On the approximability of adjustable robust convex optimization under uncertainty
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Publication:2392812
robust optimizationminimax problemuncertain constraintsadjustable robust convex optimizationapproximability with static robust solutionuncertain objectives
Quadratic programming (90C20) Management decision making, including multiple objectives (90B50) Deterministic scheduling theory in operations research (90B35) Semidefinite programming (90C22) Stochastic programming (90C15) Minimax problems in mathematical programming (90C47) Stochastic network models in operations research (90B15)
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Cited in
(28)- Robust optimal consumption-investment strategy with non-exponential discounting
- Robust nonlinear optimization with conic representable uncertainty set
- Conditions under which adjustability lowers the cost of a robust linear program
- Karush-Kuhn-Tucker conditions and duality for a class of convex adjustable robust optimization problem
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
- On the optimality of affine policies for budgeted uncertainty sets
- LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
- On the power of robust solutions in two-stage stochastic and adaptive optimization problems
- scientific article; zbMATH DE number 1150215 (Why is no real title available?)
- Adjustable robust counterpart of conic quadratic problems
- Stochastic linear programming with a distortion risk constraint
- A note on issues of over-conservatism in robust optimization with cost uncertainty
- A survey of adjustable robust optimization
- Relaxation schemes for the joint linear chance constraint based on probability inequalities
- A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides
- Exact dual semi-definite programs for affinely adjustable robust SOS-convex polynomial optimization problems
- Oracle-based algorithms for binary two-stage robust optimization
- Robust optimal control with adjustable uncertainty sets
- Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules
- Robust combinatorial optimization under convex and discrete cost uncertainty
- Adjustable robust optimization models for a nonlinear two-period system
- On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints
- A mixed-integer approximation of robust optimization problems with mixed-integer adjustments
- Solving two-stage quadratic multiobjective problems via optimality and relaxations
- A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization
- On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
- Adjustability in robust linear optimization
- Saddle point approximation approaches for two-stage robust optimization problems
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