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Publication:3182207
zbMath1221.90001MaRDI QIDQ3182207
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Publication date: 7 October 2009
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Minimax problems in mathematical programming (90C47) Optimality conditions and duality in mathematical programming (90C46) Sensitivity, stability, parametric optimization (90C31) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
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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, 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, On Microlocal Regularity for Involutive Systems of Complex Vector Fields of Tube Type in $${\mathbb {R}}^{n+m}$$, 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, Randomization Helps Computing a Minimum Spanning Tree under Uncertainty, Towards rigorous robust optimal control via generalized high-order moment expansion, Robust Monotone Submodular Function Maximization, 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, Robust Investment Management with Uncertainty in Fund Managers’ Asset Allocation, ROPI—a robust optimization programming interface for C++, 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, 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, Radius of robust global error bound for piecewise linear inequality systems, Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts, Comparison of banking and peer-to-peer lending risks, An approach to the distributionally robust shortest path problem, A compact reformulation of the two-stage robust resource-constrained project scheduling problem, The secure time-dependent vehicle routing problem with uncertain demands, Appointment scheduling with a quantile objective, Automatic generation of algorithms for robust optimisation problems using grammar-guided genetic programming, Multistage robust discrete optimization via quantified integer programming, Arc routing under uncertainty: introduction and literature review, Robust recycling facility location with clustering, The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables, A diversity-based genetic algorithm for scenario generation, Distributionally robust optimization under endogenous uncertainty with an application in retrofitting planning, Two-Stage Stochastic Optimization Meets Two-Scale Simulation, The strict complementarity in linear fractional optimization, Derivatives of probability functions: unions of polyhedra and elliptical distributions, Robust market equilibria under uncertain cost, Submodular reassignment problem for reallocating agents to tasks with synergy effects, Fuzzy and robust approach for decision-making in disaster situations, Path connectedness of the efficient solution set for generalized vector quasi-equilibrium problems, Joint robust optimization of bed capacity, nurse staffing, and care access under uncertainty, Distributionally Robust Stochastic Programming, Robust and distributionally robust optimization models for linear support vector machine, Sums of squares polynomial program reformulations for adjustable robust linear optimization problems with separable polynomial decision rules, Convergence of an SDP hierarchy and optimality of robust convex polynomial optimization problems, Second order analysis for robust inclusion systems and applications, 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, Chance-constrained set covering with Wasserstein ambiguity, Aubin property for solution set in multi-objective programming, Global well-posedness of set-valued optimization with application to uncertain problems, On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty, Constraint qualifications and optimality conditions for robust nonsmooth semi-infinite multiobjective optimization problems, On the robustness of potential-based flow networks, 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, On isolated/properly efficient solutions in nonsmooth robust semi-infinite multiobjective optimization, Computational aspects of column generation for nonlinear and conic optimization: classical and linearized schemes, Optimal insurance under maxmin expected utility, Two-stage distributionally robust optimization model for warehousing-transportation problem under uncertain environment, An exact algorithm for linear integer programming problems with distributionally robust chance constraints, A radius of robust feasibility for uncertain farthest Voronoi cells, A robust optimization approach for the unrelated parallel machine scheduling problem, An alternative extrapolation scheme of PDHGM for saddle point problem with nonlinear function, Unnamed Item, A robust optimization approach to enhancing reliability in production planning under non-compliance risks, 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, 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, Unnamed Item, A notion of compliance robustness in topology optimization, 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, Robust Software Partitioning with Multiple Instantiation, Structure and Optimisation in Computational Harmonic Analysis: On Key Aspects in Sparse Regularisation, A Dynamic Programming Approach for a Class of Robust Optimization Problems, 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, Technical Note—Robust Newsvendor Games with Ambiguity in Demand Distributions, 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, Constant risk aversion in stochastic contests with exponential completion times, Robust shortest path planning and semicontractive dynamic programming, Transmission Capacity Allocation in