Publication:3182207
From MaRDI portal
zbMath1221.90001MaRDI QIDQ3182207
No author found.
Publication date: 7 October 2009
90C47: Minimax problems in mathematical programming
90C46: Optimality conditions and duality in mathematical programming
90C31: Sensitivity, stability, parametric optimization
90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
Related Items
Robustness analysis of elementary flux modes generated by column generation, On \(\epsilon\)-solutions for robust fractional optimization problems, On robust optimization. Relations between scalar robust optimization and unconstrained multicriteria optimization, A semi-definite programming approach for robust tracking, Risk measures in stochastic programming and robust optimization problems, On \(\epsilon\)-solutions for convex optimization problems with uncertainty data, Trust region subproblem with an additional linear inequality constraint, Robust optimization in countably infinite linear programs, Generalized Farkas' lemma and gap-free duality for minimax DC optimization with polynomials and robust quadratic optimization, A new expected-improvement algorithm for continuous minimax optimization, A stochastic semidefinite programming approach for bounds on option pricing under regime switching, Application of stochastic programming to reduce uncertainty in quality-based supply planning of slaughterhouses, A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty, A robust-CVaR optimization approach with application to breast cancer therapy, Minmax robustness for multi-objective optimization problems, On bounding the union probability using partial weighted information, Robust optimization for routing problems on trees, On computability and triviality of well groups, On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs, Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach, A new bound for the midpoint solution in minmax regret optimization with an application to the robust shortest path problem, Circumventing the Slater conundrum in countably infinite linear programs, Cautious label ranking with label-wise decomposition, Robustness in nonsmooth nonlinear multi-objective programming, Decomposition approaches for recoverable robust optimization problems, Bi-objective robust optimisation, Biobjective robust optimization over the efficient set for Pareto set reduction, Robust storage loading problems with stacking and payload constraints, KKT optimality conditions in interval valued multiobjective programming with generalized differentiable functions, Robust optimal solutions in interval linear programming with forall-exists quantifiers, A practical nonlinear dynamic framework for solving a class of fractional programming problems, A robust asset-liability management framework for investment products with guarantees, Some characterizations of robust optimal solutions for uncertain convex optimization problems, On the recoverable robust traveling salesman problem, Optimization of robust area traffic control with equilibrium flow under demand uncertainty, Recovery-to-optimality: a new two-stage approach to robustness with an application to aperiodic timetabling, The robust knapsack problem with queries, Tractable approximations to a robust capacity assignment model in telecommunications under demand uncertainty, Robust flows with losses and improvability in evacuation planning, An analysis of the non-preemptive mixed-criticality match-up scheduling problem, Robust energy-aware routing with redundancy elimination, A bicriteria approach to robust optimization, Robust newsvendor problem with autoregressive demand, New reformulations of distributionally robust shortest path problem, Commitment and dispatch of heat and power units via affinely adjustable robust optimization, The impact of the existence of multiple adjustable robust solutions, Robust linear semi-infinite programming duality under uncertainty, SDP reformulation for robust optimization problems based on nonconvex QP duality, Fuzzy one-class classification model using contamination neighborhoods, Application of robust optimization to automated test assembly, A polynomial-time solution scheme for quadratic stochastic programs, Robust international portfolio management, Risk averse elastic shape optimization with parametrized fine scale geometry, Thresholded covering algorithms for robust and max-min optimization, Value-at-risk support vector machine: stability to outliers, Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations, Lagrange multiplier characterizations of robust best approximations under constraint data uncertainty, A robust robust optimization result, Line planning in public transportation: models and methods, A constraint sampling approach for multi-stage robust optimization, Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets, Multi-stage recovery robustness for optimization problems: A new concept for planning under disturbances, Robust least square semidefinite programming with applications, Robust control of uncertain systems: classical results and recent developments, On a robustness property in single-facility location in continuous space, Robust quadratic regression and its application to energy-growth consumption problem, Dual semidefinite programs without duality gaps for a class of convex minimax programs, Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization, Generalized light robustness and the trade-off between robustness and nominal quality, Robust load planning of trains in intermodal transportation, A robust bus evacuation model with delayed scenario information, Stochastic linear programming with a distortion risk constraint, Combinatorial optimization problems with uncertain costs and the OWA criterion, Robust UAV mission