Robust optimization
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Publication:3182207
zbMATH Open1221.90001MaRDI QIDQ3182207FDOQ3182207
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Publication date: 7 October 2009
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Optimality conditions and duality in mathematical programming (90C46) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Sensitivity, stability, parametric optimization (90C31) Minimax problems in mathematical programming (90C47)
Cited In (only showing first 100 items - show all)
- Characterizing robust solution sets of convex programs under data uncertainty
- Exact second-order cone programming relaxations for some nonconvex minimax quadratic optimization problems
- Restricted risk measures and robust optimization
- Using robust optimization for distribution and inventory planning for a large pulp producer
- Robust optimization approaches for purchase planning with supplier selection under lead time uncertainty
- A stochastic goal programming model to derive stable cash management policies
- Chance constrained uncertain classification via robust optimization
- Automatic generation of algorithms for robust optimisation problems using grammar-guided genetic programming
- Robust strategic bidding in auction-based markets
- Fuzzy and robust approach for decision-making in disaster situations
- Value-at-risk support vector machine: stability to outliers
- A robust optimization approach for the unrelated parallel machine scheduling problem
- A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty
- Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach
- Robust inventory control under demand and lead time uncertainty
- Robust generalized eigenvalue classifier with ellipsoidal uncertainty
- Optimal insurance under maxmin expected utility
- Robust shortest path planning and semicontractive dynamic programming
- Interplay of non-convex quadratically constrained problems with adjustable robust optimization
- Optimization-based calibration of simulation input models
- Convergent conic linear programming relaxations for cone convex polynomial programs
- Exact dual bounds for some nonconvex minimax quadratic optimization problems
- A robust robust optimization result
- Structure and Optimisation in Computational Harmonic Analysis: On Key Aspects in Sparse Regularisation
- Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty
- Robust adversarial risk analysis: a level-\(k\) approach
- A constraint sampling approach for multi-stage robust optimization
- On a robustness property in single-facility location in continuous space
- Robust quadratic regression and its application to energy-growth consumption problem
- On the multicriteria allocation problem
- Robust portfolio optimization: a categorized bibliographic review
- Decomposition approaches for recoverable robust optimization problems
- Bi-objective robust optimisation
- Biobjective robust optimization over the efficient set for Pareto set reduction
- KKT optimality conditions in interval valued multiobjective programming with generalized differentiable functions
- Robust storage loading problems with stacking and payload constraints
- Robust optimal solutions in interval linear programming with forall-exists quantifiers
- Selecting the best risk measure in multiobjective cash management
- Γ‐robust linear complementarity problems with ellipsoidal uncertainty sets
- Competitive multi-period pricing for perishable products: a robust optimization approach
- Three concepts of robust efficiency for uncertain multiobjective optimization problems via set order relations
- A robust bus evacuation model with delayed scenario information
- Robust load planning of trains in intermodal transportation
- The contraction rate in Thompson's part metric of order-preserving flows on a cone -- application to generalized Riccati equations
- A practical nonlinear dynamic framework for solving a class of fractional programming problems
- A robust asset-liability management framework for investment products with guarantees
- On the recoverable robust traveling salesman problem
- Some characterizations of robust optimal solutions for uncertain convex optimization problems
- 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 duality for generalized convex programming problems under data uncertainty
- Lagrange multiplier characterizations of robust best approximations under constraint data uncertainty
- Multi-objective minmax robust combinatorial optimization with cardinality-constrained uncertainty
- Multi-stage recovery robustness for optimization problems: A new concept for planning under disturbances
- Combinatorial optimization problems with uncertain costs and the OWA criterion
- Robust UAV mission planning
- Generalized robust duality in constrained nonconvex optimization
- Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts
- Stochastic model predictive control with joint chance constraints
- A distributionally ambiguous two-stage stochastic approach for investment in renewable generation
- Robust flows with losses and improvability in evacuation planning
- Algorithms and complexity analysis for robust single-machine scheduling problems
- Robust conjugate duality for convex optimization under uncertainty with application to data classification
- An analysis of the non-preemptive mixed-criticality match-up scheduling problem
- A bicriteria approach to robust optimization
- Robust energy-aware routing with redundancy elimination
- Commitment and dispatch of heat and power units via affinely adjustable robust optimization
- Robust newsvendor problem with autoregressive demand
- New reformulations of distributionally robust shortest path problem
- The impact of the existence of multiple adjustable robust solutions
- Robust possibilistic programming for socially responsible supply chain network design: a new approach
- On robust duality for fractional programming with uncertainty data
- Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
- Robust location transportation problems under uncertain demands
- Robust least square semidefinite programming with applications
- Robust control of uncertain systems: classical results and recent developments
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions
- Robust linear semi-infinite programming duality under uncertainty
- SDP reformulation for robust optimization problems based on nonconvex QP duality
- Mathematical optimization models for reallocating and sharing health equipment in pandemic situations
- Characterization of the equivalence of robustification and regularization in linear and matrix regression
- Robust Farkas' lemma for uncertain linear systems with applications
- Fuzzy one-class classification model using contamination neighborhoods
- Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances
- A polynomial-time solution scheme for quadratic stochastic programs
- Robust international portfolio management
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications
- Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches
- Robust and reliable portfolio optimization formulation of a chance constrained problem
- Robust vehicle routing problem with hard time windows under demand and travel time uncertainty
- Minimax and risk averse multistage stochastic programming
- Risk averse elastic shape optimization with parametrized fine scale geometry
- Robust trade-off portfolio selection
- Data-driven robust optimization
- On robust solutions to uncertain linear complementarity problems and their variants
- Γ-robust linear complementarity problems
- Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs
- Quasiconvexity of set-valued maps assures well-posedness of robust vector optimization
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