Zonal Electricity Markets, Γ-robust linear complementarity problems, On Convex Hulls of Epigraphs of QCQPs, Convergent Algorithms for a Class of Convex Semi-infinite Programs, New Primal-Dual Algorithms for a Class of Nonsmooth and Nonlinear Convex-Concave Minimax Problems, Exact dual semi-definite programs for affinely adjustable robust SOS-convex polynomial optimization problems, Constant-Ratio Approximation for Robust Bin Packing with Budgeted Uncertainty, Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective, Robust Stochastic Facility Location: Sensitivity Analysis and Exact Solution, Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems, Data-driven distributionally robust risk parity portfolio optimization, ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs, ROC++: Robust Optimization in C++, Parallel Machine Scheduling Under Uncertainty: Models and Exact Algorithms, An Algorithm for Maximizing a Convex Function Based on Its Minimum, Affinely Adjustable Robust Linear Complementarity Problems, Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty, On Radius of Robust Feasibility for Convex Conic Programs with Data Uncertainty, Finding Sparse Solutions for Packing and Covering Semidefinite Programs, Voronoi Diagram and Delaunay Triangulation with Independent and Dependent Geometric Uncertainties, On some efficiency conditions for vector optimization problems with uncertain cone constraints: a robust approach via set-valued inclusions, An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization, Fortification Against Cascade Propagation Under Uncertainty, Modeling Defender-Attacker Problems as Robust Linear Programs with Mixed-Integer Uncertainty Sets, Robust Optimization for Models with Uncertain Second-Order Cone and Semidefinite Programming Constraints, Extending the Scope of Robust Quadratic Optimization, Radius of Robust Feasibility for Mixed-Integer Problems, Robust Models for the Kidney Exchange Problem, A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs, Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management, An Exact Algorithm for Large-Scale Continuous Nonlinear Resource Allocation Problems with Minimax Regret Objectives, Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems, A note on the radius of robust feasibility for uncertain convex programs, Risk-Averse Stochastic Programming vs. Adaptive Robust Optimization: A Virtual Power Plant Application, Necessary optimality conditions for nonsmooth robust optimization problems, Approximate solutions of interval-valued optimization problems, Adaptive Bundle Methods for Nonlinear Robust Optimization, Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty, An Approximation Scheme for Distributionally Robust Nonlinear Optimization, Unnamed Item, Exact Second-Order Cone Programming Relaxations for Some Nonconvex Minimax Quadratic Optimization Problems, 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, Robust Information Divergences for Model-Form Uncertainty Arising from Sparse Data in Random PDE, 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, 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, Unnamed Item, Black Swans, New Nostradamuses, Voodoo decision theories, and the science of decision making in the face of severe uncertainty, Unnamed Item, Unnamed Item, Unnamed Item, Primal-Dual Interior-Point Methods for Domain-Driven Formulations, Robust Adversarial Risk Analysis: A Level-k Approach, Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach, Algorithm 998, Unnamed Item, Oracle-Based Primal-Dual Algorithms for Packing and Covering Semidefinite Programs, 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, Trust Your Data or Not—StQP Remains StQP: Community Detection via Robust Standard Quadratic Optimization, Robust Multiperiod Vehicle Routing Under Customer Order Uncertainty, Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties, Piecewise Constant Decision Rules via Branch-and-Bound Based Scenario Detection for Integer Adjustable Robust Optimization, 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, Branch-Cut-and-Price for the Robust Capacitated Vehicle Routing Problem with Knapsack Uncertainty, Probabilistic Guarantees in Robust Optimization, MPEC Methods for Bilevel Optimization Problems, Bilevel Linear Optimization Under Uncertainty, Data-Driven Robust Resource Allocation with Monotonic Cost Functions, Robustness in the Optimization of Risk Measures, Optimal Genetic Screening for Cystic Fibrosis, Data-Driven Optimization: A Reproducing Kernel Hilbert Space Approach, Robust Ekeland variational principles. Application to the formation and stability of partnerships, An Adjusted Robust Optimization Method to an Integrated Production-Distribution Planning Problem in Closed-Loop Supply Chains under Uncertainty, A robust approach to multiple vehicle location-routing problems with time windows for optimization of cross-docking under uncertainty, Robust Control for Dynamical Systems with Non-Gaussian Noise via Formal Abstractions, Facility layout problem with QAP formulation under scenario-based uncertainty, A survey of nonlinear robust optimization, On the use of multiple criteria distance indexes to find robust cash management policies, Robust efficiency and well-posedness in uncertain vector optimization problems, Multivariate Chebyshev Inequality With Estimated Mean and Variance, Regularization via Mass Transportation, A hybrid nested partitions and simulated annealing algorithm for dynamic facility layout problem: a robust optimization approach, A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants, Minimum Spanning Tree under Explorable Uncertainty