Robust Convex Optimization

DOI10.1287/moor.23.4.769zbMath0977.90052OpenAlexW2089105401WikidataQ57392955 ScholiaQ57392955MaRDI QIDQ2757566

Aharon Ben-Tal, Arkadi Nemirovski

Publication date: 26 November 2001

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/6d07eec4d28ba277cfca3949157c0bcd3587e813

zbMATH Keywords

linear programmingquadratic programmingconvex optimizationrobustnesssemidefinite programminggeometric programmingdata uncertainty

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Sensitivity, stability, parametric optimization (90C31)

Related Items

The worst-case discounted regret portfolio optimization problem, Robust optimization in countably infinite linear programs, Robust solutions to multi-facility Weber location problem under interval and ellipsoidal uncertainty, A second-order cone programming based robust data envelopment analysis model for the new-energy vehicle industry, Robust portfolio optimization: a categorized bibliographic review, Solving joint chance constrained problems using regularization and Benders' decomposition, Finding efficient solutions in robust multiple objective optimization with SOS-convex polynomial data, Robustness in nonsmooth nonconvex optimization problems, Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity, A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing, Tractable approximate robust geometric programming, A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty, Equilibrium in an ambiguity-averse mean-variance investors market, Minmax robustness for multi-objective optimization problems, Robust option pricing, Approximate robust optimization for the connected facility location problem, Location-allocation approaches for hospital network planning under uncertainty, Robust portfolio selection under norm uncertainty, Robust optimization for routing problems on trees, Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach, Robust transmission network expansion planning in energy systems: improving computational performance, Robust optimization of the 0-1 knapsack problem: balancing risk and return in assortment optimization, Bi-objective robust optimisation, Robust storage loading problems with stacking and payload constraints, A robust asset-liability management framework for investment products with guarantees, Some characterizations of robust optimal solutions for uncertain convex optimization problems, Robust berth scheduling at marine container terminals via hierarchical optimization, Recovery-to-optimality: a new two-stage approach to robustness with an application to aperiodic timetabling, The robust knapsack problem with queries, Risk management policies for dynamic capacity control, A bicriteria approach to robust optimization, Robust newsvendor problem with autoregressive demand, A robust model for a leader-follower competitive facility location problem in a discrete space, SDP reformulation for robust optimization problems based on nonconvex QP duality, Robust delay-constrained routing in telecommunications, Robust international portfolio management, Optimization under uncertainty with applications to design of truss structures, Robust production management, A robust optimization approach to dispatching technicians under stochastic service times, Robust multiple objective game theory, Stability and stabilization of aperiodic sampled-data control systems using robust linear matrix inequalities, Design of non-parametric process-specific optimal tuning rules for PID control of flow loops, Mixed complementarity problems for robust optimization equilibrium under \(l_1\cap l_\infty\)-norm, Minimizing irregular convex functions: Ulam stability for approximate minima, Robust formulations for clustering-based large-scale classification, Thresholded covering algorithms for robust and max-min optimization, Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations, A robust optimization approach to closed-loop supply chain network design under uncertainty, On 2-stage robust LP with RHS uncertainty: complexity results and applications, Short sales in log-robust portfolio management, Robustness and generalization, Robust multi-market newsvendor models with interval demand data, Robust optimization and portfolio selection: the cost of robustness, Robust univariate spline models for interpolating interval data, Robust portfolio selection involving options under a ``marginal+joint ellipsoidal uncertainty set, A robust mean absolute deviation model for portfolio optimization, Robust semidefinite relaxations for a quadratic OFDMA resource allocation scheme, Minmax regret bottleneck problems with solution-induced interval uncertainty structure, The value of rolling-horizon policies for risk-averse hydro-thermal planning, Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets, New robust unsupervised support vector machines, Primal and dual linear decision rules in stochastic and robust optimization, Multi-stage recovery robustness for optimization problems: A new concept for planning under disturbances, Mathematical programs with semidefinite cone complementarity constraints: constraint qualifications and optimality conditions, Geometric measures of convex sets and bounds on problem sensitivity and robustness for conic linear optimization, First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints, Generalized light robustness and the trade-off between