A survey of adjustable robust optimization (Q1740490)

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Language	Label	Description	Also known as
English	A survey of adjustable robust optimization	scientific article

Statements

scholarly article

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A survey of adjustable robust optimization (English)

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İhsan Yanıkoğlu

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Bram L. Gorissen

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Dick den Hertog

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European Journal of Operational Research

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publication date

30 April 2019

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zbMATH Keywords

semi-infinite programming

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robust optimization

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adjustable robust optimization

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multistage decision making

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.ejor.2018.08.031

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Jointly Constrained Biconvex Programming

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Computable representations for convex hulls of low-dimensional quadratic forms

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Decomposition for adjustable robust linear optimization subject to uncertainty polytope

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Duality in robust optimization: Primal worst equals dual best

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Adjustable robust solutions of uncertain linear programs

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Hidden conic quadratic representation of some nonconvex quadratic optimization problems

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Deriving robust counterparts of nonlinear uncertain inequalities

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Robust optimization-methodology and applications

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Selected topics in robust convex optimization

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

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Theory and Applications of Robust Optimization

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Finite Adaptability in Multistage Linear Optimization

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Multistage Robust Mixed-Integer Optimization with Adaptive Partitions

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Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization

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On the power and limitations of affine policies in two-stage adaptive optimization

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On the approximability of adjustable robust convex optimization under uncertainty

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A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization

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Optimality of Affine Policies in Multistage Robust Optimization

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A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization

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Duality in Two-Stage Adaptive Linear Optimization: Faster Computation and Stronger Bounds

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Computing robust basestock levels

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Introduction to Stochastic Programming

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Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse

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Adjustable robust counterpart of conic quadratic problems

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Uncertain convex programs: randomized solutions and confidence levels

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Multi-period portfolio optimization with linear control policies

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The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs

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A Linear Decision-Based Approximation Approach to Stochastic Programming

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The stochastic time–cost tradeoff problem: A robust optimization approach

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Computational complexity of stochastic programming problems

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Common risk factors in the returns on stocks and bonds

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Adjustable robustness for multi-attribute project portfolio selection

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Robust execution strategies for project scheduling with unreliable resources and stochastic durations

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Recourse problem of the 2-stage robust location transportation problem

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Recent advances in robust optimization: an overview

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Generalized decision rule approximations for stochastic programming via liftings

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Distributionally Robust Optimization and Its Tractable Approximations

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Robust Optimization Made Easy with ROME

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Technical Note—Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets

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Robust energy cost optimization of water distribution system with uncertain demand

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An Efficient Method to Estimate the Suboptimality of Affine Controllers

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<i>K</i>-Adaptability in Two-Stage Robust Binary Programming

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Supermodularity and Affine Policies in Dynamic Robust Optimization

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Routing Optimization Under Uncertainty

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Two-stage network constrained robust unit commitment problem

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Primal and dual linear decision rules in stochastic and robust optimization

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A two-stage robust optimization approach for the mobile facility fleet sizing and routing problem under uncertainty

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Automatic robust convex programming

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When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?

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Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems

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On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty

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A perfect information lower bound for robust lot-sizing problems

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Tractable approximations to a robust capacity assignment model in telecommunications under demand uncertainty

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Robust profit opportunities in risky financial portfolios

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A Survey of the S-Lemma

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Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set

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Robust optimization of uncertain multistage inventory systems with inexact data in decision rules

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The impact of the existence of multiple adjustable robust solutions

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Robust Approximation to Multiperiod Inventory Management

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Dynamic Container Deployment: Two-Stage Robust Model, Complexity, and Computational Results

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Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming

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Dynamic network design problem under demand uncertainty: an adjustable robust optimization approach

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Adjustable robust optimization models for a nonlinear two-period system

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Decomposition approaches for recoverable robust optimization problems

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Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs

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Adjustable Robust Optimization via Fourier–Motzkin Elimination

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Commitment and dispatch of heat and power units via affinely adjustable robust optimization

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Identifiers

zbMATH Open document ID

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10.1016/j.ejor.2018.08.031

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1740490

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