Finite Adaptability in Multistage Linear Optimization
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(68)- Piecewise static policies for two-stage adjustable robust linear optimization
- Complexity of min-max-min robustness for combinatorial optimization under discrete uncertainty
- Binary decision rules for multistage adaptive mixed-integer optimization
- Multipolar robust optimization
- A survey of adjustable robust optimization
- \(K\)-adaptability in stochastic combinatorial optimization under objective uncertainty
- k-adaptive routing for the robust network loading problem
- Two-stage robust optimization approach to elective surgery and downstream capacity planning
- $K$-adaptability in two-stage distributionally robust binary programming
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
- A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
- The decision rule approach to optimization under uncertainty: methodology and applications
- Oracle-based algorithms for binary two-stage robust optimization
- Exact lexicographic scheduling and approximate rescheduling
- Approximate and robust bounded job start scheduling for Royal Mail delivery offices
- Optimizing subscriber migrations for a telecommunication operator in uncertain context
- K-adaptability in stochastic optimization
- A Lagrangian dual method for two-stage robust optimization with binary uncertainties
- Frameworks and results in distributionally robust optimization
- A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization
- \(K\)-adaptability in two-stage mixed-integer robust optimization
- Min-max-min robustness for combinatorial problems with discrete budgeted uncertainty
- Robust post-disaster route restoration
- Dominance-based linear formulation for the anchor-robust project scheduling problem
- Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty
- Robust and reliable portfolio optimization formulation of a chance constrained problem
- A note on \(\Sigma_2^p\)-completeness of a robust binary linear program with binary uncertainty set
- On the complexity of min-max-min robustness with two alternatives and budgeted uncertainty
- Multistage robust discrete optimization via quantified integer programming
- Multistage robust mixed-integer optimization with adaptive partitions
- Duality in two-stage adaptive linear optimization: faster computation and stronger bounds
- Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
- Relative Robust and Adaptive Optimization
- Design of near optimal decision rules in multistage adaptive mixed-integer optimization
- K-adaptability in two-stage robust binary programming
- A constraint sampling approach for multi-stage robust optimization
- Optimization under decision-dependent uncertainty
- A comparison of routing sets for robust network design
- Adjustable robust optimization via Fourier-Motzkin elimination
- Robust multiperiod vehicle routing under customer order uncertainty
- Exploiting the Structure of Two-Stage Robust Optimization Models with Exponential Scenarios
- Piecewise Constant Decision Rules via Branch-and-Bound Based Scenario Detection for Integer Adjustable Robust Optimization
- Technical note -- two-stage sample robust optimization
- ROC++: Robust Optimization in C++
- Robust Optimization for Models with Uncertain Second-Order Cone and Semidefinite Programming Constraints
- Robust Models for the Kidney Exchange Problem
- Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems
- A primal-dual lifting scheme for two-stage robust optimization
- Min-max-min robust combinatorial optimization
- Min-Max-Min Optimization with Smooth and Strongly Convex Objectives
- Adjustable robust optimization with objective uncertainty
- Robust decision trees for the multi-mode project scheduling problem with a resource investment objective and uncertain activity duration
- A two-stage robust approach for minimizing the weighted number of tardy jobs with objective uncertainty
- A double-oracle, logic-based Benders decomposition approach to solve the \(K\)-adaptability problem
- A framework for inherently interpretable optimization models
- Robust two-stage combinatorial optimization problems under discrete demand uncertainties and consistent selection constraints
- Approximation guarantees for min-max-min robust optimization and \(k\)-adaptability under objective uncertainty
- Value of intermediate imaging in adaptive robust radiotherapy planning to manage radioresistance
- Robust combinatorial optimization under convex and discrete cost uncertainty
- Optimal interventions in robust optimization with time-dependent uncertainties
- Two-stage robust LP with ellipsoidal right-hand side uncertainty is NP-hard
- General polyhedral approximation of two-stage robust linear programming for budgeted uncertainty
- Streamlining emergency response: a K-adaptable model and a column-and-constraint-generation algorithm
- Nonsmooth Lagrange multiplier rules for adjustable robust optimization via generalized differentiation
- Hitting and covering affine families of convex polyhedra, with applications to robust optimization
- Score-based discrete decision rules for contextual constrained stochastic programming
- Exact approaches for convex adjustable robust optimization
- Heuristic algorithms for stochastic K-adaptability
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