robustness and nominal quality, Application of robust optimization to the Sawmill planning problem, Robust load planning of trains in intermodal transportation, A robust bus evacuation model with delayed scenario information, Almost robust discrete optimization, Robust UAV mission planning, Robust combinatorial optimization under convex and discrete cost uncertainty, Robust balanced optimization, A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties, Constrained shortest path with uncertain transit times, Threshold robustness in discrete facility location problems: a bi-objective approach, Robust optimization of schedules affected by uncertain events, Relative entropy optimization and its applications, Robust optimization model for uncertain multiobjective linear programs, Production-process optimization algorithm: application to fed-batch bioprocess, Strong stationarity for optimization problems with complementarity constraints in absence of polyhedricity. With applications to optimization with semidefinite and second-order-cone complementarity constraints, A robust optimization approach for multicast network coding under uncertain link costs, Min-max-min robust combinatorial optimization, Robust screening under ambiguity, Robust possibilistic programming for socially responsible supply chain network design: a new approach, Robust portfolio optimization with derivative insurance guarantees, Two-stage robust LP with ellipsoidal right-hand side uncertainty is NP-hard, Robust semidefinite programming problems with general nonlinear parameter dependence: approaches using the DC-representations, Interval uncertainty-based robust optimization for convex and non-convex quadratic programs with applications in network infrastructure planning, Robust optimization model for a dynamic network design problem under demand uncertainty, Rapidly computing robust minimum capacity s-t cuts: a case study in solving a sequence of maximum flow problems, Robust linear optimization under general norms., Convexity conditions of Kantorovich function and related semi-infinite linear matrix inequalities, A relaxation algorithm with a probabilistic guarantee for robust deviation optimization, Robust optimization with simulated annealing, Tractable stochastic analysis in high dimensions via robust optimization, Robust allocation of operating rooms: a cutting plane approach to handle lognormal case durations, Robust generalized eigenvalue classifier with ellipsoidal uncertainty, A note on robustness tolerances for combinatorial optimization problems, Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches, Evacuation transportation planning under uncertainty: A robust optimization approach, Robust and reliable forward-reverse logistics network design under demand uncertainty and facility disruptions, Robust trading mechanisms over 0/1 polytopes, A largest empty hypersphere metaheuristic for robust optimisation with implementation uncertainty, Algorithms and uncertainty sets for data-driven robust shortest path problems, Robust portfolio selection based on asymmetric measures of variability of stock returns, Semidefinite programming and sums of Hermitian squares of noncommutative polynomials, A VNS-LP algorithm for the robust dynamic maximal covering location problem, A stable primal-dual approach for linear programming under nondegeneracy assumptions, On verified numerical computations in convex programming, Piecewise static policies for two-stage adjustable robust linear optimization, Network design in scarce data environment using moment-based distributionally robust optimization, A capacitated hub location problem under hose demand uncertainty, On the S-procedure and some variants, Robust optimization: lessons learned from aircraft routing, MIP-based approaches for robust storage loading problems with stacking constraints, Risk-averse formulations and methods for a virtual power plant, Robust optimization for non-linear impact of data variation, When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?, A new condition for finite time boundedness analysis, Robust capacity assignment in telecommunications, Design of trees in the hose model: the balanced case, Complexity of min-max-min robustness for combinatorial optimization under discrete uncertainty, A robust optimization of capacity allocation policies in the third-party warehouse, On discounted stochastic games with incomplete information on payoffs and a security application, Delegated portfolio management under ambiguity aversion, Characterizations for optimality conditions of general robust optimization problems, Applications of second-order cone programming, Restricted robust uniform matroid maximization under interval uncertainty, The design of a reliable and robust hierarchical health service network using an accelerated Benders decomposition algorithm, On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization, Ranking robustness and its application to evacuation planning, Robust goal programming using different robustness echelons via norm-based and ellipsoidal uncertainty sets, Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization, Developing a multi-period robust optimization model considering American style options, Robust games: theory and application to a Cournot duopoly model, Supply chain network design under uncertainty: a comprehensive review and future research