Adjustable robust solutions of uncertain linear programs
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Cited in
(only showing first 100 items - show all)- Robust two-dose vaccination schemes and the directed \(b\)-matching problem
- Multipolar robust optimization
- A network sensor location problem for link flow observability and estimation
- A unified approach to uncertain optimization
- Duality characterizations for a class of two-stage adjustable robust multiobjective programming
- Optimal information blending with measurements in the \(L^{2}\) sphere
- Appointment scheduling for medical diagnostic centers considering time-sensitive pharmaceuticals: a dynamic robust optimization approach
- A method for uncertain linear optimization problems through polytopic approximation of the uncertainty set
- Strong formulations of robust mixed 0-1 programming
- A biobjective approach to recoverable robustness based on location planning
- \(K\)-adaptability in two-stage mixed-integer robust optimization
- Lot sizing with storage losses under demand uncertainty
- Duality in two-stage adaptive linear optimization: faster computation and stronger bounds
- Optimizing flow thinning protection in multicommodity networks with variable link capacity
- Adjustable robust multiobjective linear optimization: Pareto optimal solutions via conic programming
- Two-stage combinatorial optimization problems under risk
- Efficient robust optimization for robust control with constraints
- Expansion planning for waste-to-energy systems using waste forecast prediction sets
- K-adaptability in two-stage robust binary programming
- Constant depth decision rules for multistage optimization under uncertainty
- Terminal inventory level constraints for online production scheduling
- A dynamic programming approach to adjustable robust optimization
- A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty
- A utility theory based interactive approach to robustness in linear optimization
- Supply location and transportation planning for hurricanes: a two-stage stochastic programming framework
- Robust multicovers with budgeted uncertainty
- Decision rule-based method in solving adjustable robust capacity expansion problem
- Copositivity and complete positivity. Abstracts from the workshop held October 29 -- Novermber 4, 2017
- The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems
- Robust global sourcing under compliance legislation
- A stochastic program with time series and affine decision rules for the reservoir management problem
- Piecewise Constant Decision Rules via Branch-and-Bound Based Scenario Detection for Integer Adjustable Robust Optimization
- Semidefinite programming for chance constrained optimization over semialgebraic sets
- On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
- An effective global algorithm for worst-case linear optimization under polyhedral uncertainty
- Deciding robust feasibility and infeasibility using a set containment approach: an application to stationary passive gas network operations
- Conditions under which adjustability lowers the cost of a robust linear program
- Lagrangian approximations for stochastic reachability of a target tube
- Robust profit opportunities in risky financial portfolios
- Dynamic pricing and inventory control: robust vs. stochastic uncertainty models---a computational study
- Generalized decision rule approximations for stochastic programming via liftings
- Oracle-based algorithms for binary two-stage robust optimization
- Galerkin methods in dynamic stochastic programming
- The value of rolling-horizon policies for risk-averse hydro-thermal planning
- Adjustable robust optimization models for a nonlinear two-period system
- Multi-period portfolio optimization with linear control policies
- A constraint sampling approach for multi-stage robust optimization
- A survey on bilevel optimization under uncertainty
- Distribution-dependent robust linear optimization with applications to inventory control
- Solution algorithms for minimizing the total tardiness with budgeted processing time uncertainty
- Robust optimization for routing problems on trees
- Robust hedging strategies
- Piecewise static policies for two-stage adjustable robust linear optimization
- Robust adversarial risk analysis: a level-k approach
- Min-Max-Min Optimization with Smooth and Strongly Convex Objectives
- Robustification of the k-means clustering problem and tailored decomposition methods: when more conservative means more accurate
- Value of intermediate imaging in adaptive robust radiotherapy planning to manage radioresistance
- Approximate and robust bounded job start scheduling for Royal Mail delivery offices
- Robust energy cost optimization of water distribution system with uncertain demand
- Recourse problem of the 2-stage robust location transportation problem
- 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
- Exact lexicographic scheduling and approximate rescheduling
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints
- 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
- Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity
- Convexity and convex approximations of discrete-time stochastic control problems with constraints
- On the approximability of robust network design
- Robust optimization with ambiguous stochastic constraints under mean and dispersion information
- A robust two-stage model for the urban air mobility flight scheduling problem
- Multistage robust mixed-integer optimization with adaptive partitions
- Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
- Radius of robust feasibility of system of convex inequalities with uncertain data
- A robust optimization approach with probe-able uncertainty
- A robust stochastic casualty collection points location problem
- A capacitated hub location problem under hose demand uncertainty
- A neutrality-based iterated local search for shift scheduling optimization and interactive reoptimization
- Minimizing recovery cost of network optimization problems
- Robust capacity planning for project management
- Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow
- Robust quadratic programming with mixed-integer uncertainty
- Production planning in furniture settings via robust optimization
- Technical note -- time inconsistency of optimal policies of distributionally robust inventory models
- Optimality of robust disturbance-feedback strategies
- Gaussian elimination for flexible systems of linear inclusions
- 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
- Constraint programming for the robust two-machine flow-shop scheduling problem with budgeted uncertainty
- On the complexity of robust multi-stage problems with discrete recourse
- A robust optimization model for affine/quadratic flow thinning: A traffic protection mechanism for networks with variable link capacity
- Adjustable robust optimization with objective uncertainty
- Robust satisficing newsvendor problem
- LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
- Robust minmax regret combinatorial optimization problems with a resource-dependent uncertainty polyhedron of scenarios
- Affine and predictive control policies for a class of nonlinear systems
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