Decomposition for adjustable robust linear optimization subject to uncertainty polytope
From MaRDI portal
Publication:1789596
DOI10.1007/S10287-016-0249-2zbMATH Open1397.90297OpenAlexW2301461885MaRDI QIDQ1789596FDOQ1789596
Publication date: 10 October 2018
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-016-0249-2
network designmixed-integer linear programmingbenders decompositionuncertainty polytopeadjustable robust optimization
Convex programming (90C25) Linear programming (90C05) Mixed integer programming (90C11) Communication networks in operations research (90B18)
Cites Work
- Benchmarking optimization software with performance profiles.
- The Price of Robustness
- Robust discrete optimization and its applications
- Links between linear bilevel and mixed 0-1 programming problems
- Robust optimization-methodology and applications
- Robust convex optimization
- Distributionally Robust Optimization and Its Tractable Approximations
- Robust Solutions to Uncertain Semidefinite Programs
- Global optimization of multiplicative programs
- \(NP\)-hardness of linear multiplicative programming and related problems
- Adjustable robust solutions of uncertain linear programs
- The robust network loading problem with dynamic routing
- Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization
- A Linear Decision-Based Approximation Approach to Stochastic Programming
- Solving two-stage robust optimization problems using a column-and-constraint generation method
- 2-stage robust MILP with continuous recourse variables
- Robust location transportation problems under uncertain demands
- Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
- A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization
- Finite Adaptability in Multistage Linear Optimization
- A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive Optimization
- A comparison of routing sets for robust network design
- Affine recourse for the robust network design problem: Between static and dynamic routing
- On the power and limitations of affine policies in two-stage adaptive optimization
- Computing robust basestock levels
- 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
Cited In (34)
- A perfect information lower bound for robust lot-sizing problems
- Multistage adaptive robust optimization for the hydrothermal scheduling problem
- A survey of adjustable robust optimization
- Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems
- Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective
- A comparison of different routing schemes for the robust network loading problem: polyhedral results and computation
- An inexact column-and-constraint generation method to solve two-stage robust optimization problems
- \(K\)-adaptability in two-stage mixed-integer robust optimization
- Oracle-based algorithms for binary two-stage robust optimization
- Solution algorithms for minimizing the total tardiness with budgeted processing time uncertainty
- Value of intermediate imaging in adaptive robust radiotherapy planning to manage radioresistance
- A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization
- Minimizing recovery cost of network optimization problems
- Adjustable robust optimization with objective uncertainty
- Network design in scarce data environment using moment-based distributionally robust optimization
- Min-Sup-Min Robust Combinatorial Optimization with Few Recourse Solutions
- Adjustable robust solutions of uncertain linear programs
- Combinatorial robust optimization with decision-dependent information discovery and polyhedral uncertainty
- Designing tractable piecewise affine policies for multi-stage adjustable robust optimization
- Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems
- The robust cyclic job shop problem
- Moment-based distributionally robust joint chance constrained optimization for service network design under demand uncertainty
- Robust flows with losses and improvability in evacuation planning
- Sums of squares polynomial program reformulations for adjustable robust linear optimization problems with separable polynomial decision rules
- Affine routing for robust network design
- A two-stage robust approach for minimizing the weighted number of tardy jobs with objective uncertainty
- Robust Dual Dynamic Programming
- A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization
- The decision rule approach to optimization under uncertainty: methodology and applications
- Robust combinatorial optimization under convex and discrete cost uncertainty
- A Lagrangian dual method for two-stage robust optimization with binary uncertainties
- Dominance-based linear formulation for the anchor-robust project scheduling problem
- Robust inventory theory with perishable products
- A single representative min-max-min robust selection problem with alternatives and budgeted uncertainty
Uses Software
This page was built for publication: Decomposition for adjustable robust linear optimization subject to uncertainty polytope
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1789596)
