximate quasi Pareto solutions in nonsmooth semi-infinite interval-valued vector optimization problems ⋮ Distributionally robust Weber problem with uncertain demand ⋮ A branch and bound algorithm for robust binary optimization with budget uncertainty ⋮ Robust optimization for minimizing energy consumption of multicast transmissions in coded wireless packet networks under distance uncertainty ⋮ Mean‐standard deviation model for minimum cost flow problem ⋮ Robust capacitated Steiner trees and networks with uniform demands ⋮ On the complexity of robust multi-stage problems with discrete recourse ⋮ Principal component analysis and optimal portfolio ⋮ Distributionally Favorable Optimization: A Framework for Data-Driven Decision-Making with Endogenous Outliers ⋮ Robust matching for teams ⋮ Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications ⋮ Schedule robustness in the periodic supply vessels planning problem with stochastic demand and travel time ⋮ Shortest path network interdiction with asymmetric uncertainty ⋮ Robust optimality and duality for composite uncertain multiobjective optimization in Asplund spaces with its applications ⋮ Approximate solutions for robust multiobjective optimization programming in Asplund spaces ⋮ Open issues and recent advances in DC programming and DCA ⋮ Robust second order cone conditions and duality for multiobjective problems under uncertainty data ⋮ Unnamed Item ⋮ Robust Ekeland variational principles. Application to the formation and stability of partnerships ⋮ An Adjusted Robust Optimization Method to an Integrated Production-Distribution Planning Problem in Closed-Loop Supply Chains under Uncertainty ⋮ A robust approach to multiple vehicle location-routing problems with time windows for optimization of cross-docking under uncertainty ⋮ Robust Control for Dynamical Systems with Non-Gaussian Noise via Formal Abstractions ⋮ Facility layout problem with QAP formulation under scenario-based uncertainty ⋮ A survey of nonlinear robust optimization ⋮ On the use of multiple criteria distance indexes to find robust cash management policies ⋮ Robust efficiency and well-posedness in uncertain vector optimization problems ⋮ Multivariate Chebyshev Inequality With Estimated Mean and Variance ⋮ Regularization via Mass Transportation ⋮ A hybrid nested partitions and simulated annealing algorithm for dynamic facility layout problem: a robust optimization approach ⋮ A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants ⋮ Minimum Spanning Tree under Explorable Uncertainty in Theory and Experiments ⋮ Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization ⋮ A distributionally ambiguous two-stage stochastic approach for investment in renewable generation ⋮ Linear optimization over homogeneous matrix cones ⋮ Sufficiency and duality for nonsmooth interval-valued optimization problems via generalized invex-infine functions ⋮ Robust MILP formulations for the two-stage weighted vertex \(p\)-center problem ⋮ Data-driven integrated home service staffing and capacity planning: stochastic optimization approaches ⋮ Robust DC optimal power flow with modeling of solar power supply uncertainty via R-vine copulas ⋮ Semi-intrusive approach for stiffness and strength topology optimization under uncertainty ⋮ Coping with shortages caused by disruptive events in automobile supply chains ⋮ Sufficient Optimality Conditions for a Robust Multiobjective Problem ⋮ The Minmax Regret Reverse 1-Median Problem on Trees with Uncertain Vertex Weights ⋮ Robust Optimization with Continuous Decision-Dependent Uncertainty with applications to demand response management ⋮ Min-Max-Min Optimization with Smooth and Strongly Convex Objectives ⋮ Approximating the chance-constrained capacitated vehicle routing problem with robust optimization ⋮ Best-case scenario robust portfolio: evidence from China stock market ⋮ Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach ⋮ Soft robust solutions to possibilistic optimization problems ⋮ A robust stochastic possibilistic programming model for dynamic supply chain network design with pricing and technology selection decisions ⋮ Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow ⋮ Patient admission scheduling problems with uncertain length of stay: optimization models and an efficient matheuristic approach ⋮ Distributionally robust possibilistic optimization problems ⋮ Characterizing robust optimal solution sets for nonconvex uncertain semi-infinite programming problems involving tangential subdifferentials ⋮ Robust consumer preference analysis with a social network ⋮ Approximate solution in robust multi-objective optimization and its application in portfolio optimization ⋮ \(\Gamma\)-robust optimization of project scheduling problems ⋮ Affine routing