On the power and limitations of affine policies in two-stage adaptive optimization
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Publication:715068
DOI10.1007/S10107-011-0444-4zbMATH Open1267.90083OpenAlexW2107968842MaRDI QIDQ715068FDOQ715068
Authors: Vineet Goyal, Dimitris Bertsimas 
Publication date: 15 October 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-011-0444-4
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Cites Work
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- The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints
- Optimality of affine policies in multistage robust optimization
- Primal and dual linear decision rules in stochastic and robust optimization
- Constrained Stochastic LQC: A Tractable Approach
- A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization
- Design of Affine Controllers via Convex Optimization
- On the power of robust solutions in two-stage stochastic and adaptive optimization problems
- Two-Stage Robust Network Design with Exponential Scenarios
Cited In (58)
- Optimal-transport satisficing with applications to capacitated hub location
- A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization
- Quantifying outcome functions of linear programs: an approach based on interval-valued right-hand sides
- An effective global algorithm for worst-case linear optimization under polyhedral uncertainty
- Behavioral analytics for myopic agents
- LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
- Adjustability in robust linear optimization
- Designing tractable piecewise affine policies for multi-stage adjustable robust optimization
- Robust Capacity Planning for Project Management
- Probability estimation via policy restrictions, convexification, and approximate sampling
- Prescriptive analytics for human resource planning in the professional services industry
- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
- A survey of adjustable robust optimization
- Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems
- Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective
- Robust Optimization with Continuous Decision-Dependent Uncertainty with applications to demand response management
- On the Optimality of Affine Policies for Budgeted Uncertainty Sets
- Multipolar robust optimization
- Duality in two-stage adaptive linear optimization: faster computation and stronger bounds
- Decision rule-based method in solving adjustable robust capacity expansion problem
- Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection
- Expansion planning for waste-to-energy systems using waste forecast prediction sets
- On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
- Conditions under which adjustability lowers the cost of a robust linear program
- Oracle-based algorithms for binary two-stage robust optimization
- Generalized decision rule approximations for stochastic programming via liftings
- Min-Max-Min Optimization with Smooth and Strongly Convex Objectives
- A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization
- Distribution-dependent robust linear optimization with applications to inventory control
- Piecewise static policies for two-stage adjustable robust linear optimization
- Multistage robust mixed-integer optimization with adaptive partitions
- Technical Note—Two-Stage Sample Robust Optimization
- Robust optimal control with adjustable uncertainty sets
- An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
- Affine recourse for the robust network design problem: Between static and dynamic routing
- A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
- Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity
- Robust post-disaster route restoration
- Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem
- Robust homecare service capacity planning
- Robust recycling facility location with clustering
- Affine routing for robust network design
- Adjustable Robust Optimization via Fourier–Motzkin Elimination
- A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
- Optimization under uncertainty and risk: quadratic and copositive approaches
- A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization
- Robust optimization for the vehicle routing problem with multiple deliverymen
- Designing Response Supply Chain Against Bioattacks
- The decision rule approach to optimization under uncertainty: methodology and applications
- Robust convex optimization: a new perspective that unifies and extends
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
- Optimality of affine policies in multistage robust optimization
- LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
- Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization
- On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints
- Pareto adaptive robust optimality via a Fourier-Motzkin elimination lens
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