Adjustable robust solutions of uncertain linear programs
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Cited in
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- Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches
- Lot sizing with storage losses under demand uncertainty
- Robust minmax regret combinatorial optimization problems with a resource-dependent uncertainty polyhedron of scenarios
- Piecewise static policies for two-stage adjustable robust linear optimization
- A capacitated hub location problem under hose demand uncertainty
- 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
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
- Complexity of min-max-min robustness for combinatorial optimization under discrete uncertainty
- A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints
- Supply chain network design under uncertainty: a comprehensive review and future research directions
- Robust supply chain network design: an optimization model with real world application
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- Binary decision rules for multistage adaptive mixed-integer optimization
- Min-ordering and max-ordering scalarization methods for multi-objective robust optimization
- Complexity of strict robust integer minimum cost flow problems: an overview and further results
- The K-server problem via a modern optimization lens
- Conditions under which adjustability lowers the cost of a robust linear program
- Large-scale unit commitment under uncertainty: an updated literature survey
- A perfect information lower bound for robust lot-sizing problems
- Robust combinatorial optimization under budgeted-ellipsoidal uncertainty
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- On the optimal solution set in interval linear programming
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- 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
- Constrained minimum variance control for discrete-time stochastic linear systems
- A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides
- A utility theory based interactive approach to robustness in linear optimization
- Two-stage robust optimization approach to elective surgery and downstream capacity planning
- A unified approach to uncertain optimization
- Decision rule approximations for the risk averse reservoir management problem
- A biobjective approach to recoverable robustness based on location planning
- Optimizing (\(s, S\)) policies for multi-period inventory models with demand distribution uncertainty: robust dynamic programing approaches
- Supply location and transportation planning for hurricanes: a two-stage stochastic programming framework
- Robust multicovers with budgeted uncertainty
- Robust hedging strategies
- Production planning in furniture settings via robust optimization
- A decomposition approach for optimal gas network extension with a finite set of demand scenarios
- Robust optimal dynamic production/pricing policies in a closed-loop system
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
- On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty
- 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
- Centered solutions for uncertain linear equations
- A successive linear programming algorithm with non-linear time series for the reservoir management problem
- Minimax and risk averse multistage stochastic programming
- International portfolio management with affine policies
- Risk-averse feasible policies for large-scale multistage stochastic linear programs
- Adjustable robust optimization in enabling optimal day-ahead economic dispatch of CCHP-MG considering uncertainties of wind-solar power and electric vehicle
- A two-stage robust model for a reliable p-center facility location problem
- Prescriptive analytics for human resource planning in the professional services industry
- Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules
- On the approximability of robust network design
- A certified model reduction approach for robust parameter optimization with PDE constraints
- The decision rule approach to optimization under uncertainty: methodology and applications
- Lagrangian approximations for stochastic reachability of a target tube
- Saddle point approximation approaches for two-stage robust optimization problems
- Oracle-based algorithms for binary two-stage robust optimization
- Generalized Farkas lemma with adjustable variables and two-stage robust linear programs
- Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry
- Adjustable robust balanced hub location problem with uncertain transportation cost
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints
- Exact lexicographic scheduling and approximate rescheduling
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization
- Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making
- The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems
- Global solution of semi-infinite programs with existence constraints
- An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation
- Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity
- The cost of decoupling trade and transport in the European entry-exit gas market with linear physics modeling
- Approximate and robust bounded job start scheduling for Royal Mail delivery offices
- A two-stage robust approach to integrated station location and rebalancing vehicle service design in bike-sharing systems
- Dynamic planning of a two-dose vaccination campaign with uncertain supplies
- Robustness of solutions to the capacitated facility location problem with uncertain demand
- On sample average approximation for two-stage stochastic programs without relatively complete recourse
- Norm induced polyhedral uncertainty sets for robust linear optimization
- A Lagrangian dual method for two-stage robust optimization with binary uncertainties
- Adjustable robust treatment-length optimization in radiation therapy
- Adjustable robust optimal control for industrial \(2\)-Mercaptobenzothiazole production processes under uncertainty
- Appointment scheduling for medical diagnostic centers considering time-sensitive pharmaceuticals: a dynamic robust optimization approach
- An adaptive robust optimization model for parallel machine scheduling
- Multistage adaptive robust optimization for the hydrothermal scheduling problem
- A network sensor location problem for link flow observability and estimation
- Two-stage linear decision rules for multi-stage stochastic programming
- Robust two-stage combinatorial optimization problems under convex second-stage cost uncertainty
- Flexible here-and-now decisions for two-stage multi-objective optimization: method and application to energy system design selection
- Two-stage robust optimization problems with two-stage uncertainty
- Robust inventory theory with perishable products
- LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
- Frameworks and results in distributionally robust optimization
- Robust integration of electric vehicles charging load in smart grid's capacity expansion planning
- A transformation-proximal bundle algorithm for multistage adaptive robust optimization and application to constrained robust optimal control
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