Adjustable robust solutions of uncertain linear programs
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Cited in
(only showing first 100 items - show all)- Robust multi-echelon multi-period inventory control
- Duality in two-stage adaptive linear optimization: faster computation and stronger bounds
- Copositivity and complete positivity. Abstracts from the workshop held October 29 -- Novermber 4, 2017
- Optimization under uncertainty and risk: quadratic and copositive approaches
- A perfect information lower bound for robust lot-sizing problems
- Large-scale unit commitment under uncertainty: an updated literature survey
- A biobjective approach to recoverable robustness based on location planning
- Lagrangian approximations for stochastic reachability of a target tube
- A neutrality-based iterated local search for shift scheduling optimization and interactive reoptimization
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
- Robust energy cost optimization of water distribution system with uncertain demand
- Deciding robust feasibility and infeasibility using a set containment approach: an application to stationary passive gas network operations
- On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty
- Risk-averse two-stage stochastic program with distributional ambiguity
- Approximate and robust bounded job start scheduling for Royal Mail delivery offices
- Existence and approximation of continuous Bayesian Nash equilibria in games with continuous type and action spaces
- Supply chain network design under uncertainty: a comprehensive review and future research directions
- Lot sizing with storage losses under demand uncertainty
- Robust optimization with ambiguous stochastic constraints under mean and dispersion information
- Generalized Farkas lemma with adjustable variables and two-stage robust linear programs
- A network sensor location problem for link flow observability and estimation
- Multipolar robust optimization
- Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity
- Complexity of strict robust integer minimum cost flow problems: an overview and further results
- 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
- A computational study of exact approaches for the adjustable robust resource-constrained project scheduling problem
- Computing the maximum volume inscribed ellipsoid of a polytopic projection
- Effective scenarios in multistage distributionally robust optimization with a focus on total variation distance
- Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality
- Robust optimal control with adjustable uncertainty sets
- Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules
- Robust efficiency and well-posedness in uncertain vector optimization problems
- Robust combinatorial optimization under budgeted-ellipsoidal uncertainty
- A unified approach to uncertain optimization
- Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme
- Min-ordering and max-ordering scalarization methods for multi-objective robust optimization
- Robust optimal dynamic production/pricing policies in a closed-loop system
- A successive linear programming algorithm with non-linear time series for the reservoir management problem
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
- Affine and predictive control policies for a class of nonlinear systems
- Adjustable robust optimization via Fourier-Motzkin elimination
- Recent advances in nonconvex semi-infinite programming: applications and algorithms
- On the approximability of robust network design
- Adjustable robust optimization through multi-parametric programming
- Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens
- Affinely adjustable robust linear complementarity problems
- Robust Shift Scheduling in Call Centers
- Semidefinite programming for chance constrained optimization over semialgebraic sets
- A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints
- Piecewise static policies for two-stage adjustable robust linear optimization
- Binary decision rules for multistage adaptive mixed-integer optimization
- Decision rule bounds for two-stage stochastic bilevel programs
- Two-stage linear decision rules for multi-stage stochastic programming
- Flexible here-and-now decisions for two-stage multi-objective optimization: method and application to energy system design selection
- Dynamic container deployment: two-stage robust model, complexity, and computational results
- Optimally solving a versatile traveling salesman problem on tree networks with soft due dates and multiple congestion scenarios
- Centered solutions for uncertain linear equations
- On sample average approximation for two-stage stochastic programs without relatively complete recourse
- Affinely adjustable robust optimization model for multi-period production and inventory system under risk preference
- Joint robust optimization of bed capacity, nurse staffing, and care access under uncertainty
- Sums of squares polynomial program reformulations for adjustable robust linear optimization problems with separable polynomial decision rules
- A compact reformulation of the two-stage robust resource-constrained project scheduling problem
- Piecewise Constant Decision Rules via Branch-and-Bound Based Scenario Detection for Integer Adjustable Robust Optimization
- Combinatorial robust optimization with decision-dependent information discovery and polyhedral uncertainty
- Adjustability in robust linear optimization
- Designing tractable piecewise affine policies for multi-stage adjustable robust optimization
- A utility theory based interactive approach to robustness in linear optimization
- Managing reliable emergency logistics for hazardous materials: a two-stage robust optimization approach
- Radius of robust feasibility of system of convex inequalities with uncertain data
- Supply location and transportation planning for hurricanes: a two-stage stochastic programming framework
- Robust multicovers with budgeted uncertainty
- Frameworks and results in distributionally robust optimization
- A robust optimization approach with probe-able uncertainty
- Optimality of robust disturbance-feedback strategies
- Anchor-robust project scheduling with non-availability periods
- ROC++: Robust Optimization in C++
- Deciding feasibility of a booking in the European gas market on a cycle is in P for the case of passive networks
- An iterative security game for computing robust and adaptive network flows
- The decision rule approach to optimization under uncertainty: methodology and applications
- A robust stochastic casualty collection points location problem
- Adjustable robust optimization for multi-tasking scheduling with reprocessing due to imperfect tasks
- Relative Robust and Adaptive Optimization
- The cost of decoupling trade and transport in the European entry-exit gas market with linear physics modeling
- Robustness of Farrell cost efficiency measurement under data perturbations: evidence from a US manufacturing application
- Solution algorithms for minimizing the total tardiness with budgeted processing time uncertainty
- An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation
- A certified model reduction approach for robust parameter optimization with PDE constraints
- On the optimality of affine policies for budgeted uncertainty sets
- Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty
- A brief overview of interdiction and robust optimization
- On the complexity of min-max-min robustness with two alternatives and budgeted uncertainty
- Optimal information blending with measurements in the \(L^{2}\) sphere
- LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
- Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem
- Exact SDP reformulations for adjustable robust quadratic optimization with affine decision rules
- Technical note -- two-stage sample robust optimization
- A note on \(\Sigma_2^p\)-completeness of a robust binary linear program with binary uncertainty set
- Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems
- Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management
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