The Price of Robustness

DOI10.1287/OPRE.1030.0065zbMATH Open1165.90565DBLPjournals/ior/BertsimasS04OpenAlexW2118578357WikidataQ61603136 ScholiaQ61603136MaRDI QIDQ3637409FDOQ3637409

Authors: Melvyn Sim, Dimitris Bertsimas 

Publication date: 10 July 2009

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://orbi.uliege.be/handle/2268/253225

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Mathematics Subject Classification ID

Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31)

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• Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion
• Extending the Scope of Robust Quadratic Optimization
• Modeling uncertain passenger arrivals in the elevator dispatching problem with destination control
• Robust unit commitment with \(n-1\) security criteria
• An inverse robust optimisation approach for a class of vehicle routing problems under uncertainty
• Two-stage robust optimization approach to elective surgery and downstream capacity planning
• A robust optimization model for humanitarian relief chain design under uncertainty
• Robust combinatorial optimization with knapsack uncertainty
• A mixed-method optimisation and simulation framework for supporting logistical decisions during offshore wind farm installations
• On recoverable and two-stage robust selection problems with budgeted uncertainty
• Robust optimization of a broad class of heterogeneous vehicle routing problems under demand uncertainty
• Minmax regret combinatorial optimization problems with ellipsoidal uncertainty sets
• Robust capacity assignment in telecommunications
• Different stakeholders' perspectives for a surgical case assignment problem: deterministic and robust approaches
• Risk management for forestry planning under uncertainty in demand and prices
• The multi-band robust knapsack problem -- a dynamic programming approach
• Optimization under decision-dependent uncertainty
• Convexity conditions of Kantorovich function and related semi-infinite linear matrix inequalities
• Robust Optimization with Continuous Decision-Dependent Uncertainty with applications to demand response management
• Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
• A provisioning problem with stochastic payments
• Optimal design for multi-item auctions: a robust optimization approach
• A stochastic program with time series and affine decision rules for the reservoir management problem
• On strategic multistage operational two-stage stochastic 0--1 optimization for the rapid transit network design problem
• Regularized optimization with spatial coupling for robust decision making
• Robust allocation of operating rooms: a cutting plane approach to handle lognormal case durations
• Dynamic pricing and inventory control: robust vs. stochastic uncertainty models---a computational study
• Routing optimization under uncertainty
• A robust signal control system for equilibrium flow under uncertain travel demand and traffic delay
• Robust critical node selection by Benders decomposition
• Robust Solutions in Unstable Optimization Problems
• Dynamic network design problem under demand uncertainty: an adjustable robust optimization approach
• Robust optimization of sums of piecewise linear functions with application to inventory problems
• Robust multiperiod vehicle routing under customer order uncertainty
• Algorithms and uncertainty sets for data-driven robust shortest path problems
• Robust univariate spline models for interpolating interval data
• A robust mean absolute deviation model for portfolio optimization
• Two-stage robust LP with ellipsoidal right-hand side uncertainty is NP-hard
• The distributionally robust machine scheduling problem with job selection and sequence-dependent setup times
• Public R\&D project portfolio selection problem with cancellations
• On robust maximum flow with polyhedral uncertainty sets
• The vehicle routing and scheduling problem with cross-docking for perishable products under uncertainty: two robust bi-objective models
• Robust scheduling with budgeted uncertainty
• The study of the unidirectional quay crane scheduling problem: complexity and risk-aversion
• New robust unsupervised support vector machines
• Robust network design with uncertain outsourcing cost
• A robust optimization model for managing elective admission in a public hospital
• Robust stochastic facility location: sensitivity analysis and exact solution
• A survey on robustness in railway planning
• An exact robust approach for the integrated berth allocation and quay crane scheduling problem under uncertain arrival times
• Robustness of solutions to the capacitated facility location problem with uncertain demand
• Designing networks with resiliency to edge failures using two-stage robust optimization
• Almost robust discrete optimization
• A robust framework for task-related resident scheduling
• A robust basic cyclic scheduling problem
• Robust combinatorial optimization under convex and discrete cost uncertainty
• A Lagrangian dual method for two-stage robust optimization with binary uncertainties
• Robust two-stage combinatorial optimization problems under convex second-stage cost uncertainty
• Two-stage robust optimization problems with two-stage uncertainty
• Data uncertainty in Markov chains: application to cost-effectiveness analyses of medical innovations
• LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
• Robust Fleet Sizing and Deployment for Industrial and Independent Bulk Ocean Shipping Companies
• Robust optimization model for uncertain multiobjective linear programs
• Robust optimization approximation for joint chance constrained optimization problem
• A robust optimization approach for multicast network coding under uncertain link costs
• Research on the robust optimization of the enterprise's decision on the investment to the collaborative innovation: under the risk constraints
• Robust timing of markdowns
• Optimization under uncertainty of the integrated oil supply chain using stochastic and robust programming
• Robust multi-market newsvendor models with interval demand data
• Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization
• CVaR norm and applications in optimization
• Robust optimization in countably infinite linear programs
• Robust linear optimization under general norms.
• 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
• Approximate robust optimization for the connected facility location problem
• Selected topics in robust convex optimization
• On the role of norm constraints in portfolio selection
• Min-max and min-max regret versions of combinatorial optimization problems: A survey
• Robust optimization approach for a chance-constrained binary knapsack problem
• A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty
• Title not available (Why is that?)
• Single-commodity robust network design problem: complexity, instances and heuristic solutions
• Exact solution of the robust knapsack problem
• Robust discrete optimization and network flows
• A robust-CVaR optimization approach with application to breast cancer therapy
• Robust combinatorial optimization with variable cost uncertainty
• Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection
• Robust option pricing
• Robust portfolio selection under norm uncertainty
• A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
• Robust solutions of linear programming problems contaminated with uncertain data
• A robust optimization approach to dispatching technicians under stochastic service times
• Robust routing in deterministic delay-tolerant networks
• A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
• Line planning in public transportation: models and methods
• Robust optimization - a comprehensive survey
• Light robustness

Uses Software

• Netlib
• NETLIB LP Test Set

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