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)
- Robustness analysis of elementary flux modes generated by column generation
- Application of robust optimization to automated test assembly
- Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra
- 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
- On \(\epsilon\)-solutions for convex optimization problems with uncertainty data
- Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
- Risk measures in stochastic programming and robust optimization problems
- Robust optimization in countably infinite linear programs
- Trust region subproblem with an additional linear inequality constraint
- Circumventing the Slater conundrum in countably infinite linear programs
- Robust duality for fractional programming problems with constraint-wise data uncertainty
- Tractable stochastic analysis in high dimensions via robust optimization
- Generalized light robustness and the trade-off between robustness and nominal quality
- Evacuation transportation planning under uncertainty: A robust optimization approach
- A new expected-improvement algorithm for continuous minimax optimization
- Generalized Farkas' lemma and gap-free duality for minimax DC optimization with polynomials and robust quadratic optimization
- A stochastic semidefinite programming approach for bounds on option pricing under regime switching
- Dual semidefinite programs without duality gaps for a class of convex minimax programs
- On the role of norm constraints in portfolio selection
- 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
- Thresholded covering algorithms for robust and max-min optimization
- 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
- Using financial risk measures for analyzing generalization performance of machine learning models
- Generalized decision rule approximations for stochastic programming via liftings
- Line planning in public transportation: models and methods
- Distribution-dependent robust linear optimization with applications to inventory control
- Robust optimization for routing problems on trees
- On computability and triviality of well groups
- A robust optimization approach to closed-loop supply chain network design under uncertainty
- Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations
- Title not available (Why is that?)
- Distributionally robust joint chance constraints with second-order moment information
- Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization
- Aggregation-robustness and model uncertainty of regulatory risk measures
- On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
- A new bound for the midpoint solution in minmax regret optimization with an application to the robust shortest path problem
- Cautious label ranking with label-wise decomposition
- Robustness in nonsmooth nonlinear multi-objective programming
- Robust multiobjective portfolio optimization: A minimax regret approach
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions
- Recent advances in robust optimization: an overview
- A dynamic inventory rationing problem with uncertain demand and production rates
- The relationship between multi-objective robustness concepts and set-valued optimization
- On \(\epsilon\)-solutions for robust semi-infinite optimization problems
- Large-scale unit commitment under uncertainty
- A robust optimization approach to dynamic pricing and inventory control with no backorders
- Extended robust support vector machine based on financial risk minimization
- Hidden conic quadratic representation of some nonconvex quadratic optimization problems
- Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty
- The KKT optimality conditions in a class of generalized convex optimization problems with an interval-valued objective function
- Robust inventory management with multiple supply sources
- Feature selection for linear SVMs under uncertain data: robust optimization based on difference of convex functions algorithms
- Some characterizations of robust optimal solutions for uncertain fractional optimization and applications
- An application of deterministic and robust optimization in the wood cutting industry
- Joint chance constrained programming for hydro reservoir management
- A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
- Exact SDP relaxations for classes of nonlinear semidefinite programming problems
- Robust multiobjective optimization with application to Internet routing
- Stochastic linear programming with a distortion risk constraint
- Computing best bounds for nonlinear risk measures with partial information
- A copositive Farkas lemma and minimally exact conic relaxations for robust quadratic optimization with binary and quadratic constraints
- Distributionally robust stochastic programming
- Robust risk management
- Robust combinatorial optimization with variable budgeted uncertainty
- Regularized robust optimization: the optimal portfolio execution case
- On the characterization of solution sets of smooth and nonsmooth convex stochastic Nash games
- Likelihood robust optimization for data-driven problems
- Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
- Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets
- Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems
- A lifting method for generalized semi-infinite programs based on lower level Wolfe duality
- Robust solutions to multi-objective linear programs with uncertain data
- A note on upper bounds to the robust knapsack problem with discrete scenarios
- Quasi-decidability of a fragment of the first-order theory of real numbers
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach
- A joint model of probabilistic/robust constraints for gas transport management in stationary networks
- Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance
- Resource allocation when planning for simultaneous disasters
- On safe tractable approximations of chance constraints
- A robust meta-game for climate negotiations
- Recent contributions to linear semi-infinite optimization
- An analytical approach to the protection planning of a rail intermodal terminal network
- A robust optimization approach for the multi-mode resource-constrained project scheduling problem
- Two-stage distributionally robust optimization model for warehousing-transportation problem under uncertain environment
- Robust multiobjective optimization \& applications in portfolio optimization
- Berth allocation and quay crane assignment/scheduling problem under uncertainty: a survey
- Bottleneck combinatorial optimization problems with uncertain costs and the OWA criterion
- An exact algorithm for linear integer programming problems with distributionally robust chance constraints
- Recent developments in robust portfolios with a worst-case approach
- Phase recovery, MaxCut and complex semidefinite programming
- Strong duality for robust minimax fractional programming problems
- Robust aspects of solutions in deterministic multiple objective linear programming
- ROPI -- a robust optimization programming interface for C++
- Tractable approximations to robust conic optimization problems
- Smoothing methods for nonsmooth, nonconvex minimization
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