A survey of adjustable robust optimization
From MaRDI portal
Publication:1740490
DOI10.1016/J.EJOR.2018.08.031zbMATH Open1430.90537OpenAlexW2891879843WikidataQ129289227 ScholiaQ129289227MaRDI QIDQ1740490FDOQ1740490
Authors: İhsan Yanıkoğlu, Bram L. Gorissen, D. Den Hertog
Publication date: 30 April 2019
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2018.08.031
Recommendations
- A survey of robust optimization
- A survey of nonlinear robust optimization
- Robust optimization - a comprehensive survey
- Adjustable robust optimization through multi-parametric programming
- Relative Robust and Adaptive Optimization
- A dynamic programming approach to adjustable robust optimization
- Convex Maximization via Adjustable Robust Optimization
- On the approximability of adjustable robust convex optimization under uncertainty
- Recent advances in robust optimization: an overview
- Adjustable robust optimization via Fourier-Motzkin elimination
robust optimizationsemi-infinite programmingadjustable robust optimizationmultistage decision making
Cites Work
- Automatic robust convex programming
- A Survey of the S-Lemma
- Common risk factors in the returns on stocks and bonds
- Recent advances in robust optimization: an overview
- Theory and applications of robust optimization
- Robust optimization
- Title not available (Why is that?)
- Title not available (Why is that?)
- Duality in robust optimization: Primal worst equals dual best
- Uncertain convex programs: randomized solutions and confidence levels
- Hidden conic quadratic representation of some nonconvex quadratic optimization problems
- Introduction to stochastic programming.
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- Selected topics in robust convex optimization
- Robust optimization-methodology and applications
- Distributionally robust optimization and its tractable approximations
- Multi-period portfolio optimization with linear control policies
- Robust approximation to multiperiod inventory management
- Jointly Constrained Biconvex Programming
- Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
- Adjustable robust solutions of uncertain linear programs
- Title not available (Why is that?)
- The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
- Design of near optimal decision rules in multistage adaptive mixed-integer optimization
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
- Generalized decision rule approximations for stochastic programming via liftings
- A Linear Decision-Based Approximation Approach to Stochastic Programming
- Computational complexity of stochastic programming problems
- Two-stage network constrained robust unit commitment problem
- Computable representations for convex hulls of low-dimensional quadratic forms
- Valid inequalities and convex hulls for multilinear functions
- Decomposition approaches for recoverable robust optimization problems
- Adjustable robustness for multi-attribute project portfolio selection
- Tractable approximations to a robust capacity assignment model in telecommunications under demand uncertainty
- Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs
- Adjustable robust counterpart of conic quadratic problems
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
- Optimality of affine policies in multistage robust optimization
- A two-stage robust optimization approach for the mobile facility fleet sizing and routing problem under uncertainty
- Commitment and dispatch of heat and power units via affinely adjustable robust optimization
- The stochastic time–cost tradeoff problem: A robust optimization approach
- The impact of the existence of multiple adjustable robust solutions
- Title not available (Why is that?)
- Primal and dual linear decision rules in stochastic and robust optimization
- Recourse problem of the 2-stage robust location transportation problem
- A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization
- Finite Adaptability in Multistage Linear Optimization
- On the approximability of adjustable robust convex optimization under uncertainty
- Deriving robust counterparts of nonlinear uncertain inequalities
- Robust optimization made easy with ROME
- Technical note: Deriving robust and globalized robust solutions of uncertain linear programs with general convex uncertainty sets
- An Efficient Method to Estimate the Suboptimality of Affine Controllers
- On the power and limitations of affine policies in two-stage adaptive optimization
- Computing robust basestock levels
- Robust profit opportunities in risky financial portfolios
- \(K\)-adaptability in two-stage robust binary programming
- Dynamic network design problem under demand uncertainty: an adjustable robust optimization approach
- Routing optimization under uncertainty
- Adjustable robust optimization models for a nonlinear two-period system
- Multistage robust mixed-integer optimization with adaptive partitions
- Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
- Supermodularity and affine policies in dynamic robust optimization
- Title not available (Why is that?)