for robust network design ⋮ A robust optimization model for affine/quadratic flow thinning: A traffic protection mechanism for networks with variable link capacity ⋮ Robust prediction of domain compositions from uncertain data using isometric logratio transformations in a penalized multivariate Fay–Herriot model ⋮ Adjustable robust optimization with objective uncertainty ⋮ Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions ⋮ On data-driven chance constraint learning for mixed-integer optimization problems ⋮ Convergences for robust bilevel polynomial programmes with applications ⋮ A fast saddle-point dynamical system approach to robust deep learning ⋮ Robust duality for nonconvex uncertain vector optimization via a general scalarization ⋮ An uncertain minimization problem: robust optimization versus optimization of robustness ⋮ Robust traveling salesman problem with drone: balancing risk and makespan in contactless delivery ⋮ An Inner-Outer Approximation Approach to Chance Constrained Optimization ⋮ Towards a Robust Scheduling on Unrelated Parallel Machines: A Scenarios Based Approach ⋮ Linear Matrix Inequality Conditions and Duality for a Class of Robust Multiobjective Convex Polynomial Programs ⋮ Time-Varying Robust Queueing ⋮ Submodularity in Conic Quadratic Mixed 0–1 Optimization ⋮ Online First-Order Framework for Robust Convex Optimization ⋮ Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection ⋮ Extended Robust Support Vector Machine Based on Financial Risk Minimization ⋮ Risk Averse Shortest Paths: A Computational Study ⋮ Data-Driven Decisions for Problems with an Unspecified Objective Function ⋮ Robust Optimization of Dose-Volume Metrics for Prostate HDR-Brachytherapy Incorporating Target and OAR Volume Delineation Uncertainties ⋮ Exact Algorithms for Distributionally β-Robust Machine Scheduling with Uncertain Processing Times ⋮ Robust Maximum Likelihood Estimation ⋮ Convergence Rate of $\mathcal{O}(1/k)$ for Optimistic Gradient and Extragradient Methods in Smooth Convex-Concave Saddle Point Problems ⋮ Robust Contract Designs: Linear Contracts and Moral Hazard ⋮ Robust optimization for U-shaped assembly line worker assignment and balancing problem with uncertain task times ⋮ Reducing Conservatism in Robust Optimization ⋮ Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems ⋮ Instances of Computational Optimal Recovery: Dealing with Observation Errors ⋮ A New Theoretical Framework for Robust Optimization Under Multi-Band Uncertainty ⋮ Robust Optimization in Non-Linear Regression for Speech and Video Quality Prediction in Mobile Multimedia Networks ⋮ An overview of advances in combinatorial optimization related topics ⋮ Validating numerical semidefinite programming solvers for polynomial invariants ⋮ Uncertain data envelopment analysis ⋮ Variance-based regularization with convex objectives ⋮ Distributionally robust chance constraints for non-linear uncertainties ⋮ Optimality and duality for robust multiobjective optimization problems ⋮ Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts ⋮ Stochastic model predictive control with joint chance constraints ⋮ Characterizations of Approximate Duality and Saddle Point Theorems for Nonsmooth Robust Vector Optimization ⋮ On Conic Relaxations of Generalization of the Extended Trust Region Subproblem ⋮ Risk-Averse Models in Bilevel Stochastic Linear Programming ⋮ Characterizations of multiobjective robustness on vectorization counterparts ⋮ Minimizing Piecewise-Concave Functions Over Polyhedra ⋮ Chebyshev Inequalities for Products of Random Variables ⋮ Quantifying Distributional Model Risk via Optimal Transport ⋮ Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem ⋮ Randomization Helps Computing a Minimum Spanning Tree under Uncertainty ⋮ In SDP Relaxations, Inaccurate Solvers Do Robust Optimization ⋮ Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints ⋮ Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact ⋮ Robust randomized optimization with k nearest neighbors ⋮ On approximate solutions for nonsmooth robust multiobjective optimization problems ⋮ Approximation algorithms for cost-robust discrete minimization problems based on their LP-relaxations ⋮ Studying the stability of solutions to systems of linear inequalities and constructing separating hyperplanes ⋮ Parametric Shortest-Path Algorithms via Tropical Geometry ⋮ Distributionally Robust Inventory Control When Demand Is a Martingale ⋮ A Unified Approach to Robust Farkas-Type Results with Applications to Robust Optimization Problems ⋮ Variational Theory for Optimization under Stochastic Ambiguity ⋮ Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem ⋮ SVM Classification of Uncertain Data Using Robust Multi-Kernel Methods
This page was built for publication:
