Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective
From MaRDI portal
Recommendations
- LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
- LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
- A symmetrical linear maxmin approach to disjoint bilinear programming
- Concavity cuts for disjoint bilinear programming
- A new reformulation-linearization technique for bilinear programming problems
Cites work
- K-adaptability in two-stage robust binary programming
- A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides
- A cutting plane algorithm for solving bilinear programs
- A finitely convergent algorithm for bilinear programming problems using polar cuts and disjunctive face cuts
- A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization
- A Linear Decision-Based Approximation Approach to Stochastic Programming
- A new reformulation-linearization technique for bilinear programming problems
- A note on the solution of bilinear programming problems by reduction to concave minimization
- A perspective-based convex relaxation for switched-affine optimal control
- A relaxation method for nonconvex quadratically constrained quadratic programs
- A symmetrical linear maxmin approach to disjoint bilinear programming
- Adjustable robust optimization via Fourier-Motzkin elimination
- Adjustable robust solutions of uncertain linear programs
- An Affine Control Method for Optimal Dynamic Asset Allocation with Transaction Costs
- Bilinear modeling solution approach for fixed charge network flow problems
- Bilinear programming: An exact algorithm
- Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
- Computing the maximum volume inscribed ellipsoid of a polytopic projection
- Concavity cuts for disjoint bilinear programming
- Conic programming reformulations of two-stage distributionally robust linear programs over Wasserstein balls
- Convex Maximization via Adjustable Robust Optimization
- Convex programming for disjunctive convex optimization
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
- Deriving robust counterparts of nonlinear uncertain inequalities
- Duality in robust optimization: Primal worst equals dual best
- Duality in two-stage adaptive linear optimization: faster computation and stronger bounds
- Enumeration of Nash equilibria for two-player games
- Equilibrium Points of Bimatrix Games
- Generalized Benders decomposition
- Generalized convex disjunctive programming: Nonlinear convex hull relaxation
- scientific article; zbMATH DE number 3177183 (Why is no real title available?)
- scientific article; zbMATH DE number 1266748 (Why is no real title available?)
- Hybrid systems: computation and control. 5th international workshop, HSCC 2002, Stanford, CA, USA, March 25--27, 2002. Proceedings
- Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management
- Mixed-integer nonlinear programs featuring ``on/off constraints
- Multi-period portfolio optimization with linear control policies
- Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
- Multistage robust mixed-integer optimization with adaptive partitions
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
- Nonconvex quadratically constrained quadratic programming: Best D.C. Decompositions and their SDP representations
- On convex relaxations for quadratically constrained quadratic programming
- On mathematical programming with indicator constraints
- On the optimality of affine policies for budgeted uncertainty sets
- On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
- On the power and limitations of affine policies in two-stage adaptive optimization
- Optimal Facility Location with Concave Costs
- Optimality of affine policies in multistage robust optimization
- Perspective functions: properties, constructions, and examples
- Perspective reformulations of mixed integer nonlinear programs with indicator variables
- QCQP
- Robust approximation to multiperiod inventory management
- Robust capacity expansion of network flows
- Robust counterparts of inequalities containing sums of maxima of linear functions
- Robust location transportation problems under uncertain demands
- Robust optimization
- Robust Optimization for Models with Uncertain Second-Order Cone and Semidefinite Programming Constraints
- Robust optimization of sums of piecewise linear functions with application to inventory problems
- Robust resource allocations in temporal networks
- SCIP
- Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming
- Semidefinite Programming and Nash Equilibria in Bimatrix Games
- Solving two-stage robust optimization problems using a column-and-constraint generation method
- Supermodularity and affine policies in dynamic robust optimization
- Technical note: Deriving robust and globalized robust solutions of uncertain linear programs with general convex uncertainty sets
- The bilinear assignment problem: complexity and polynomially solvable special cases
- The bilinear programming problem
- The inverse optimal value problem
- Two-person nonzero-sum games and quadratic programming
- Two-Stage Robust Network Flow and Design Under Demand Uncertainty
- Uncertain linear programs: extended affinely adjustable robust counterparts
- Variations and extension of the convex-concave procedure
Cited in
(7)- LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
- Optimization under uncertainty and risk: quadratic and copositive approaches
- Pareto adaptive robust optimality via a Fourier-Motzkin elimination lens
- LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
- Adjustability in robust linear optimization
- Adjustable target-oriented robust optimization for inventory management
- New finite relaxation hierarchies for concavo-convex, disjoint bilinear programs, and facial disjunctions
This page was built for publication: Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5057987)
