An Exact Algorithm for Large-Scale Continuous Nonlinear Resource Allocation Problems with Minimax Regret Objectives

DOI10.1287/IJOC.2020.0999MaRDI QIDQ5085488zbMATH OpenOpenAlexFDO

Authors Hadi El-Amine, Nevin Mutlu, Jung Ho Park

Publication date 27 June 2022

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.2020.0999

zbMATH Keywords

robust optimizationcontinuous nonlinear optimizationBenders-type decompositioninterval minimax regret

Mathematics Subject Classification ID

Numerical analysis (65-XX) Operations research, mathematical programming (90-XX)

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Cites work

• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
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• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
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• On the complexity of minmax regret linear programming
• On the complexity of the continuous unbounded knapsack problem with uncertain coefficients
• Regret in the Newsvendor Model with Partial Information
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• Robust optimization
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• Search and Its Optimization
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• \textsc{PySCIPOpt}: mathematical programming in Python with the SCIP optimization suite

Cited in

(1)

• Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization

Describes a project that uses

Uses Software

• PySCIPOpt
• SCIP

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