Robust solutions of linear programming problems contaminated with uncertain data
From MaRDI portal
Publication:1587934
DOI10.1007/S101070000163zbMATH Open0964.90025MaRDI QIDQ1587934FDOQ1587934
Authors: Aharon Ben-Tal, Arkadi Nemirovski 
Publication date: 22 July 2001
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Recommendations
Cited In (only showing first 100 items - show all)
- Robustness characterizations for uncertain optimization problems via image space analysis
- A new distributionally robust \(p\)-hub median problem with uncertain carbon emissions and its tractable approximation method
- A robust approach to warped Gaussian process-constrained optimization
- Robust productivity growth and efficiency measurement with undesirable outputs: evidence from the oil industry
- Robust approximation of chance constrained DC optimal power flow under decision-dependent uncertainty
- A unified approach through image space analysis to robustness in uncertain optimization problems
- Complexity of strict robust integer minimum cost flow problems: an overview and further results
- A compact reformulation of the two-stage robust resource-constrained project scheduling problem
- A perfect information lower bound for robust lot-sizing problems
- Large-scale unit commitment under uncertainty: an updated literature survey
- Model order reduction techniques with a posteriori error control for nonlinear robust optimization governed by partial differential equations
- Adjustable robust optimization via Fourier-Motzkin elimination
- Dynamic container deployment: two-stage robust model, complexity, and computational results
- Generalized multiobjective robustness and relations to set-valued optimization
- Adjustable robust optimization through multi-parametric programming
- Minimizing the weighted sum of completion times under processing time uncertainty
- Robust and sustainable supply chains under market uncertainties and different risk attitudes -- a case study of the German biodiesel market
- Robust continuous linear programs
- A utility theory based interactive approach to robustness in linear optimization
- Robust multicovers with budgeted uncertainty
- The robust crew pairing problem: model and solution methodology
- Robust budget allocation via continuous submodular functions
- A multi-objective distributionally robust model for sustainable last mile relief network design problem
- Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry
- Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making
- Calculating radius of robust feasibility of uncertain linear conic programs via semi-definite programs
- Robust necessary optimality conditions for nondifferentiable complex fractional programming with uncertain data
- A robust optimization approach for humanitarian needs assessment planning under travel time uncertainty
- Decision support for strategic energy planning: a robust optimization framework
- A robust data envelopment analysis model with different scenarios
- Optimality conditions in optimization under uncertainty
- Robust CCMV model with short selling and risk-neutral interest rate
- Tractable approximation to robust nonlinear production frontier problem
- Lifted polymatroid inequalities for mean-risk optimization with indicator variables
- Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study
- Robust Rayleigh quotient minimization and nonlinear eigenvalue problems
- Master production schedule using robust optimization approaches in an automobile second-tier supplier
- An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
- Robust minimum cost consensus model for multicriteria decision-making under uncertain circumstances
- Distributionally robust optimization. A review on theory and applications
- Distributionally robust maximum probability shortest path problem
- A robust time-cost-quality-energy-environment trade-off with resource-constrained in project management: a case study for a bridge construction project
- Inventory -- forecasting: mind the gap
- Robust model of discrete competitive facility location problem with partially proportional rule
- Solving \((k-1)\)-stable instances of \texttt{k-terminal cut} with isolating cuts
- Generalized differentiation of probability functions acting on an infinite system of constraints
- An efficient variable neighborhood search for solving a robust dynamic facility location problem in emergency service network
- Image space analysis for uncertain multiobjective optimization problems: robust optimality conditions
- Frameworks and results in distributionally robust optimization
- A survey of nonlinear robust optimization
- Confidence structural robust optimization by non linear semidefinite programming-based single-level formulation
- Robustness analysis in multi-objective mathematical programming using Monte Carlo simulation
- Optimization under uncertainty of the integrated oil supply chain using stochastic and robust programming
- Cutting plane versus compact formulations for uncertain (integer) linear programs
- Application of robust optimization to automated test assembly
- Robust multi-market newsvendor models with interval demand data
- On robust optimization. Relations between scalar robust optimization and unconstrained multicriteria optimization
- Robust investment decisions under supply disruption in petroleum markets
- Fuzzy and robust approach for decision-making in disaster situations
- Integrated production planning and order acceptance under uncertainty: a robust optimization approach
- A robust optimization approach for the unrelated parallel machine scheduling problem
- Risk measures in stochastic programming and robust optimization problems
- Robust optimization model for a dynamic network design problem under demand uncertainty
- Robust optimization in countably infinite linear programs
- Robust capacity assignment solutions for telecommunications networks with uncertain demands
- Robust linear optimization under general norms.
- Tractable stochastic analysis in high dimensions via robust optimization
- Generalized light robustness and the trade-off between robustness and nominal quality
- Evacuation transportation planning under uncertainty: A robust optimization approach
- Robust solutions to multi-facility Weber location problem under interval and ellipsoidal uncertainty
- A mathematical programming approach to sample coefficient of variation with interval-valued observations
- Selected topics in robust convex optimization
- On the role of norm constraints in portfolio selection
- A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty
- Single-commodity robust network design problem: complexity, instances and heuristic solutions
- A maximum entropy method for a robust portfolio problem
- A robust-CVaR optimization approach with application to breast cancer therapy
- Robust portfolio selection under norm uncertainty
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- A robust optimization approach to dispatching technicians under stochastic service times
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
- Robust optimization for routing problems on trees
- A robust optimization approach to closed-loop supply chain network design under uncertainty
- A smoothing function approach to joint chance-constrained programs
- A robust approach to the chance-constrained knapsack problem
- A decomposition based solution algorithm for U-type assembly line balancing with interval data
- Production planning in furniture settings via robust optimization
- Solving planning and design problems in the process industry using mixed integer and global optimization
- Interval uncertainty-based robust optimization for convex and non-convex quadratic programs with applications in network infrastructure planning
- Robust transmission network expansion planning in energy systems: improving computational performance
- Bi-objective robust optimisation
- Robust optimization policy benchmarks and modeling errors in natural gas
- Robust semidefinite relaxations for a quadratic OFDMA resource allocation scheme
- Linear fractional program under interval and ellipsoidal uncertainty
- Large-scale unit commitment under uncertainty
- A robust optimization approach to dynamic pricing and inventory control with no backorders
- Robust load planning of trains in intermodal transportation
- Adjustable robust solutions of uncertain linear programs
- Robust model for discrete competitive facility location problem with the uncertainty of customer behaviors
- Robust inventory management with multiple supply sources
Uses Software
This page was built for publication: Robust solutions of linear programming problems contaminated with uncertain data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1587934)