in Theory and Experiments, Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization, A distributionally ambiguous two-stage stochastic approach for investment in renewable generation, Linear optimization over homogeneous matrix cones, Sufficiency and duality for nonsmooth interval-valued optimization problems via generalized invex-infine functions, Robust MILP formulations for the two-stage weighted vertex \(p\)-center problem, Data-driven integrated home service staffing and capacity planning: stochastic optimization approaches, Robust DC optimal power flow with modeling of solar power supply uncertainty via R-vine copulas, Semi-intrusive approach for stiffness and strength topology optimization under uncertainty, Coping with shortages caused by disruptive events in automobile supply chains, Sufficient Optimality Conditions for a Robust Multiobjective Problem, The Minmax Regret Reverse 1-Median Problem on Trees with Uncertain Vertex Weights, Robust Optimization with Continuous Decision-Dependent Uncertainty with applications to demand response management, Min-Max-Min Optimization with Smooth and Strongly Convex Objectives, Approximating the chance-constrained capacitated vehicle routing problem with robust optimization, Best-case scenario robust portfolio: evidence from China stock market, Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach, Soft robust solutions to possibilistic optimization problems, A robust stochastic possibilistic programming model for dynamic supply chain network design with pricing and technology selection decisions, Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow, Patient admission scheduling problems with uncertain length of stay: optimization models and an efficient matheuristic approach, Distributionally robust possibilistic optimization problems, Characterizing robust optimal solution sets for nonconvex uncertain semi-infinite programming problems involving tangential subdifferentials, Robust consumer preference analysis with a social network, Approximate solution in robust multi-objective optimization and its application in portfolio optimization, \(\Gamma\)-robust optimization of project scheduling problems, Affine routing for robust network design, A robust optimization model for affine/quadratic flow thinning: A traffic protection mechanism for networks with variable link capacity, Robust prediction of domain compositions from uncertain data using isometric logratio transformations in a penalized multivariate Fay–Herriot model, Adjustable robust optimization with objective uncertainty, Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions, On data-driven chance constraint learning for mixed-integer optimization problems, Convergences for robust bilevel polynomial programmes with applications, A fast saddle-point dynamical system approach to robust deep learning, Robust duality for nonconvex uncertain vector optimization via a general scalarization, An uncertain minimization problem: robust optimization versus optimization of robustness, Robust traveling salesman problem with drone: balancing risk and makespan in contactless delivery, 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, 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, Extended Robust Support Vector Machine Based on Financial Risk Minimization, 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, Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems, Instances of Computational Optimal Recovery: Dealing with Observation Errors, 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, An overview of advances in combinatorial optimization related topics, Validating numerical semidefinite programming solvers for polynomial invariants, Uncertain data envelopment analysis, Variance-based regularization with convex objectives, 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, 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, Approximation algorithms for cost-robust discrete minimization problems based on their LP-relaxations, Studying the stability of solutions to systems of linear inequalities and constructing separating hyperplanes, Parametric Shortest-Path Algorithms via Tropical Geometry, Distributionally Robust Inventory Control When Demand Is a Martingale, A Unified Approach to Robust Farkas-Type Results with Applications to Robust Optimization Problems, Variational Theory for Optimization under Stochastic Ambiguity, Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem, SVM Classification of Uncertain Data Using Robust Multi-Kernel Methods, Affinely adjustable robust optimization for a multi‐period inventory problem with capital constraints and demand uncertainties, Optimality conditions in optimization under uncertainty, Newton’s method for uncertain multiobjective optimization problems under finite uncertainty sets, Applying convexificators in robust multiobjective optimization, Deciding feasibility of a booking in the European gas market on a cycle is in P for the case of passive networks, Selecting the best risk measure in multiobjective cash management, Survey of optimization models for power system operation and expansion planning with demand response, Γ‐robust linear complementarity problems with ellipsoidal uncertainty sets, Regularized methods for a two-stage robust production planning problem and its sample average approximation, A survey on bilevel optimization under uncertainty, Budget allocation of food procurement for natural disaster response, Robust optimization with order statistic uncertainty set, Conic relaxations with stable exactness conditions for parametric robust convex polynomial problems, Price discrimination