directions, On the sample size of random convex programs with structured dependence on the uncertainty, Minmax regret combinatorial optimization problems with ellipsoidal uncertainty sets, Binary decision rules for multistage adaptive mixed-integer optimization, An interior-point method for a class of saddle-point problems, Real-time management of berth allocation with stochastic arrival and handling times, Minmax regret linear resource allocation problems., Min-ordering and max-ordering scalarization methods for multi-objective robust optimization, On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints, Robust \(\epsilon\)-support vector regression, A numerical study for robust active portfolio management with worst-case downside risk measure, Robust optimization approximation for ambiguous P-model and its application, A \({\mathsf{D}}\)-induced duality and its applications, Robust optimization of fourth party logistics network design under disruptions, Complexity of strict robust integer minimum cost flow problems: an overview and further results, Stability advances in robust portfolio optimization under parallelepiped uncertainty, A multiobjective route robust optimization model and algorithm for hazmat transportation, Robust portfolio selection based on a multi-stage scenario tree, Conditions under which adjustability lowers the cost of a robust linear program, Large-scale unit commitment under uncertainty: an updated literature survey, Robust multiobjective optimization with application to Internet routing, A perfect information lower bound for robust lot-sizing problems, Energy technology environment model with smart grid and robust nodal electricity prices, A unified characterization of multiobjective robustness via separation, Robust combinatorial optimization under budgeted-ellipsoidal uncertainty, Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation, Multipolar robust optimization, Cascading: An adjusted exchange method for robust conic programming, Convergent hierarchy of SDP relaxations for a class of semi-infinite convex polynomial programs and applications, Min-max regret robust optimization approach on interval data uncertainty, Computing robust basestock levels, Adjustable robust counterpart of conic quadratic problems, Compromise solutions for robust combinatorial optimization with variable-sized uncertainty, Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances, Massively parallel processing of recursive multi-period portfolio models, An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets, Worst-case demand distributions in vehicle routing, Robust portfolio selection problem under temperature uncertainty, Reduced vertex set result for interval semidefinite optimization problems, A utility theory based interactive approach to robustness in linear optimization, Polymatroids and mean-risk minimization in discrete optimization, Two-stage robust optimization approach to elective surgery and downstream capacity planning, Supply location and transportation planning for hurricanes: a two-stage stochastic programming framework, Robust multicovers with budgeted uncertainty, Asset allocation using reliability method, Characterizing robust set containments and solutions of uncertain linear programs without qualifications, Semiconductor lot allocation using robust optimization, Comparison and robustification of Bayes and Black-Litterman models, Robust portfolios: contributions from operations research and finance, Selected topics in robust convex optimization, General robust-optimization formulation for nonlinear programming, Exactness of sums of squares relaxations involving \(3\times 3\) matrices and Lorentz cones, Duality in robust optimization: Primal worst equals dual best, Computing and minimizing the relative regret in combinatorial optimization with interval data, Robust counterparts of errors-in-variables problems, Relaxed robust second-order-cone programming, A robust approach based on conditional value-at-risk measure to statistical learning problems, Robust optimization - a comprehensive survey, Convexity properties associated with nonconvex quadratic matrix functions and applications to quadratic programming, Objective comparisons of the optimal portfolios corresponding to different utility functions, Portfolio selection under distributional uncertainty: a relative robust CVaR approach, Robust solutions of uncertain linear programs, Semidefinite programming, Robust utility maximization under model uncertainty via a penalization approach, Classical complexity and quantum entanglement, On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming, On robust solutions to linear least squares problems affected by data uncertainty and implementation errors with application to stochastic signal modeling, On approximate efficiency for nonsmooth robust vector optimization problems, Robust Nash equilibria in vector-valued games with uncertainty, The min-p robust optimization approach for facility location problem under uncertainty, Frameworks and results in distributionally robust optimization, Hybrid stochastic and robust optimization model for lot-sizing and scheduling problems under uncertainties, Tractable approximation to robust nonlinear production frontier problem, Portfolio value-at-risk optimization for asymmetrically distributed asset returns, Robust risk management, Mixed complementarity