Conditions under which adjustability lowers the cost of a robust linear program
From MaRDI portal
Publication:1730447
Recommendations
- Adjustable robust solutions of uncertain linear programs
- On the adjustment problem for linear programs
- Affinely adjustable robust linear complementarity problems
- Robustness and duality in linear programming
- Some extensions of robust linear optimization
- Generalized Farkas lemma with adjustable variables and two-stage robust linear programs
- A dynamic programming approach to adjustable robust optimization
- Uncertain linear programs: extended affinely adjustable robust counterparts
- Adjustable robust optimization through multi-parametric programming
- Robust continuous linear programs
Cites work
- A geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization
- A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization
- Adjustable robust solutions of uncertain linear programs
- Distribution-dependent robust linear optimization with applications to inventory control
- Duality in robust optimization: Primal worst equals dual best
- Duality in two-stage adaptive linear optimization: faster computation and stronger bounds
- Dynamic pricing and inventory control: robust vs. stochastic uncertainty models---a computational study
- scientific article; zbMATH DE number 5641435 (Why is no real title available?)
- On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints
- On the approximability of adjustable robust convex optimization under uncertainty
- On the integration of row and column uncertainty in robust linear programming
- On the power and limitations of affine policies in two-stage adaptive optimization
- On the power of robust solutions in two-stage stochastic and adaptive optimization problems
- Optimality of affine policies in multistage robust optimization
- Primal and dual linear decision rules in stochastic and robust optimization
- Robust convex optimization
- Robust inventory control under demand and lead time uncertainty
- Robust multi-echelon multi-period inventory control
- Robust optimization approaches for the equitable and effective distribution of donated food
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
- Robust solutions of linear programming problems contaminated with uncertain data
- Robust solutions of uncertain linear programs
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Robust Solutions to Uncertain Semidefinite Programs
- Robust supply chain network design: an optimization model with real world application
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- The stochastic time–cost tradeoff problem: A robust optimization approach
- Tractable approximations to a robust capacity assignment model in telecommunications under demand uncertainty
- Uncertain linear programs: extended affinely adjustable robust counterparts
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
Cited in
(4)- The total adjustment cost problem: applications, models, and solution algorithms
- 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
This page was built for publication: Conditions under which adjustability lowers the cost of a robust linear program
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1730447)