Uncertain linear programs: extended affinely adjustable robust counterparts
From MaRDI portal
Publication:3100441
Recommendations
Cited in
(65)- The decision rule approach to optimization under uncertainty: methodology and applications
- Dynamic optimization with side information
- \(K\)-adaptability in two-stage mixed-integer robust optimization
- On the optimal solution set in interval linear programming
- Conditions under which adjustability lowers the cost of a robust linear program
- A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
- A perfect information lower bound for robust lot-sizing problems
- Robust optimization of sums of piecewise linear functions with application to inventory problems
- A Lagrangian dual method for two-stage robust optimization with binary uncertainties
- A two-stage robust optimization approach for the mobile facility fleet sizing and routing problem under uncertainty
- Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem
- Technical note -- two-stage sample robust optimization
- Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems
- Multistage robust discrete optimization via quantified integer programming
- Primal and dual linear decision rules in stochastic and robust optimization
- A primal-dual lifting scheme for two-stage robust optimization
- Generalized Farkas lemma with adjustable variables and two-stage robust linear programs
- Adjustable robust optimization reformulations of two-stage worst-case regret minimization problems
- Robust and reliable portfolio optimization formulation of a chance constrained problem
- Multipolar robust optimization
- Exploiting the Structure of Two-Stage Robust Optimization Models with Exponential Scenarios
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization
- Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making
- Mixed 0-1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation
- A computational study of exact approaches for the adjustable robust resource-constrained project scheduling problem
- Robust Dual Dynamic Programming
- Robust post-disaster route restoration
- Linear programming with uncertain data: some extensions to robust optimization
- A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides
- Robust production management
- \(K\)-adaptability in two-stage robust binary programming
- Robust supply chain network design: an optimization model with real world application
- Oracle-based algorithms for binary two-stage robust optimization
- Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
- Recent advances in robust optimization: an overview
- Robust combinatorial optimization under convex and discrete cost uncertainty
- Design of near optimal decision rules in multistage adaptive mixed-integer optimization
- Adjustable robust optimization via Fourier-Motzkin elimination
- Two-stage robust LP with ellipsoidal right-hand side uncertainty is NP-hard
- Generalized decision rule approximations for stochastic programming via liftings
- A transformation-proximal bundle algorithm for multistage adaptive robust optimization and application to constrained robust optimal control
- Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective
- Robust multiperiod vehicle routing under customer order uncertainty
- Multistage adaptive robust optimization for the unit commitment problem
- Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
- Robust inventory management with multiple supply sources
- Robust Shift Scheduling in Call Centers
- Affine recourse for the robust network design problem: between static and dynamic routing
- Two-stage robust mixed integer programming problem with objective uncertainty
- Robust convex optimization: a new perspective that unifies and extends
- Radius of robust feasibility of system of convex inequalities with uncertain data
- Binary decision rules for multistage adaptive mixed-integer optimization
- Application of robust optimization to the Sawmill planning problem
- Adjustable robust solutions of uncertain linear programs
- Saddle point approximation approaches for two-stage robust optimization problems
- Frameworks and results in distributionally robust optimization
- A double-oracle, logic-based Benders decomposition approach to solve the \(K\)-adaptability problem
- Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty
- Exact SDP reformulations for adjustable robust quadratic optimization with affine decision rules
- Solving two-stage quadratic multiobjective problems via optimality and relaxations
- Quadratically adjustable robust linear optimization with inexact data via generalized S-lemma: exact second-order cone program reformulations
- Piecewise Constant Decision Rules via Branch-and-Bound Based Scenario Detection for Integer Adjustable Robust Optimization
- Adjustability in robust linear optimization
- Designing tractable piecewise affine policies for multi-stage adjustable robust optimization
This page was built for publication: Uncertain linear programs: extended affinely adjustable robust counterparts
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3100441)