When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
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Publication:1659683
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Cites work
- A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization
- Adjustable robust optimization models for a nonlinear two-period system
- Adjustable robust solutions of uncertain linear programs
- Deriving robust counterparts of nonlinear uncertain inequalities
- Nonlinear Programming
- On the approximability of adjustable robust convex optimization under uncertainty
- On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty
- On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
- On the power and limitations of affine policies in two-stage adaptive optimization
- Optimality of affine policies in multistage robust optimization
- Robust Combinatorial Optimization with Exponential Scenarios
- Robust convex optimization
- Robust Dynamic Programming
- Robust Markov Decision Processes
- Robust optimization
- Robust solutions of uncertain linear programs
- Supermodularity and affine policies in dynamic robust optimization
- Worst-case robust decisions for multi-period mean-variance portfolio optimization
Cited in
(28)- Piecewise static policies for two-stage adjustable robust linear optimization
- Conditions under which adjustability lowers the cost of a robust linear program
- A survey of adjustable robust optimization
- Strategic facility location, capacity acquisition, and technology choice decisions under demand uncertainty: robust vs. non-robust optimization approaches
- Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules
- Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity
- Adjustable robust optimization through multi-parametric programming
- A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization
- On the approximability of adjustable robust convex optimization under uncertainty
- Sums of squares polynomial program reformulations for adjustable robust linear optimization problems with separable polynomial decision rules
- The impact of the existence of multiple adjustable robust solutions
- Adjustable robust optimization via Fourier-Motzkin elimination
- Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem
- Exact dual semi-definite programs for affinely adjustable robust SOS-convex polynomial optimization problems
- Robust flows with adaptive mitigation
- Pareto adaptive robust optimality via a Fourier-Motzkin elimination lens
- Affinely adjustable robust optimization for radiation therapy under evolving data uncertainty via semi-definite programming
- Karush-Kuhn-Tucker conditions and duality for a class of convex adjustable robust optimization problem
- A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization
- Value of intermediate imaging in adaptive robust radiotherapy planning to manage radioresistance
- Adjustability in robust linear optimization
- Designing tractable piecewise affine policies for multi-stage adjustable robust optimization
- Efficiency optimality conditions for convex adjustable robust multiobjective optimizations and applications
- Optimal interventions in robust optimization with time-dependent uncertainties
- Optimality conditions and duality in nonsmooth adjustable robust optimization problems
- Radius of robust feasibility for adjustable robust linear inequality systems with affine decision rules
- Linear adjustable robust optimization problem: semidefinite programming reformulation, optimality conditions and duality
- Exact approaches for convex adjustable robust optimization
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