problems for robust optimization equilibrium in bimatrix game., Stochastic optimization in supply chain networks: averaging robust solutions, Adjustable robust optimization through multi-parametric programming, Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set, A framework for optimization under ambiguity, Multi-resource allocation in stochastic project scheduling, Weighted robust optimality of convex optimization problems with data uncertainty, Absolute value equations with uncertain data, A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization, A lifting method for generalized semi-infinite programs based on lower level Wolfe duality, Business analytics: online promotion with gift rewards, Worst-case global optimization of black-box functions through Kriging and relaxation, A note on the nonexistence of oracle-polynomial algorithms for robust combinatorial optimization, Min-max-min robustness for combinatorial problems with discrete budgeted uncertainty, The whole random optimization with application, Robust post-disaster route restoration, A multi-objective invasive weed optimization algorithm for robust aggregate production planning under uncertain seasonal demand, The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation, On approximate solutions and saddle point theorems for robust convex optimization, A steepest descent method for set optimization problems with set-valued mappings of finite cardinality, Adjustable robust optimization in enabling optimal day-ahead economic dispatch of CCHP-MG considering uncertainties of wind-solar power and electric vehicle, Robust inventory management with multiple supply sources, Robustness of Farrell cost efficiency measurement under data perturbations: evidence from a US manufacturing application, Multistage robust mixed-integer optimization under endogenous uncertainty, Decision-dependent probabilities in stochastic programs with recourse, A new concave reformulation and its application in solving DC programming globally under uncertain environment, Characterizing robust weak sharp solution sets of convex optimization problems with uncertainty, On highly robust efficient solutions to uncertain multiobjective linear programs, Minimum cost strategic weight assignment for multiple attribute decision-making problem using robust optimization approach, Recent developments in robust portfolios with a worst-case approach, Robust management and pricing of liquefied natural gas contracts with cancelation options, Robust tracking error portfolio selection with worst-case downside risk measures, Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules, How to solve a semi-infinite optimization problem, Distributed robust optimization (DRO). I: Framework and example, A surrogate-based multiobjective metaheuristic and network degradation simulation model for robust toll pricing, Robust linear optimization under matrix completion, A congested capacitated multi-level fuzzy facility location problem: an efficient drone delivery system, Light robustness in the optimization of Markov decision processes with uncertain parameters, Robust hedging strategies, Hybrid adaptive large neighborhood search for the optimal statistic median problem, Robust SOS-convex polynomial optimization problems: exact SDP relaxations, Robust optimization analysis for multiple attribute decision making problems with imprecise information, Production planning in furniture settings via robust optimization, Robust portfolio selection for index tracking, Robust investment decisions under supply disruption in petroleum markets, A unified model for regularized and robust portfolio optimization, Uncertain convex programs: randomized solutions and confidence levels, On robustness for set-valued optimization problems, Facility location problems with uncertainty on the plane, Inverse conic programming with applications, Oracle-based algorithms for binary two-stage robust optimization, Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry, Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making, Maximizing perturbation radii for robust convex quadratically constrained quadratic programs, Robust optimal dynamic production/pricing policies in a closed-loop system, Robust necessary optimality conditions for nondifferentiable complex fractional programming with uncertain data, Decomposition for adjustable robust linear optimization subject to uncertainty polytope, Log-robust portfolio management with parameter ambiguity, Regularized decomposition of large scale block-structured robust optimization problems, A robust optimization model for multi-product two-stage capacitated production planning under uncertainty, A novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertainty, Portfolio selection problems with Markowitz's mean-variance framework: a review of literature, Robust conditional expectation reward-risk performance measures, Strong formulations for conic quadratic optimization with indicator variables, An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation, On the quantitative solution stability of parameterized set-valued inclusions, An interval branch and bound method for global robust optimization, A geometric branch and bound method for robust maximization of convex functions, Risk-theoretic optimal design of output-feedback controllers via iterative convex relaxations, KDE distributionally robust