Duality in Two-Stage Adaptive Linear Optimization: Faster Computation and Stronger Bounds
From MaRDI portal
Publication:2830953
DOI10.1287/ijoc.2016.0689zbMath1348.90625WikidataQ88200585 ScholiaQ88200585MaRDI QIDQ2830953
Frans J. C. T. de Ruiter, Dimitris J. Bertsimas
Publication date: 1 November 2016
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/2bcfbca326d8e604403b0dec9287c635b49fab1c
90C10: Integer programming
90C47: Minimax problems in mathematical programming
90C46: Optimality conditions and duality in mathematical programming
Related Items
Adjustable Robust Optimization via Fourier–Motzkin Elimination, Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem, On the Optimality of Affine Policies for Budgeted Uncertainty Sets, Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective, Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems, The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems, Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management, A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization, JuMP: A Modeling Language for Mathematical Optimization, On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints, Conditions under which adjustability lowers the cost of a robust linear program, Multipolar robust optimization, A survey of adjustable robust optimization, A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides, The decision rule approach to optimization under uncertainty: methodology and applications, Oracle-based algorithms for binary two-stage robust optimization, Generalized Farkas lemma with adjustable variables and two-stage robust linear programs, Robust optimization for lot-sizing problems under yield uncertainty, LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
Uses Software
Cites Work
- Unnamed Item
- Robust location transportation problems under uncertain demands
- On 2-stage robust LP with RHS uncertainty: complexity results and applications
- Primal and dual linear decision rules in stochastic and robust optimization
- On the power and limitations of affine policies in two-stage adaptive optimization
- Robust improvement schemes for road networks under demand uncertainty
- Adjustable robust solutions of uncertain linear programs
- Recent advances in robust optimization: an overview
- Cutting plane versus compact formulations for uncertain (integer) linear programs
- 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
- Theory and Applications of Robust Optimization
- On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems
- Optimality of Affine Policies in Multistage Robust Optimization
- Two-Stage Robust Network Flow and Design Under Demand Uncertainty
- Computing in Operations Research Using Julia
- Cutting-set methods for robust convex optimization with pessimizing oracles
- The Price of Robustness
- Finite Adaptability in Multistage Linear Optimization
- Supermodularity and Affine Policies in Dynamic Robust Optimization
- Robust capacity expansion of network flows
- Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems
