A survey of adjustable robust optimization (Q1740490)

From MaRDI portal

Revision as of 07:16, 11 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article

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

Statements

scholarly article

0 references

A survey of adjustable robust optimization (English)

0 references

İhsan Yanıkoğlu

0 references

Bram L. Gorissen

0 references

Dick den Hertog

0 references

European Journal of Operational Research

0 references

publication date

30 April 2019

0 references

zbMATH Keywords

semi-infinite programming

0 references

robust optimization

0 references

adjustable robust optimization

0 references

multistage decision making

0 references

describes a project that uses

0 references

0 references

0 references

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

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

0 references

Jointly Constrained Biconvex Programming

0 references

Computable representations for convex hulls of low-dimensional quadratic forms

0 references

Decomposition for adjustable robust linear optimization subject to uncertainty polytope

0 references

Duality in robust optimization: Primal worst equals dual best

0 references

0 references

0 references

Adjustable robust solutions of uncertain linear programs

0 references

Hidden conic quadratic representation of some nonconvex quadratic optimization problems

0 references

Deriving robust counterparts of nonlinear uncertain inequalities

0 references

Robust optimization-methodology and applications

0 references

Selected topics in robust convex optimization

0 references

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

0 references

Theory and Applications of Robust Optimization

0 references

Finite Adaptability in Multistage Linear Optimization

0 references

Multistage Robust Mixed-Integer Optimization with Adaptive Partitions

0 references

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

0 references

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

0 references

On the approximability of adjustable robust convex optimization under uncertainty

0 references

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

0 references

Optimality of Affine Policies in Multistage Robust Optimization

0 references

A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization

0 references

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

0 references

Computing robust basestock levels

0 references

Introduction to Stochastic Programming

0 references

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

0 references

Adjustable robust counterpart of conic quadratic problems

0 references

Uncertain convex programs: randomized solutions and confidence levels

0 references

Multi-period portfolio optimization with linear control policies

0 references

The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs

0 references

A Linear Decision-Based Approximation Approach to Stochastic Programming

0 references

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

0 references

Computational complexity of stochastic programming problems

0 references

Common risk factors in the returns on stocks and bonds

0 references

Adjustable robustness for multi-attribute project portfolio selection

0 references

0 references

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

0 references

Recourse problem of the 2-stage robust location transportation problem

0 references

Recent advances in robust optimization: an overview

0 references

Generalized decision rule approximations for stochastic programming via liftings

0 references

Distributionally Robust Optimization and Its Tractable Approximations

0 references

Robust Optimization Made Easy with ROME

0 references

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

0 references

Robust energy cost optimization of water distribution system with uncertain demand

0 references

An Efficient Method to Estimate the Suboptimality of Affine Controllers

0 references

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

0 references

Supermodularity and Affine Policies in Dynamic Robust Optimization

0 references

Routing Optimization Under Uncertainty

0 references

Two-stage network constrained robust unit commitment problem

0 references

Primal and dual linear decision rules in stochastic and robust optimization

0 references

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

0 references

Automatic robust convex programming

0 references

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

0 references

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

0 references

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

0 references

A perfect information lower bound for robust lot-sizing problems

0 references

0 references

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

0 references

Robust profit opportunities in risky financial portfolios

0 references

A Survey of the S-Lemma

0 references

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

0 references

0 references

0 references

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

0 references

The impact of the existence of multiple adjustable robust solutions

0 references

0 references

Robust Approximation to Multiperiod Inventory Management

0 references

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

0 references

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

0 references

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

0 references

Adjustable robust optimization models for a nonlinear two-period system

0 references

Decomposition approaches for recoverable robust optimization problems

0 references

Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs

0 references

Adjustable Robust Optimization via Fourier–Motzkin Elimination

0 references

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

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

0 references

0 references

10.1016/J.EJOR.2018.08.031

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1740490

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1740490&oldid=38722982"