portfolio optimization with higher moment coherent risk, An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty, Chance-constrained sets approximation: a probabilistic scaling approach, An interior point-proximal method of multipliers for linear positive semi-definite programming, Robust minimum cost consensus model for multicriteria decision-making under uncertain circumstances, Global optimality conditions and duality theorems for robust optimal solutions of optimization problems with data uncertainty, using underestimators, Distributionally robust optimization. A review on theory and applications, A two-stage robust approach to integrated station location and rebalancing vehicle service design in bike-sharing systems, Inventory -- forecasting: mind the gap, Biobjective robust simulation-based optimization for unconstrained problems, Entropy based robust portfolio, Data-driven stochastic optimization for distributional ambiguity with integrated confidence region, Linear semi-infinite programming theory: an updated survey, \(K\)-adaptability in stochastic optimization, Robust productivity growth and efficiency measurement with undesirable outputs: evidence from the oil industry, Appointment scheduling for medical diagnostic centers considering time-sensitive pharmaceuticals: a dynamic robust optimization approach, Minimax programming as a tool for studying robust multi-objective optimization problems, Inverse optimization problems with multiple weight functions, A robust approach to multiple vehicle location-routing problems with time windows for optimization of cross-docking under uncertainty, Robust spherical separation, A survey of nonlinear robust optimization, A hybrid nested partitions and simulated annealing algorithm for dynamic facility layout problem: a robust optimization approach, Distributionally robust workforce scheduling in call centres with uncertain arrival rates, Benders decomposition approach for the robust network design problem with flow bifurcations, Best-case scenario robust portfolio: evidence from China stock market, A multi-objective robust possibilistic programming approach to sustainable public transportation network design, Approximate solution in robust multi-objective optimization and its application in portfolio optimization, A robust optimization model for affine/quadratic flow thinning: A traffic protection mechanism for networks with variable link capacity, Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions, Complex portfolio selection via convex mixed‐integer quadratic programming: a survey, A robust optimization formulation for dynamic pricing of a web service with limited total shared capacity, A hierarchical supply chain model for the sugar–alcohol energy sector with robust optimization analysis, An uncertain minimization problem: robust optimization versus optimization of robustness, Absolute value equations with data uncertainty in the $l_1$ and $l_\infty$ norm balls, Optimality conditions in optimization under uncertainty, Conjugate duality in set optimization via nonlinear scalarization, Balancing the profit and capacity under uncertainties: a target‐based distributionally robust knapsack problem, A bi‐level programming framework for identifying optimal parameters in portfolio selection, A survey on bilevel optimization under uncertainty, Robust optimization with order statistic uncertainty set, Conic relaxations with stable exactness conditions for parametric robust convex polynomial problems, Data-driven robust optimization using deep neural networks, Duality and sensitivity analysis of multistage linear stochastic programs, Robust maximum capture facility location under random utility maximization models, Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness, Robust error bounds for uncertain convex inequality systems with applications, Robust optimality conditions and duality for nonsmooth multiobjective fractional semi-infinite programming problems with uncertain data, Diametrical risk minimization: theory and computations, Variational Characterization of Monotone Nonlinear Eigenvector Problems and Geometry of Self-Consistent Field Iteration, Designing metro network expansion: deterministic and robust optimization models, On second-order conic programming duals for robust convex quadratic optimization problems, Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens, On approximate optimality conditions for robust multi-objective convex optimization problems, Robust multivariate adaptive regression splines under cross-polytope uncertainty: an application in a natural gas market, On approximate quasi Pareto solutions in nonsmooth semi-infinite interval-valued vector optimization problems, Error regions in quantum state tomography: computational complexity caused by geometry of quantum states, A branch and bound algorithm for robust binary optimization with budget uncertainty, Robust optimization for minimizing energy consumption of multicast transmissions in coded wireless packet networks under distance uncertainty, Minimizing recovery cost of network optimization problems, Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications, On constraint qualifications and optimality conditions for robust optimization problems through pseudo-differential, Unnamed Item, Unnamed Item, LMI approximations for the radius of the intersection of ellipsoids: Survey., Stability