Decomposition for adjustable robust linear optimization subject to uncertainty polytope
From MaRDI portal
Publication:1789596
DOI10.1007/s10287-016-0249-2zbMath1397.90297OpenAlexW2301461885MaRDI QIDQ1789596
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) Mixed integer programming (90C11) Communication networks in operations research (90B18) Linear programming (90C05)
Related Items (28)
Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective ⋮ Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems ⋮ Network design in scarce data environment using moment-based distributionally robust optimization ⋮ Robust flows with losses and improvability in evacuation planning ⋮ Robust inventory theory with perishable products ⋮ Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems ⋮ Affine routing for robust network design ⋮ Adjustable robust optimization with objective uncertainty ⋮ The robust cyclic job shop problem ⋮ Min-Sup-Min Robust Combinatorial Optimization with Few Recourse Solutions ⋮ A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization ⋮ A two-stage robust approach for minimizing the weighted number of tardy jobs with objective uncertainty ⋮ A single representative min-max-min robust selection problem with alternatives and budgeted uncertainty ⋮ \(K\)-adaptability in two-stage mixed-integer robust optimization ⋮ An inexact column-and-constraint generation method to solve two-stage robust optimization problems ⋮ Minimizing recovery cost of network optimization problems ⋮ Robust Dual Dynamic Programming ⋮ A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization ⋮ A perfect information lower bound for robust lot-sizing problems ⋮ Robust combinatorial optimization under convex and discrete cost uncertainty ⋮ A survey of adjustable robust optimization ⋮ Dominance-based linear formulation for the anchor-robust project scheduling problem ⋮ A comparison of different routing schemes for the robust network loading problem: polyhedral results and computation ⋮ The decision rule approach to optimization under uncertainty: methodology and applications ⋮ Oracle-based algorithms for binary two-stage robust optimization ⋮ Solution algorithms for minimizing the total tardiness with budgeted processing time uncertainty ⋮ A Lagrangian dual method for two-stage robust optimization with binary uncertainties ⋮ Multistage adaptive robust optimization for the hydrothermal scheduling problem
Uses Software
Cites Work
- A comparison of routing sets for robust network design
- Robust location transportation problems under uncertain demands
- On the power and limitations of affine policies in two-stage adaptive optimization
- Computing robust basestock levels
- Robust discrete optimization and its applications
- Links between linear bilevel and mixed 0-1 programming problems
- Global optimization of multiplicative programs
- Adjustable robust solutions of uncertain linear programs
- Robust optimization-methodology and applications
- The robust network loading problem with dynamic routing
- 2-stage robust MILP with continuous recourse variables
- Solving two-stage robust optimization problems using a column-and-constraint generation method
- \(NP\)-hardness of linear multiplicative programming and related problems
- Robust Convex Optimization
- Multistage Robust Mixed-Integer Optimization with Adaptive Partitions
- Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set
- Distributionally Robust Optimization and Its Tractable Approximations
- Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
- A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive Optimization
- A Linear Decision-Based Approximation Approach to Stochastic Programming
- Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization
- The Price of Robustness
- Robust Solutions to Uncertain Semidefinite Programs
- Finite Adaptability in Multistage Linear Optimization
- Supermodularity and Affine Policies in Dynamic Robust Optimization
- Affine recourse for the robust network design problem: Between static and dynamic routing
- A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization
- Benchmarking optimization software with performance profiles.
This page was built for publication: Decomposition for adjustable robust linear optimization subject to uncertainty polytope