- On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
- A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization
- Robust energy cost optimization of water distribution system with uncertain demand
- Robust execution strategies for project scheduling with unreliable resources and stochastic durations
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
- On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty
- Duality in two-stage adaptive linear optimization: faster computation and stronger bounds
- A perfect information lower bound for robust lot-sizing problems
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
- Adjustable robust optimization via Fourier-Motzkin elimination
- Dynamic container deployment: two-stage robust model, complexity, and computational results
Cited In (94)
- Adjustable robust treatment-length optimization in radiation therapy
- Adjustable robust optimal control for industrial \(2\)-Mercaptobenzothiazole production processes under uncertainty
- Norm induced polyhedral uncertainty sets for robust linear optimization
- A compact reformulation of the two-stage robust resource-constrained project scheduling problem
- Robustness of Farrell cost efficiency measurement under data perturbations: evidence from a US manufacturing application
- Robust optimization approaches for purchase planning with supplier selection under lead time uncertainty
- Multistage adaptive robust optimization for the hydrothermal scheduling problem
- Flexible here-and-now decisions for two-stage multi-objective optimization: method and application to energy system design selection
- Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules
- Adjustable robust optimization via Fourier-Motzkin elimination
- Affinely adjustable robust linear complementarity problems
- Generalized Farkas lemma with adjustable variables and two-stage robust linear programs
- Conic optimization: a survey with special focus on copositive optimization and binary quadratic problems
- Climate-aware generation and transmission expansion planning: a three-stage robust optimization approach
- Robust optimization for lot-sizing problems under yield uncertainty
- Adjustable robust optimization through multi-parametric programming
- Interplay of non-convex quadratically constrained problems with adjustable robust optimization
- Appointment scheduling for medical diagnostic centers considering time-sensitive pharmaceuticals: a dynamic robust optimization approach
- \(K\)-adaptability in two-stage mixed-integer robust optimization
- A dynamic programming approach to adjustable robust optimization
- Distributionally Robust Inventory Control When Demand Is a Martingale
- Uncertainty in maritime ship routing and scheduling: a literature review
- Oracle-based algorithms for binary two-stage robust optimization
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization
- Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making
- A robust optimization approach with probe-able uncertainty
- A robust optimization approach for humanitarian needs assessment planning under travel time uncertainty
- Branch-and-price approach for robust parallel machine scheduling with sequence-dependent setup times
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
- Multistage robust discrete optimization via quantified integer programming
- Recoverable robust representatives selection problems with discrete budgeted uncertainty
- On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty
- Adjustable robust optimization reformulations of two-stage worst-case regret minimization problems
- Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity
- Consensus of large-scale group decision making in social network: the minimum cost model based on robust optimization
- Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem
- The impact of the existence of multiple adjustable robust solutions
- Multistage robust mixed-integer optimization under endogenous uncertainty
- The cost of decoupling trade and transport in the European entry-exit gas market with linear physics modeling
- Deciding feasibility of a booking in the European gas market on a cycle is in P for the case of passive networks
- Adjustable robust counterpart of conic quadratic problems
- Convex Maximization via Adjustable Robust Optimization
- A primal-dual lifting scheme for two-stage robust optimization
- Saddle point approximation approaches for two-stage robust optimization problems
- Robust multi-stage economic dispatch with renewable generation and storage
- Affine decision rule approximation to address demand response uncertainty in smart grids' capacity planning
- Product-line planning under uncertainty
- A stochastic-robust optimization model for inter-regional power system planning
- Optimization under uncertainty and risk: quadratic and copositive approaches
- An adaptive robust optimization model for parallel machine scheduling
- Robust stochastic facility location: sensitivity analysis and exact solution
- Optimizing subscriber migrations for a telecommunication operator in uncertain context
- Inventory -- forecasting: mind the gap
- Robust production management
- On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints
- Robust combinatorial optimization under convex and discrete cost uncertainty
- Global optimization for the multilevel European gas market system with nonlinear flow models on trees
- A bilevel optimization approach to decide the feasibility of bookings in the European gas market
- Frameworks and results in distributionally robust optimization
- A survey of nonlinear robust optimization
- Robust two-stage combinatorial optimization problems under convex second-stage cost uncertainty
- Robust inventory theory with perishable products
- Adaptive robust optimization for lot-sizing under yield uncertainty
- A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization
- Decision rule-based method in solving adjustable robust capacity expansion problem
- Perspectives on how to conduct responsible anti-human trafficking research in operations and analytics
- Value of intermediate imaging in adaptive robust radiotherapy planning to manage radioresistance
- Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow
- On the complexity of robust multi-stage problems with discrete recourse
- Adjustable robust optimization with objective uncertainty
- Robust optimization strategies for seller based on uncertainty sets in context of sequential auction
- Shortest path network interdiction with asymmetric uncertainty
- Affinely adjustable robust optimization for a multi‐period inventory problem with capital constraints and demand uncertainties
- Combinatorial robust optimization with decision-dependent information discovery and polyhedral uncertainty
- Adjustability in robust linear optimization
- Designing tractable piecewise affine policies for multi-stage adjustable robust optimization
- A mixed-integer approximation of robust optimization problems with mixed-integer adjustments
- Robust two-stage combinatorial optimization problems under discrete demand uncertainties and consistent selection constraints
- A novel heuristic algorithm for solving engineering optimization and real-world problems: people identity attributes-based information-learning search optimization
- Solving two-stage quadratic multiobjective problems via optimality and relaxations
- Sums of squares polynomial program reformulations for adjustable robust linear optimization problems with separable polynomial decision rules
- An $$\alpha $$-risk appetite cost minimizing model for multi-commodity capacitated p-hub median problem with time windows and uncertain flows
- Affine routing for robust network design
- Budget allocation of food procurement for natural disaster response
- Exact SDP reformulations for adjustable robust quadratic optimization with affine decision rules
- Existence of solutions to $$\Gamma $$-robust counterparts of gap function formulations of uncertain LCPs with ellipsoidal uncertainty sets
- Combinatorial optimization problems with balanced regret
- Optimal scenario reduction for one- and two-stage robust optimization with discrete uncertainty in the objective
- Robust flows with adaptive mitigation
- Quadratically adjustable robust linear optimization with inexact data via generalized S-lemma: exact second-order cone program reformulations
- Dynamic personnel rescheduling: insights and recovery strategies
- Affinely adjustable robust optimization for radiation therapy under evolving data uncertainty via semi-definite programming
- Pareto adaptive robust optimality via a Fourier-Motzkin elimination lens
Uses Software
This page was built for publication: A survey of adjustable robust optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1740490)