and Continuity in Robust Optimization, An introduction to continuous optimization for imaging, Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems, An LMI description for the cone of Lorentz-positive maps, Robust support vector machines for classification and computational issues, Distributionally robust chance constraints for non-linear uncertainties, Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts, Duality for inexact semi-infinite linear programming, An active set algorithm for robust combinatorial optimization based on separation oracles, On approximate solutions for nonsmooth robust multiobjective optimization problems, Optimal Design for Multi-Item Auctions: A Robust Optimization Approach, Approximation algorithms for cost-robust discrete minimization problems based on their LP-relaxations, Exploiting low-rank structure in semidefinite programming by approximate operator splitting, Automatic robust convex programming, Robust portfolio choice under the interest rate uncertainty, TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION, Support vector machine classification with noisy data: a second order cone programming approach, Exact dual semi-definite programs for affinely adjustable robust SOS-convex polynomial optimization problems, Penalty Method for Games of Constraints, Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization, Oracle-Based Robust Optimization via Online Learning, Managing Underperformance Risk in Project Portfolio Selection, Towards rigorous robust optimal control via generalized high-order moment expansion, Robust ν-support vector machine based on worst-case conditional value-at-risk minimization, Data-driven distributionally robust risk parity portfolio optimization, Statistically Sound Verification and Optimization for Complex Systems, Robust Shift Scheduling in Call Centers, ROPI—a robust optimization programming interface for C++, On some efficiency conditions for vector optimization problems with uncertain cone constraints: a robust approach via set-valued inclusions, Robust Capacity Planning for Project Management, Modeling Defender-Attacker Problems as Robust Linear Programs with Mixed-Integer Uncertainty Sets, Robust Optimization for Models with Uncertain Second-Order Cone and Semidefinite Programming Constraints, Extending the Scope of Robust Quadratic Optimization, FAST—Fast Algorithm for the Scenario Technique, Technical Note—Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets, Robust Models for the Kidney Exchange Problem, A note on the radius of robust feasibility for uncertain convex programs, Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity, Necessary optimality conditions for nonsmooth robust optimization problems, Distributionally Robust Two-Stage Stochastic Programming, Joint robust optimization of bed capacity, nurse staffing, and care access under uncertainty, Optimization with Reference-Based Robust Preference Constraints, A robust optimization model for dynamic market with uncertain production cost, Target encirclement of moving ride-hailing vehicle under uncertain environment: a multi-vehicle mutual rescue model, Robust design of service systems with immobile servers under demand uncertainty, Ellipsoidal load-domain shakedown analysis with von Mises yield criterion: A robust optimization approach, Approximate solutions of interval-valued optimization problems, Convergence of an SDP hierarchy and optimality of robust convex polynomial optimization problems, Solving the bi-objective Robust Vehicle Routing Problem with uncertain costs and demands, Scenario Approach for Minmax Optimization with Emphasis on the Nonconvex Case: Positive Results and Caveats, Global well-posedness of set-valued optimization with application to uncertain problems, Consistency of the Scenario Approach, Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty, An approach to robust network design in telecommunications, Modelling with twice continuously differentiable functions, Dynamic Container Deployment: Two-Stage Robust Model, Complexity, and Computational Results, Pareto robust optimization on Euclidean vector spaces, Optimal insurance under maxmin expected utility, Multi-objective outpatient scheduling in health centers considering resource constraints and service quality: a robust optimization approach, An exact algorithm for linear integer programming problems with distributionally robust chance constraints, Optimality conditions of robust convex multiobjective optimization viaε-constraint scalarization and image space analysis, Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets, Submodularity in Conic Quadratic Mixed 0–1 Optimization, Online First-Order Framework for Robust Convex Optimization, On approximatingD-induced polar sets of geometric and extended geometric cones, On approximating D-induced polar sets of a second-order cone by an ellipsoid, S<i>l</i>₁QP Based Algorithm with Trust Region Technique for Solving Nonlinear Second-Order Cone Programming Problems, Networked Parallel Algorithms for Robust Convex Optimization via the Scenario Approach, Risk and Utility in the Duality Framework of Convex Analysis, A Brief Overview of Interdiction and Robust Optimization, Reducing Conservatism in Robust Optimization, Equilibrium versions of variational principles in quasi-metric spaces and the robust trap problem, A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics, Unnamed