planning, On the multicriteria allocation problem, A general solution for robust linear programs with distortion risk constraints, A robust optimization approach to assess the effect of delays in the connection-to-the-grid time of new generation power plants over transmission expansion planning, A novel probabilistic formulation for locating and sizing emergency medical service stations, Robust fractional programming, Distributionally robust multi-item newsvendor problems with multimodal demand distributions, Zero-convex functions, perturbation resilience, and subgradient projections for feasibility-seeking methods, Generalized decision rule approximations for stochastic programming via liftings, A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties, Robust location transportation problems under uncertain demands, A dynamic inventory rationing problem with uncertain demand and production rates, Distribution-dependent robust linear optimization with applications to inventory control, Robust optimization of schedules affected by uncertain events, Relative entropy optimization and its applications, On reduced semidefinite programs for second order moment bounds with applications, Auction optimization using regression trees and linear models as integer programs, Exact conic programming relaxations for a class of convex polynomial cone programs, Policy iteration for robust nonstationary Markov decision processes, Robust unit commitment with \(n-1\) security criteria, Robust Farkas' lemma for uncertain linear systems with applications, Convexity conditions of Kantorovich function and related semi-infinite linear matrix inequalities, New strong duality results for convex programs with separable constraints, A robust optimization approach to closed-loop supply chain network design under uncertainty, Robust conjugate duality for convex optimization under uncertainty with application to data classification, Chance constrained uncertain classification via robust optimization, On the role of norm constraints in portfolio selection, Robust duality for generalized convex programming problems under data uncertainty, Robust duality for fractional programming problems with constraint-wise data uncertainty, A classical decision theoretic perspective on worst-case analysis, Almost robust discrete optimization, Robust balanced optimization, A cutting plane projection method for bi-level area traffic control optimization with uncertain travel demand, Robust optimization model for uncertain multiobjective linear programs, Data-driven inverse optimization with imperfect information, Robust possibilistic programming for socially responsible supply chain network design: a new approach, 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, Robust resource allocations in temporal networks, Tractable stochastic analysis in high dimensions via robust optimization, Smoothing methods for nonsmooth, nonconvex minimization, Two-stage robust mixed integer programming problem with objective uncertainty, Multi-objective minmax robust combinatorial optimization with cardinality-constrained uncertainty, A stochastic program with time series and affine decision rules for the reservoir management problem, Regularized optimization with spatial coupling for robust decision making, Characterization of the equivalence of robustification and regularization in linear and matrix regression, Robust transient analysis of multi-server queueing systems and feed-forward networks, On robust duality for fractional programming with uncertainty data, Robust generalized eigenvalue classifier with ellipsoidal uncertainty, Sectional convexity of epigraphs of conjugate mappings with applications to robust vector duality, Rectangular chance constrained geometric optimization, On the resolution of misspecified convex optimization and monotone variational inequality problems, A second-order cone programming based robust data envelopment analysis model for the new-energy vehicle industry, Robust portfolio optimization: a categorized bibliographic review, Computing technical capacities in the European entry-exit gas market is NP-hard, Evacuation transportation planning under uncertainty: A robust optimization approach, Using financial risk measures for analyzing generalization performance of machine learning models, Feature selection for linear SVMs under uncertain data: robust optimization based on difference of convex functions algorithms, Aggregation-robustness and model uncertainty of regulatory risk measures, Computational modeling of the nonlinear stochastic dynamics of horizontal drillstrings, Characterizing robust local error bounds for linear inequality systems under data uncertainty, Robust physiological mappings: from non-invasive to invasive, Revisiting wireless network jamming by SIR-based considerations and multiband robust optimization, Solving multistage quantified linear optimization problems with the alpha-beta nested Benders decomposition, Robust global error bounds for uncertain linear inequality systems with applications, Algorithms and complexity analysis for robust single-machine scheduling problems, Characterizing robust set containments and solutions of uncertain linear programs without qualifications, Solving equations and optimization problems with uncertainty, Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach, Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches, Dominance for multi-objective robust optimization concepts, Data-driven robust chance constrained problems: a mixture model approach, Robust and reliable forward-reverse logistics network design under demand uncertainty and facility disruptions, A novel gradient-based neural network for solving convex second-order cone constrained variational inequality