On the approximability of adjustable robust convex optimization under uncertainty
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adjustable robust convex optimizationapproximability with static robust solutionminimax problemrobust optimizationuncertain constraintsuncertain objectives
Stochastic network models in operations research (90B15) Deterministic scheduling theory in operations research (90B35) Management decision making, including multiple objectives (90B50) Stochastic programming (90C15) Quadratic programming (90C20) Semidefinite programming (90C22) Minimax problems in mathematical programming (90C47)
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Cited in
(35)- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
- On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints
- Conditions under which adjustability lowers the cost of a robust linear program
- A survey of adjustable robust optimization
- A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides
- Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules
- Saddle point approximation approaches for two-stage robust optimization problems
- Oracle-based algorithms for binary two-stage robust optimization
- Relaxation schemes for the joint linear chance constraint based on probability inequalities
- Robust optimal consumption-investment strategy with non-exponential discounting
- A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization
- Robust nonlinear optimization with conic representable uncertainty set
- Robust optimal control with adjustable uncertainty sets
- Adjustable robust optimization models for a nonlinear two-period system
- A note on issues of over-conservatism in robust optimization with cost uncertainty
- On the power of robust solutions in two-stage stochastic and adaptive optimization problems
- scientific article; zbMATH DE number 1150215 (Why is no real title available?)
- Stochastic linear programming with a distortion risk constraint
- On the optimality of affine policies for budgeted uncertainty sets
- Exact dual semi-definite programs for affinely adjustable robust SOS-convex polynomial optimization problems
- Convex Maximization via Adjustable Robust Optimization
- Karush-Kuhn-Tucker conditions and duality for a class of convex adjustable robust optimization problem
- LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
- Adjustability in robust linear optimization
- Solving two-stage quadratic multiobjective problems via optimality and relaxations
- A mixed-integer approximation of robust optimization problems with mixed-integer adjustments
- Robust combinatorial optimization under convex and discrete cost uncertainty
- Efficiency optimality conditions for convex adjustable robust multiobjective optimizations and applications
- Optimality conditions and duality in nonsmooth adjustable robust optimization problems
- General polyhedral approximation of two-stage robust linear programming for budgeted uncertainty
- Adjustable robust multiobjective linear optimization: Pareto optimal solutions via conic programming
- Linear adjustable robust optimization problem: semidefinite programming reformulation, optimality conditions and duality
- Nonsmooth Lagrange multiplier rules for adjustable robust optimization via generalized differentiation
- On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
- Adjustable robust counterpart of conic quadratic problems
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