Item, A robust possibilistic programming model for a responsive closed loop supply chain network design, Robustness in Multi-criteria Decision Aiding, Non-Stationary Stochastic Optimization, A Robust Optimization Model for Managing Elective Admission in a Public Hospital, A note on issues of over-conservatism in robust optimization with cost uncertainty, Robust convex conic optimization in D-induced duality framework, On Minimal Valid Inequalities for Mixed Integer Conic Programs, On robust mean-variance portfolios, Robust mid-term power generation management, Generalized Bounded Rationality and Robust Multicommodity Network Design, A Practicable Robust Counterpart Formulation for Decomposable Functions: A Network Congestion Case Study, Data Uncertainty in Markov Chains: Application to Cost-Effectiveness Analyses of Medical Innovations, Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information, Adjustable Robust Optimization via Fourier–Motzkin Elimination, A large-update primal–dual interior-point algorithm for second-order cone optimization based on a new proximity function, A discussion on the conservatism of robust linear optimization problems, A Dynamic Programming Approach for a Class of Robust Optimization Problems, Robust Quadratic Programming with Mixed-Integer Uncertainty, Challenges in Enterprise Wide Optimization for the Process Industries, A Relative Robust Optimization Approach for Full Factorial Scenario Design of Data Uncertainty and Ambiguity, Robustness properties of mean-variance portfolios, Robust Control of Partially Observable Failing Systems, ROBUST ASSET ALLOCATION WITH BENCHMARKED OBJECTIVES, Robust MDPs with k-Rectangular Uncertainty, Generalized robust duality in constrained nonconvex optimization, Trust Your Data or Not—StQP Remains StQP: Community Detection via Robust Standard Quadratic Optimization, A unified approach for different concepts of robustness and stochastic programming via non-linear scalarizing functionals, Patient-Type Bayes-Adaptive Treatment Plans, Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties, Branch-Cut-and-Price for the Robust Capacitated Vehicle Routing Problem with Knapsack Uncertainty, Cutting plane algorithms for robust conic convex optimization problems, Support vector regression with noisy data: a second order cone programming approach, A practical guide to robust portfolio optimization, Energy maximising robust control for spectral and pseudospectral methods with application to wave energy systems, Advances and applications of chance-constrained approaches to systems optimisation under uncertainty, Delay-Robust Event Scheduling, Data-Driven Robust Resource Allocation with Monotonic Cost Functions, Confidence structural robust optimization by non-linear semidefinite programming-based single-level formulation, Redundant robust topology optimization of truss, Robust multi-period fleet allocation models for bike-sharing systems, An uncertainty management framework for industrial applications, Robust and reliable portfolio optimization formulation of a chance constrained problem, Reliable approximations of probability-constrained stochastic linear-quadratic control, Robustness analysis in multi-objective mathematical programming using Monte Carlo simulation, Weekly self-scheduling, forward contracting, and pool involvement for an electricity producer. An adaptive robust optimization approach, Regularized robust optimization: the optimal portfolio execution case, A robust optimization approach to wine grape harvesting scheduling, Robust multiperiod portfolio management in the presence of transaction costs, The new robust conic GPLM method with an application to finance: prediction of credit default, On the approximability of adjustable robust convex optimization under uncertainty, Computation algorithm for convex semi-infinite program with second-order cones: special analyses for affine and quadratic case, Factor-based robust index tracking, Quasiconvexity of set-valued maps assures well-posedness of robust vector optimization, Robust optimization strategies for seller based on uncertainty sets in context of sequential auction, Particle swarm metaheuristics for robust optimisation with implementation uncertainty, How to solve a design centering problem, An approach to the distributionally robust shortest path problem, A compact reformulation of the two-stage robust resource-constrained project scheduling problem, The secure time-dependent vehicle routing problem with uncertain demands, Automatic generation of algorithms for robust optimisation problems using grammar-guided genetic programming, An implementor-adversary approach for uncertain and time-correlated service times in the nurse-to-patient assignment problem, Optimal fleet deployment for electric vehicle sharing systems with the consideration of demand uncertainty, Arc routing under uncertainty: introduction and literature review, An iterative security game for computing robust and adaptive network flows, Quadratic two-stage stochastic optimization with coherent measures of risk, Proximal gradient methods for multiobjective optimization and their applications, Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models, Robust multiobjective portfolio optimization: a set order relations approach, Worst-case violation of sampled convex programs for optimization with uncertainty, Dynamic