problems, Robust pooling for contracting models with asymmetric information, Lot sizing with storage losses under demand uncertainty, A robust optimization approach to diet problem with overall glycemic load as objective function, A largest empty hypersphere metaheuristic for robust optimisation with implementation uncertainty, Resource allocation when planning for simultaneous disasters, Simulation-based classification; a model-order-reduction approach for structural health monitoring, Best approximate solutions of inconsistent linear inequality systems, Complete characterizations of robust strong duality for robust vector optimization problems, A framework for sensitivity analysis of decision trees, Expected improvement based infill sampling for global robust optimization of constrained problems, Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods, Piecewise static policies for two-stage adjustable robust linear optimization, Relaxations and approximations of chance constraints under finite distributions, MIP-based approaches for robust storage loading problems with stacking constraints, Designing and constructing networks under uncertainty in the construction stage: definition and exact algorithmic approach, Flexible solutions to maritime inventory routing problems with delivery time windows, A computational study of the general lot-sizing and scheduling model under demand uncertainty via robust and stochastic approaches, Robust scheduling to minimize the weighted number of late jobs with interval due-date uncertainty, The robust (minmax regret) assembly line worker assignment and balancing problem, Robust vehicle routing problem with hard time windows under demand and travel time uncertainty, SOS-convex semialgebraic programs and its applications to robust optimization: a tractable class of nonsmooth convex optimization, A computational study of exact approaches for the adjustable robust resource-constrained project scheduling problem, A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality, Time consistent multi-period worst-case risk measure in robust portfolio selection, Uncertainty-safe large scale support vector machines, When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?, Robust combinatorial optimization with knapsack uncertainty, Stability of local efficiency in multiobjective optimization, Characterizations for optimality conditions of general robust optimization problems, On approximate solutions for robust convex semidefinite optimization problems, Characterizations of robust solution set of convex programs with uncertain data, A unifying approach to robust convex infinite optimization duality, Decision uncertainty in multiobjective optimization, Recent contributions to linear semi-infinite optimization, Two-stage non-cooperative games with risk-averse players, On the existence of solutions to stochastic quasi-variational inequality and complementarity problems, Integer programming formulations for three sequential discrete competitive location problems with foresight, Distributionally robust equilibrium for continuous games: Nash and Stackelberg models, 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, Robust and Pareto optimality of insurance contracts, A robust multi-trip vehicle routing problem of perishable products with intermediate depots and time windows, A comparative note on the relaxation algorithms for the linear semi-infinite feasibility problem, Optimising for energy or robustness? Trade-offs for VM consolidation in virtualized datacenters under uncertainty, Variable-sized uncertainty and inverse problems in robust optimization, Risk analysis and decision theory: a bridge, Single-item dynamic lot-sizing problems: an updated survey, An improved algorithm for fixed-hub single allocation problems, Robust multicriteria risk-averse stochastic programming models, Minmax regret combinatorial optimization problems with ellipsoidal uncertainty sets, Robust inventory control under demand and lead time uncertainty, A Benders decomposition approach for order acceptance and scheduling problem: a robust optimization approach, Multiple shooting applied to robust reservoir control optimization including output constraints on coherent risk measures, Data-driven robust optimization, Binary decision rules for multistage adaptive mixed-integer optimization, Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter, Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs, Min-ordering and max-ordering scalarization methods for multi-objective robust optimization, A robust signal control system for equilibrium flow under uncertain travel demand and traffic delay, On robust Kalman filter for two-dimensional uncertain linear discrete time-varying systems: a least squares method, On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints, A robust probability classifier based on the modified \(\chi^2\)-distance, A unified framework for stochastic optimization, Primal worst and dual best in robust vector optimization, Robust optimization approximation for ambiguous P-model and its application, Ball-and-finger system: modeling and optimal trajectories, Stability advances in robust portfolio optimization under parallelepiped uncertainty, Protection of flows under targeted attacks, Convergent conic linear programming relaxations for cone convex polynomial programs, A convergent hierarchy of SDP relaxations for a class of hard robust global polynomial optimization problems, Robust alternative theorem for linear inequalities with applications to robust multiobjective optimization, On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems, Large-scale unit commitment under uncertainty: an updated literature survey, Recent contributions to linear semi-infinite optimization: an