\(K\)-adaptability in two-stage mixed-integer robust optimization
From MaRDI portal
Publication:2195680
DOI10.1007/s12532-019-00174-2zbMath1441.90101arXiv1706.07097OpenAlexW2982902350WikidataQ126816183 ScholiaQ126816183MaRDI QIDQ2195680
Chrysanthos E. Gounaris, Anirudh Subramanyam, Wolfram Wiesemann
Publication date: 27 August 2020
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.07097
Mixed integer programming (90C11) Minimax problems in mathematical programming (90C47) Stochastic programming (90C15) Semi-infinite programming (90C34)
Related Items (15)
Frameworks and results in distributionally robust optimization ⋮ A note on \(\Sigma_2^p\)-completeness of a robust binary linear program with binary uncertainty set ⋮ Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems ⋮ Adjustable robust optimization with objective uncertainty ⋮ Min-Sup-Min Robust Combinatorial Optimization with Few Recourse Solutions ⋮ A two-stage robust approach for minimizing the weighted number of tardy jobs with objective uncertainty ⋮ Min-max-min robustness for combinatorial problems with discrete budgeted uncertainty ⋮ A double-oracle, logic-based Benders decomposition approach to solve the \(K\)-adaptability problem ⋮ A framework for inherently interpretable optimization models ⋮ Robust combinatorial optimization under convex and discrete cost uncertainty ⋮ The decision rule approach to optimization under uncertainty: methodology and applications ⋮ Oracle-based algorithms for binary two-stage robust optimization ⋮ Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty ⋮ \(K\)-adaptability in stochastic optimization ⋮ A Lagrangian dual method for two-stage robust optimization with binary uncertainties
Uses Software
Cites Work
- Unnamed Item
- Min-max-min robustness: a new approach to combinatorial optimization under uncertainty based on multiple solutions
- Generalized decision rule approximations for stochastic programming via liftings
- Min-max-min robust combinatorial optimization
- Primal and dual linear decision rules in stochastic and robust optimization
- Robust resource allocations in temporal networks
- Infinitely constrained optimization problems
- Adjustable robust solutions of uncertain linear programs
- Complexity of min-max-min robustness for combinatorial optimization under discrete uncertainty
- Binary decision rules for multistage adaptive mixed-integer optimization
- A survey of adjustable robust optimization
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
- A new branch-and-cut algorithm for the capacitated vehicle routing problem
- Robust counterparts of inequalities containing sums of maxima of linear functions
- Recent advances in robust optimization: an overview
- Solving two-stage robust optimization problems using a column-and-constraint generation method
- Multistage Robust Mixed-Integer Optimization with Adaptive Partitions
- Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set
- The Robust Capacitated Vehicle Routing Problem Under Demand Uncertainty
- Vehicle Routing
- Distributionally Robust Optimization and Its Tractable Approximations
- Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
- Theory and Applications of Robust Optimization
- A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive Optimization
- The Cutting-Plane Method for Solving Convex Programs
- Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization
- K-Adaptability in Two-Stage Robust Binary Programming
- Cutting-set methods for robust convex optimization with pessimizing oracles
- Finite Adaptability in Multistage Linear Optimization
This page was built for publication: \(K\)-adaptability in two-stage mixed-integer robust optimization