with robust beliefs, Formulas of first-ordered and second-ordered generalization differentials for convex robust systems with applications, Data-driven robust optimization using deep neural networks, Half-plane point retrieval queries with independent and dependent geometric uncertainties, Robust multi-stage economic dispatch with renewable generation and storage, Cardinality-constrained distributionally robust portfolio optimization, Optimization under uncertainty and risk: quadratic and copositive approaches, Revisiting degeneracy, strict feasibility, stability, in linear programming, Optimal scenario reduction for one- and two-stage robust optimization with discrete uncertainty in the objective, Mathematical optimization models for reallocating and sharing health equipment in pandemic situations, Robust flows with adaptive mitigation, Recent advances in nonconvex semi-infinite programming: applications and algorithms, Conic optimization: a survey with special focus on copositive optimization and binary quadratic problems, Robust error bounds for uncertain convex inequality systems with applications, Robust optimization with belief functions, On mathematical programs with equilibrium constraints under data uncertainty, Path-dependent controller and estimator synthesis with robustness to delayed and missing data, Optimal analysis of method with batching for monotone stochastic finite-sum variational inequalities, A sampling criterion for constrained Bayesian optimization with uncertainties, Pareto adaptive robust optimality via a Fourier-Motzkin elimination lens, Robust Accelerated Primal-Dual Methods for Computing Saddle Points, Robust optimality conditions and duality for nonsmooth multiobjective fractional semi-infinite programming problems with uncertain data, Distributed robust optimization with coupled constraints via Tseng's splitting method, Sum-of-squares relaxations in robust DC optimization and feature selection, Quantifying outcome functions of linear programs: an approach based on interval-valued right-hand sides, On the value of shipment consolidation and machine learning techniques for the optimal design of a multimodal logistics network, Mitigating the COVID‐19 pandemic through data‐driven resource sharing, Optimality conditions for generalized convex nonsmooth uncertain multi-objective fractional programming, Robust feasibility of systems of quadratic equations using topological degree theory, Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints, A utopia point method-based robust vector polynomial optimization scheme, The robust minimum cost consensus model with risk aversion, PPE supply optimization under risks of disruption from the COVID-19 pandemic, Practical algorithms for multivariate rational approximation, Approximate optimality conditions and approximate duality theorems for nonlinear semi-infinite programming problems with uncertainty data, Smooth monotone stochastic variational inequalities and saddle point problems: a survey, Robust convex optimization: a new perspective that unifies and extends, On second-order conic programming duals for robust convex quadratic optimization problems, On robustness in nonconvex optimization with application to defense planning, Characterizing a class of robust vector polynomial optimization via sum of squares conditions, An effective global algorithm for worst-case linear optimization under polyhedral uncertainty, Resilience of long chain under disruption, A bi-criteria moving-target travelling salesman problem under uncertainty, Perspectives on how to conduct responsible anti-human trafficking research in operations and analytics, Compression and data similarity: combination of two techniques for communication-efficient solving of distributed variational inequalities, On approximate optimality conditions for robust multi-objective convex optimization problems, Robust nonsmooth optimality conditions for multiobjective optimization problems with infinitely many uncertain constraints, Quadratically adjustable robust linear optimization with inexact data via generalized S-lemma: exact second-order cone program reformulations, Comparative analysis of linear programming relaxations for the robust knapsack problem, On approximate quasi Pareto solutions in nonsmooth semi-infinite interval-valued vector optimization problems, Distributionally robust Weber problem with uncertain demand, A branch and bound algorithm for robust binary optimization with budget uncertainty, Robust optimization for minimizing energy consumption of multicast transmissions in coded wireless packet networks under distance uncertainty, Mean‐standard deviation model for minimum cost flow problem, Robust capacitated Steiner trees and networks with uniform demands, On the complexity of robust multi-stage problems with discrete recourse, Principal component analysis and optimal portfolio, Distributionally Favorable Optimization: A Framework for Data-Driven Decision-Making with Endogenous Outliers, Robust matching for teams, Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications, Schedule robustness in the periodic supply vessels planning problem with stochastic demand and travel time, Shortest path network interdiction with asymmetric uncertainty, Robust optimality and duality for composite uncertain multiobjective optimization in Asplund spaces with its applications, Approximate solutions for robust multiobjective optimization programming in Asplund spaces, Open issues and recent advances in DC programming and DCA, Robust second order cone conditions and duality for multiobjective problems under uncertainty data, Unnamed Item