update, Robust multiobjective optimization with application to Internet routing, Energy technology environment model with smart grid and robust nodal electricity prices, A unified characterization of multiobjective robustness via separation, Robustness in deterministic vector optimization, 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, On the optimal solution set in interval linear programming, Fitting random cash management models to data, Robust MPC with recursive model update, Convergent hierarchy of SDP relaxations for a class of semi-infinite convex polynomial programs and applications, A survey of adjustable robust optimization, \(K\)-adaptability in stochastic combinatorial optimization under objective uncertainty, Robust and sustainable supply chains under market uncertainties and different risk attitudes -- a case study of the German biodiesel market, A comparison of different routing schemes for the robust network loading problem: polyhedral results and computation, Robust optimization in the presence of uncertainty: a generic approach, DC programming and DCA: thirty years of developments, Logistic regression: from art to science, Robust optimization approaches for the equitable and effective distribution of donated food, Compromise solutions for robust combinatorial optimization with variable-sized uncertainty, Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances, The multi-band robust knapsack problem -- a dynamic programming approach, A new loss function for multi-response optimization with model parameter uncertainty and implementation errors, Regression and Kriging metamodels with their experimental designs in simulation: a review, Distributionally robust single machine scheduling with risk aversion, Robust portfolio selection problem under temperature uncertainty, An analytical approach to the protection planning of a rail intermodal terminal network, A utility theory based interactive approach to robustness in linear optimization, A unified approach to uncertain optimization, Anchored reactive and proactive solutions to the CPM-scheduling problem, Decision rule approximations for the risk averse reservoir management problem, A biobjective approach to recoverable robustness based on location planning, Robust multiobjective portfolio optimization: A minimax regret approach, Direct data-based decision making under uncertainty, Time consistent multi-period robust risk measures and portfolio selection models with regime-switching, Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs, Supply location and transportation planning for hurricanes: a two-stage stochastic programming framework, Robust multicovers with budgeted uncertainty, Computational tractability of chance constrained data envelopment analysis, Approximating the Pareto set of multiobjective linear programs via robust optimization, Robust hedging strategies, Tactical supply chain planning under uncertainty with an application in the wind turbines industry, Robust flows over time: models and complexity results, Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations, Distributionally robust discrete optimization with entropic Value-at-Risk, Robust counterparts and robust efficient solutions in vector optimization under uncertainty, Robust binary optimization using a safe tractable approximation, Radius of robust feasibility formulas for classes of convex programs with uncertain polynomial constraints, A note on hierarchical hubbing for a generalization of the VPN problem, A decomposition approach for optimal gas network extension with a finite set of demand scenarios, Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study, Likelihood robust optimization for data-driven problems, Log-robust portfolio management with parameter ambiguity, A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches, Robust optimization of uncertain multistage inventory systems with inexact data in decision rules, Quality evaluation of scenario-tree generation methods for solving stochastic programming problems, Regularized decomposition of large scale block-structured robust optimization problems, A joint model of probabilistic/robust constraints for gas transport management in stationary networks, Centered solutions for uncertain linear equations, Robust response-guided dosing, Using modified maximum regret for finding a necessarily efficient solution in an interval MOLP problem, Robust monotone submodular function maximization, Computing knapsack solutions with cardinality robustness, A look at the past and present of optimization - an editorial, On safe tractable approximations of chance constraints, Minimax and risk averse multistage stochastic programming, Robust ranking and portfolio optimization, Robust risk management, Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems, Linear programming with uncertain data: some extensions to robust optimization, A lifting method for generalized semi-infinite programs based on lower level Wolfe duality, Exact SDP relaxations for classes of nonlinear semidefinite programming problems, Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty, Robust combinatorial optimization with variable budgeted uncertainty, Distributionally robust joint chance constraints with second-order moment information, The whole random optimization with application, Developing optimization \& robust models for a mixed-model assembly line balancing problem with semi-automated operations, A distributed method for optimal capacity reservation, Robust optimization for the vehicle routing problem with multiple deliverymen, Distributionally robust self-scheduling optimization with CO\(_2\) emissions constraints under uncertainty of prices, Distributionally robust joint chance constrained problem under moment