On the approximability of adjustable robust convex optimization under uncertainty
DOI10.1007/S00186-012-0405-6zbMATH Open1285.90021OpenAlexW2017002354MaRDI QIDQ2392812FDOQ2392812
Authors: Vineet Goyal, Dimitris Bertsimas 
Publication date: 2 August 2013
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/87619
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Cited In (28)
- Karush-Kuhn-Tucker conditions and duality for a class of convex adjustable robust optimization problem
- On the power of robust solutions in two-stage stochastic and adaptive optimization problems
- Exact dual semi-definite programs for affinely adjustable robust SOS-convex polynomial optimization problems
- A survey of adjustable robust optimization
- Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules
- On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
- Robust nonlinear optimization with conic representable uncertainty set
- Conditions under which adjustability lowers the cost of a robust linear program
- Oracle-based algorithms for binary two-stage robust optimization
- Adjustable robust optimization models for a nonlinear two-period system
- LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
- Robust optimal control with adjustable uncertainty sets
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
- Adjustability in robust linear optimization
- Relaxation schemes for the joint linear chance constraint based on probability inequalities
- A mixed-integer approximation of robust optimization problems with mixed-integer adjustments
- Title not available (Why is that?)
- Stochastic linear programming with a distortion risk constraint
- Solving two-stage quadratic multiobjective problems via optimality and relaxations
- On the optimality of affine policies for budgeted uncertainty sets
- Adjustable robust counterpart of conic quadratic problems
- Saddle point approximation approaches for two-stage robust optimization problems
- A note on issues of over-conservatism in robust optimization with cost uncertainty
- A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides
- A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization
- Robust optimal consumption-investment strategy with non-exponential discounting
- Robust combinatorial optimization under convex and discrete cost uncertainty
- On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints
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