Multistage robust mixed-integer optimization with adaptive partitions
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Publication:2830769
DOI10.1287/OPRE.2016.1515zbMATH Open1348.90624OpenAlexW2404750264MaRDI QIDQ2830769FDOQ2830769
Authors: Iain Dunning, Dimitris Bertsimas 
Publication date: 31 October 2016
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2016.1515
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Stochastic programming (90C15) Minimax problems in mathematical programming (90C47) Integer programming (90C10)
Cites Work
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Cited In (44)
- Title not available (Why is that?)
- A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization
- A perfect information lower bound for robust lot-sizing problems
- Multistage adaptive robust optimization for the hydrothermal scheduling problem
- A survey of adjustable robust optimization
- Adjustable robust optimization via Fourier-Motzkin elimination
- Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective
- \(k\)-adaptive routing for the robust network loading problem
- Multipolar robust optimization
- Duality in two-stage adaptive linear optimization: faster computation and stronger bounds
- \(K\)-adaptability in two-stage mixed-integer robust optimization
- Piecewise Constant Decision Rules via Branch-and-Bound Based Scenario Detection for Integer Adjustable Robust Optimization
- Supply location and transportation planning for hurricanes: a two-stage stochastic programming framework
- Oracle-based algorithms for binary two-stage robust optimization
- Value of intermediate imaging in adaptive robust radiotherapy planning to manage radioresistance
- Min-Max-Min Optimization with Smooth and Strongly Convex Objectives
- Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
- Min-Sup-Min Robust Combinatorial Optimization with Few Recourse Solutions
- Relative Robust and Adaptive Optimization
- Multistage robust discrete optimization via quantified integer programming
- Robust multiperiod vehicle routing under customer order uncertainty
- Combinatorial robust optimization with decision-dependent information discovery and polyhedral uncertainty
- Designing tractable piecewise affine policies for multi-stage adjustable robust optimization
- Finding minimum volume circumscribing ellipsoids using generalized copositive programming
- ROC++: Robust Optimization in C++
- Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems
- Design of near optimal decision rules in multistage adaptive mixed-integer optimization
- A transformation-proximal bundle algorithm for multistage adaptive robust optimization and application to constrained robust optimal control
- Robust decision trees for the multi-mode project scheduling problem with a resource investment objective and uncertain activity duration
- A primal-dual lifting scheme for two-stage robust optimization
- Robust and stochastic formulations for ambulance deployment and dispatch
- Robust Optimization for Models with Uncertain Second-Order Cone and Semidefinite Programming Constraints
- An adaptive robust optimization model for parallel machine scheduling
- Robust Dual Dynamic Programming
- A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization
- Optimizing subscriber migrations for a telecommunication operator in uncertain context
- A geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization
- On the multistage shortest path problem under distributional uncertainty
- Exploiting the Structure of Two-Stage Robust Optimization Models with Exponential Scenarios
- Robust combinatorial optimization under convex and discrete cost uncertainty
- A Lagrangian dual method for two-stage robust optimization with binary uncertainties
- Two-stage robust optimization problems with two-stage uncertainty
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
- Robust inventory theory with perishable products
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