uncertainty, Distributionally robust return-risk optimization models and their applications, Primal-dual optimization conditions for the robust sum of functions with applications, Some characterizations of robust solution sets for uncertain convex optimization problems with locally Lipschitz inequality constraints, An application of deterministic and robust optimization in the wood cutting industry, A distributionally robust perspective on uncertainty quantification and chance constrained programming, Large-scale unit commitment under uncertainty, Second order sufficient conditions for a class of bilevel programs with lower level second-order cone programming problem, Strong duality for robust minimax fractional programming problems, Robust nonlinear optimization with conic representable uncertainty set, Numerical study of learning algorithms on Stiefel manifold, Interaction between financial risk measures and machine learning methods, Robust aspects of solutions in deterministic multiple objective linear programming, Robust optimization for the hazardous materials transportation network design problem, Adaptive and robust radiation therapy optimization for lung cancer, Joint chance constrained programming for hydro reservoir management, Multicriteria modeling and tradeoff analysis for oil load dispatch and hauling operations at Noble energy, On the influence of robustness measures on shape optimization with stochastic uncertainties, Robust and reliable portfolio optimization formulation of a chance constrained problem, Omega-CVaR portfolio optimization and its worst case analysis, Finding robust global optimal values of bilevel polynomial programs with uncertain linear constraints, Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support, Robust optimal control with adjustable uncertainty sets, Regularized robust optimization: the optimal portfolio execution case, Inverse problems from biomedicine: inference of putative disease mechanisms and robust therapeutic strategies, 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, A branch and bound algorithm for quantified quadratic programming, A comparison of four approaches from stochastic programming for large-scale unit-commitment, Computation algorithm for convex semi-infinite program with second-order cones: special analyses for affine and quadratic case, An exact formula for radius of robust feasibility of uncertain linear programs, Optimization for financial engineering: a special issue, Quasiconvexity of set-valued maps assures well-posedness of robust vector optimization, Robust solutions to box-constrained stochastic linear variational inequality problem, Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss, Robust inverse optimization, Binary classification SVM-based algorithms with interval-valued training data using triangular and Epanechnikov kernels, Robust optimal discrete arc sizing for tree-shaped potential networks, Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints, Characterizations of multiobjective robustness via oriented distance function and image space analysis, Optimal robust insurance with a finite uncertainty set, Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance, A composite risk measure framework for decision making under uncertainty, A class of two-stage distributionally robust games, Robust recoverable 0-1 optimization problems under polyhedral uncertainty, Robust multiobjective portfolio optimization: a set order relations approach, Hidden conic quadratic representation of some nonconvex quadratic optimization problems, Fixed-order FIR approximation of linear systems from quantized input and output data, A robust meta-game for climate negotiations, The contraction rate in Thompson's part metric of order-preserving flows on a cone -- application to generalized Riccati equations, Computing best bounds for nonlinear risk measures with partial information, The KKT optimality conditions in a class of generalized convex optimization problems with an interval-valued objective function, Bottleneck combinatorial optimization problems with uncertain costs and the OWA criterion, A robust optimization approach to enhancing reliability in production planning under non-compliance risks, 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, Competitive multi-period pricing for perishable products: a robust optimization approach, Robust multiobjective optimization \& applications in portfolio optimization, Phase recovery, MaxCut and complex semidefinite programming, Improved approximations for two-stage MIN-cut and shortest path problems under uncertainty, Deriving robust counterparts of nonlinear uncertain inequalities, Some characterizations of robust optimal solutions for uncertain fractional optimization and applications, A new approximate algorithm for the Chebyshev center, Restricted risk measures and robust optimization, Robust solutions to multi-objective linear programs with uncertain data, On globally solving the extended trust-region subproblems, Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball, Dual characterizations of set containments involving uncertain polyhedral sets in Banach spaces with applications, Robust single machine makespan scheduling with release date uncertainty, Interplay of non-convex quadratically constrained problems with adjustable robust optimization, On the complexity of min-max-min robustness with two alternatives and budgeted uncertainty, Particle swarm metaheuristics for robust optimisation with implementation uncertainty, Exact approaches to the robust vehicle routing problem with time windows and multiple deliverymen, A notion of compliance robustness in topology optimization, Robust Software Partitioning with Multiple Instantiation, A Dynamic Programming Approach