The impact of the existence of multiple adjustable robust solutions

DOI10.1007/S10107-016-0978-6MaRDI QIDQ344967zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Frans J. C. T. de Ruiter, Ruud Brekelmans, D. Den Hertog

Publication date 25 November 2016

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10107-016-0978-6

zbMATH Keywords

multiple solutionsadjustable robust optimizationfolding horizonproduction-inventory problems

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Minimax problems in mathematical programming (90C47)

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Cites work

• Adjustable robust solutions of uncertain linear programs
• Optimality of affine policies in multistage robust optimization
• Primal and dual linear decision rules in stochastic and robust optimization
• Programming with linear fractional functionals
• Recent advances in robust optimization: an overview
• Robust optimization
• Theory and applications of robust optimization

Cited in

(13)

• scientific article; zbMATH DE number 4200064 (Why is no real title available?)
• When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
• On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty
• Robust optimization with ambiguous stochastic constraints under mean and dispersion information
• An adaptive robust optimization model for parallel machine scheduling
• Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization
• Dynamic planning of a two-dose vaccination campaign with uncertain supplies
• Robust Dual Dynamic Programming
• A survey of adjustable robust optimization
• Technical note -- time inconsistency of optimal policies of distributionally robust inventory models
• Adjustable robust treatment-length optimization in radiation therapy
• Pareto adaptive robust optimality via a Fourier-Motzkin elimination lens
• Pareto robust optimization on Euclidean vector spaces

Describes a project that uses

Uses Software

• Gurobi
• YALMIP

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