Distributionally robust mixed integer linear programs: persistency models with applications
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Publication:296964
DOI10.1016/J.EJOR.2013.07.009zbMATH Open1339.90248OpenAlexW3124801529WikidataQ93668466 ScholiaQ93668466MaRDI QIDQ296964FDOQ296964
Authors: Xiaobo Li, Karthik Natarajan, Chung-Piaw Teo, Zhichao Zheng 
Publication date: 24 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/lkcsb_research/3629
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Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31) Mixed integer programming (90C11)
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Cited In (12)
- Robustness against dependence in PERT: An application of duality and distributions with known marginals
- The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems
- Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls
- $K$-adaptability in two-stage distributionally robust binary programming
- Persistency model and its applications in choice modeling
- Data-Driven Decisions for Problems with an Unspecified Objective Function
- An approach to the distributionally robust shortest path problem
- An Analytic Center Cutting Plane Method to Determine Complete Positivity of a Matrix
- K-Adaptability in Two-Stage Robust Binary Programming
- Robust Quadratic Programming with Mixed-Integer Uncertainty
- Persistence in discrete optimization under data uncertainty
- On reduced semidefinite programs for second order moment bounds with applications
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