for a Class of Robust Optimization Problems, On Robust Solutions to Uncertain Linear Complementarity Problems and their Variants, Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures, On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes, On Robust Lot Sizing Problems with Storage Deterioration, with Applications to Heat and Power Cogeneration, ROPI—a robust optimization programming interface for C++, Two-Stage Stochastic Optimization Meets Two-Scale Simulation, A Simulation-Based Approach to Decision Making with Partial Information, Decision Trees with Single and Multiple Interval-Valued Objectives, On Shape Optimization with Stochastic Loadings, Constant risk aversion in stochastic contests with exponential completion times, Robust shortest path planning and semicontractive dynamic programming, Towards rigorous robust optimal control via generalized high-order moment expansion, Robust Monotone Submodular Function Maximization, Robust Investment Management with Uncertainty in Fund Managers’ Asset Allocation, Risk and Utility in the Duality Framework of Convex Analysis, Characterizations of Robust and Stable Duality for Linearly Perturbed Uncertain Optimization Problems, A Brief Overview of Interdiction and Robust Optimization, Robust Quadratic Programming with Mixed-Integer Uncertainty, Successive Quadratic Upper-Bounding for Discrete Mean-Risk Minimization and Network Interdiction, Robust Optimization of a Broad Class of Heterogeneous Vehicle Routing Problems Under Demand Uncertainty, A new distributionally robust \(p\)-hub median problem with uncertain carbon emissions and its tractable approximation method, Composite convex optimization with global and local inexact oracles, A two-stage robust model for a reliable \(p\)-center facility location problem, Three methods for robust grading, Distributionally robust scheduling on parallel machines under moment uncertainty, Robust strategic bidding in auction-based markets, A robust counterpart approach to the bi-objective emergency medical service design problem, Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules, Instances of computational optimal recovery: refined approximability models, A data-driven newsvendor problem: from data to decision, The decision rule approach to optimization under uncertainty: methodology and applications, Quasi-decidability of a fragment of the first-order theory of real numbers, Robust budget allocation via continuous submodular functions, A scalarization scheme for binary relations with applications to set-valued and robust optimization, Robust constrained best approximation with nonconvex constraints, On robustness for set-valued optimization problems, Selected applications of linear semi-infinite systems theory, An algorithmic approach to multiobjective optimization with decision uncertainty, Immobile indices and CQ-free optimality criteria for linear copositive programming problems, Finite horizon constrained control and bounded-error estimation in the presence of missing data, Characterization of norm-based robust solutions in vector optimization, Stochastic optimization in supply chain networks: averaging robust solutions, A concise guide to existing and emerging vehicle routing problem variants, Robust Farkas-Minkowski constraint qualification for convex inequality system under data uncertainty, Distributionally robust optimization with polynomial densities: theory, models and algorithms, Robust optimization for premarshalling with uncertain priority classes, Bilevel programming approaches to production planning for multiple products with short life cycles, Structural properties of feasible bookings in the European entry-exit gas market system, Weighted robust optimality of convex optimization problems with data uncertainty, Linear formulations and valid inequalities for a classic location problem with congestion: a robust optimization application, A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization, Distance geometry and data science, Comparative study of different risk measures for robust optimization of oil production under the market uncertainty: a regret-based insight, Robustness characterizations for uncertain optimization problems via image space analysis, \(K\)-adaptability in two-stage mixed-integer robust optimization, Robust equilibrium in transportation networks, Optimality conditions for a nonsmooth uncertain multiobjective programming problem, Certifiably optimal sparse inverse covariance estimation, Safety investment decision problem without probability distribution: a robust optimization approach, Robust trade-off portfolio selection, Facing robustness as a multi-objective problem: a bi-objective shortest path problem in smart regions, Extended Karush-Kuhn-Tucker condition for constrained interval optimization problems and its application in support vector machines, Two-stage robust optimization for the orienteering problem with stochastic weights, Exploiting partial correlations in distributionally robust optimization, Circular economy implementation in waste management network design problem: a case study, Recent developments in robust portfolios with a worst-case approach, Robust linear optimization under matrix completion, Recent advances in robust optimization: an overview, Robust SOS-convex polynomial optimization problems: exact SDP relaxations, Using robust optimization for distribution and inventory planning for a large pulp producer, A note on upper bounds to the robust knapsack problem with discrete scenarios, Characterizing robust solution sets of convex programs under data uncertainty, Robust energy cost optimization of water distribution system with uncertain demand, Strong and total Fenchel dualities for robust convex optimization problems, The