pricing and inventory control: robust vs. stochastic uncertainty models---a computational study, Robust solutions to uncertain linear complementarity problems, Nonlinear robust optimization via sequential convex bilevel programming, An improved two-step method for generalized variational inequalities, Solving two-stage robust optimization problems using a column-and-constraint generation method, Consistent and robust ranking in imprecise data envelopment analysis under perturbations of random subsets of data, An SQP-type algorithm for nonlinear second-order cone programs, Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization, On two-stage convex chance constrained problems, Necessary conditions and duality for inexact nonlinear semi-infinite programming problems, Robust multiclass kernel-based classifiers, A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs, A two-stage fuzzy robust integer programming approach for capacity planning of environmental management systems, Adjustable robust optimization models for a nonlinear two-period system, Strong convergence of extragradient method for generalized variational inequalities in Hilbert space, A note on upper bounds to the robust knapsack problem with discrete scenarios, Robust profit opportunities in risky financial portfolios, The relationship between multi-objective robustness concepts and set-valued optimization, Tractable approximations to robust conic optimization problems, Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems, A robust optimization approach to dynamic pricing and inventory control with no backorders, Robust mean-squared error estimation of multiple signals in linear systems affected by model and noise uncertainties, Competitive multi-period pricing for perishable products: a robust optimization approach, Robust classification and regression using support vector machines, Strong formulations of robust mixed 0-1 programming, Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra, Addressing uncertainty in sugarcane harvest planning through a revised multi-choice goal programming model, Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality, A robust optimization approach for an integrated dynamic cellular manufacturing system and production planning with unreliable machines, Novel robust fuzzy mathematical programming methods, The cardinality of the separated vertex set of a multidimensional cube, Approximate convex hull based scenario truncation for chance constrained trajectory optimization, Robust optimization of the insecticide-treated bed nets procurement and distribution planning under uncertainty for malaria prevention and control, 60 years of portfolio optimization: practical challenges and current trends, Robust portfolios that do not tilt factor exposure, Robust multiobjective optimization \& applications in portfolio optimization, Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection, Worst-case robust Omega ratio, Two-stage network constrained robust unit commitment problem, Solving the vehicle routing problem with multi-compartment vehicles for city logistics, On the complexity of robust geometric programming with polyhedral uncertainty, Exact relaxations for parametric robust linear optimization problems, A copositive Farkas lemma and minimally exact conic relaxations for robust quadratic optimization with binary and quadratic constraints, A new vertex result for robustness problems with interval matrix uncertainty, Varying confidence levels for CVaR risk measures and minimax limits, Data-driven models for capacity allocation of inpatient beds in a Chinese public hospital, Global minimum variance portfolios under uncertainty: a robust optimization approach, Approximate cutting plane approaches for exact solutions to robust optimization problems, A unified approach through image space analysis to robustness in uncertain optimization problems, Master production schedule using robust optimization approaches in an automobile second-tier supplier, Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty, Exploiting problem structure in optimization under uncertainty via online convex optimization, The wait-and-judge scenario approach applied to antenna array design, Dynamic network design problem under demand uncertainty: an adjustable robust optimization approach, A new approach for worst-case regret portfolio optimization problem, Environmental game modeling with uncertainties, Cuts for mixed 0-1 conic programming, Robust linear programming with norm uncertainty, Derivative-free robust optimization for circuit design, Randomized methods for design of uncertain systems: sample complexity and sequential algorithms, An application of deterministic and robust optimization in the wood cutting industry, On properties of the bilinear penalty function method for mathematical programs with semidefinite cone complementarity constraints, Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity, RMARS: robustification of multivariate adaptive regression spline under polyhedral uncertainty, The robust crew pairing problem: model and solution methodology, Large-scale unit commitment under uncertainty, On cost function transformations for the reduction of uncertain model parameters' impact towards the optimal solutions, Robust nonlinear optimization with conic representable uncertainty set, Continuous-time portfolio selection under ambiguity