A Relative Robust Optimization Approach for Full Factorial Scenario Design of Data Uncertainty and Ambiguity
DOI10.1007/978-0-387-88617-6_4zbMATH Open1172.90479OpenAlexW123168732MaRDI QIDQ3638501FDOQ3638501
Authors: Matthew J. Realff, Jane C. Ammons, Tiravat Assavapokee 
Publication date: 27 October 2009
Published in: Springer Optimization and Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-0-387-88617-6_4
Recommendations
- Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization
- Min-max regret robust optimization approach on interval data uncertainty
- Robust discrete optimization and its applications
- Robust optimization
- scientific article; zbMATH DE number 773966
Linear programming (90C05) Multi-objective and goal programming (90C29) Mixed integer programming (90C11)
Cites Work
- Partitioning procedures for solving mixed-variables programming problems
- Practical bilevel optimization. Algorithms and applications
- The Price of Robustness
- New Branch-and-Bound Rules for Linear Bilevel Programming
- Robust Optimization of Large-Scale Systems
- Robust solutions of uncertain linear programs
- Robust discrete optimization and its applications
- A multivariate partition approach to optimization problems
- Robust discrete optimization and network flows
- Robust solutions of linear programming problems contaminated with uncertain data
- A Branch and Bound Algorithm for the Bilevel Programming Problem
- Handbook of semidefinite programming. Theory, algorithms, and applications
- Multilevel optimization: algorithms and applications
- Robust convex optimization
- Some properties of the bilevel programming problem
- On the complexity of a class of combinatorial optimization problems with uncertainty
- Minmax regret solutions for minimax optimization problems with uncertainty
- Linear-fractional programming. Theory, methods, applications and software.
- Making a Case for Robust Optimization Models
- A heuristic to minimax absolute regret for linear programs with interval objective function coefficients
- Minimising the maximum relative regret for linear programmes with interval objective function coefficients
- Interior point methods of mathematical programming
- Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization
- Min-max regret robust optimization approach on interval data uncertainty
Cited In (1)
This page was built for publication: A Relative Robust Optimization Approach for Full Factorial Scenario Design of Data Uncertainty and Ambiguity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3638501)