relationship between multi-objective robustness concepts and set-valued optimization, Convexifiability of continuous and discrete nonnegative quadratic programs for gap-free duality, Decision support for strategic energy planning: a robust optimization framework, Equilibrium formulations of relative optimization problems, A dynamic programming approach to adjustable robust optimization, A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty, Generalized multiobjective robustness and relations to set-valued optimization, Robust policy schemes for differential R\&D games with asymmetric information, Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra, A robust optimization approach for humanitarian needs assessment planning under travel time uncertainty, A standard branch-and-bound approach for nonlinear semi-infinite problems, Two-stage combinatorial optimization problems under risk, Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality, Novel robust fuzzy mathematical programming methods, New conditions for testing necessarily/possibly efficiency of non-degenerate basic solutions based on the tolerance approach, Derivative-free robust optimization by outer approximations, Robust min-max regret scheduling to minimize the weighted number of late jobs with interval processing times, A new multi-objective mathematical model for dynamic cell formation under demand and cost uncertainty considering social criteria, Development of a scenario-based robust model for the optimal truck-shovel allocation in open-pit mining, An exact decomposition algorithm for a chance-constrained new product risk model, A copositive Farkas lemma and minimally exact conic relaxations for robust quadratic optimization with binary and quadratic constraints, Robust absolute single machine makespan scheduling-location problem on trees, Feature uncertainty bounds for explicit feature maps and large robust nonlinear SVM classifiers, A survey of network interdiction models and algorithms, Optimally solving a versatile traveling salesman problem on tree networks with soft due dates and multiple congestion scenarios, A model of distributionally robust two-stage stochastic convex programming with linear recourse, New safe approximation of ambiguous probabilistic constraints for financial optimization problem, A combined average-case and worst-case analysis for an integrated hub location and revenue management problem, Varying confidence levels for CVaR risk measures and minimax limits, Globalized robust Markov perfect equilibrium for discounted stochastic games and its application on intrusion detection in wireless sensor networks. I. Theory, A stochastic goal programming model to derive stable cash management policies, Approximate cutting plane approaches for exact solutions to robust optimization problems, Radius of robust feasibility of system of convex inequalities with uncertain data, A unified approach through image space analysis to robustness in uncertain optimization problems, Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse, A general framework for robust topology optimization under load-uncertainty including stress constraints, The vehicle routing and scheduling problem with cross-docking for perishable products under uncertainty: two robust bi-objective models, Distributionally robust \(L_1\)-estimation in multiple linear regression, Three concepts of robust efficiency for uncertain multiobjective optimization problems via set order relations, Relaxing high-dimensional constraints in the direct solution space method for early phase development, Designing networks with resiliency to edge failures using two-stage robust optimization, Exploiting problem structure in optimization under uncertainty via online convex optimization, Lopsided convergence: an extension and its quantification, The wait-and-judge scenario approach applied to antenna array design, On \(\epsilon\)-solutions for robust semi-infinite optimization problems, Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems, Unnamed Item, Robust Rayleigh Quotient Minimization and Nonlinear Eigenvalue Problems, Robust Decisions under Risk for Imprecise Probabilities, Stochastic Programming Perspective on the Agency Problems Under Uncertainty, Characterizations of set relations with respect to variable domination structures via oriented distance function, From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming, Optimization under Decision-Dependent Uncertainty, Distributionally Robust Optimization with Principal Component Analysis, Distributionally Robust Stochastic Programming, Variational Gram Functions: Convex Analysis and Optimization, Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs, Ambiguous Joint Chance Constraints Under Mean and Dispersion Information, Exact Second-Order Cone Programming Relaxations for Some Nonconvex Minimax Quadratic Optimization Problems, Robust Information Divergences for Model-Form Uncertainty Arising from Sparse Data in Random PDE, Error Bounds and Multipliers in Constrained Optimization Problems with Tolerance, Networked Parallel Algorithms for Robust Convex Optimization via the Scenario Approach, Robustness to uncertain optimization using scalarization techniques and relations to multiobjective optimization, A Block Lanczos Method for the Extended Trust-Region Subproblem, Worst-case large deviations upper bounds for i.i.d. sequencesunder ambiguity, Consistency Analysis for Massively Inconsistent Datasets in Bound-to-Bound Data Collaboration, A framework for solving mixed-integer semidefinite programs, Equilibrium versions of variational principles in quasi-metric spaces and the robust trap problem, DC approach to weakly convex optimization and nonconvex quadratic optimization problems, Robust mean variance optimization problem under Rényi divergence information, Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse, Isolated efficiency in nonsmooth semi-infinite multi-objective programming, Robust Adversarial Risk Analysis: A Level-k Approach, Black Swans, New Nostradamuses, Voodoo decision theories, and the science of decision making in the face of severe uncertainty, Algorithm 998, Unnamed Item, Robust Postdonation Blood Screening Under Prevalence Rate Uncertainty, Robust Defibrillator Deployment Under Cardiac Arrest Location Uncertainty via Row-and-Column Generation, Robust Inventory Management: An Optimal Control Approach, 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, Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls, Quantile-Based Risk Sharing, Adjustable Robust Optimization via Fourier–Motzkin Elimination, Sequential Interdiction with Incomplete Information and Learning, Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees, Unnamed Item, Characterizations of robustε-quasi optimal solutions for nonsmooth optimization problems with uncertain data, Generalized robust duality in constrained nonconvex optimization, Unnamed Item, Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty, An Approximation Scheme for Distributionally Robust Nonlinear Optimization, Optimality conditions of robust convex multiobjective optimization viaε-constraint scalarization and image space analysis, Characterizations of robust optimality conditions via image space analysis, Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty, Technical Note—The Joint Impact ofF-Divergences and Reference Models on the Contents of Uncertainty Sets, OR Forum—Public Health Preparedness: Answering (Largely Unanswerable) Questions with Operations Research—The 2016–2017 Philip McCord Morse Lecture, Designing Response Supply Chain Against Bioattacks, Optimization-Based Calibration of Simulation Input Models, Time-Varying Robust Queueing, Submodularity in Conic Quadratic Mixed 0–1 Optimization, Online First-Order Framework for Robust Convex Optimization, Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection, Risk Averse Shortest Paths: A Computational Study, Data-Driven Decisions for Problems with an Unspecified Objective Function, Robust Optimization of Dose-Volume Metrics for Prostate HDR-Brachytherapy Incorporating Target and OAR Volume Delineation Uncertainties, Exact Algorithms for Distributionally β-Robust Machine Scheduling with Uncertain Processing Times, Robust Maximum Likelihood Estimation, Convergence Rate of $\mathcal{O}(1/k)$ for Optimistic Gradient and Extragradient Methods in Smooth Convex-Concave Saddle Point Problems, Robust Contract Designs: Linear Contracts and Moral Hazard, Robust optimization for U-shaped assembly line worker assignment and balancing problem with uncertain task times, Reducing Conservatism in Robust Optimization, A New Theoretical Framework for Robust Optimization Under Multi-Band Uncertainty, Robust Optimization in Non-Linear Regression for Speech and Video Quality Prediction in Mobile Multimedia Networks, Primal-Dual Interior-Point Methods for Domain-Driven Formulations, Stochastic model predictive control with joint chance constraints, Characterizations of Approximate Duality and Saddle Point Theorems for Nonsmooth Robust Vector Optimization, On Conic Relaxations of Generalization of the Extended Trust Region Subproblem, Risk-Averse Models in Bilevel Stochastic Linear Programming, Characterizations of multiobjective robustness on vectorization counterparts, Minimizing Piecewise-Concave Functions Over Polyhedra, Chebyshev Inequalities for Products of Random Variables, Quantifying Distributional Model Risk via Optimal Transport, Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem, Randomization Helps Computing a Minimum Spanning Tree under Uncertainty, In SDP Relaxations, Inaccurate Solvers Do Robust Optimization, Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints, Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact, Robust randomized optimization with k nearest neighbors, On approximate solutions for nonsmooth robust multiobjective optimization problems, Studying the stability of solutions to systems of linear inequalities and constructing separating hyperplanes, A Unified Approach to Robust Farkas-Type Results with Applications to Robust Optimization Problems, Variational Theory for Optimization under Stochastic Ambiguity, SVM Classification of Uncertain Data Using Robust Multi-Kernel Methods, A robust approach to multiple vehicle location-routing problems with time windows for optimization of cross-docking under uncertainty, Regularization via Mass Transportation, A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants, An Inner-Outer Approximation Approach to Chance Constrained Optimization, Towards a Robust Scheduling on Unrelated Parallel Machines: A Scenarios Based Approach, Linear Matrix Inequality Conditions and Duality for a Class of Robust Multiobjective Convex Polynomial Programs, Extended Robust Support Vector Machine Based on Financial Risk Minimization, Variance-based regularization with convex objectives, Technical Note—Robust Newsvendor Games with Ambiguity in Demand Distributions, On Microlocal Regularity for Involutive Systems of Complex Vector Fields of Tube Type in $${\mathbb {R}}^{n+m}$$, Randomization Helps Computing a Minimum Spanning Tree under Uncertainty, An overview of advances in combinatorial optimization related topics, Validating numerical semidefinite programming solvers for polynomial invariants, Uncertain data envelopment analysis, Distributionally robust chance constraints for non-linear uncertainties, Optimality and duality for robust multiobjective optimization problems, Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts
