On the power and limitations of affine policies in two-stage adaptive optimization
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Cites work
- A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization
- Adjustable robust solutions of uncertain linear programs
- Constrained Stochastic LQC: A Tractable Approach
- Design of Affine Controllers via Convex Optimization
- Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
- Min-max control of constrained uncertain discrete-time linear systems
- On the power of robust solutions in two-stage stochastic and adaptive optimization problems
- Optimality of affine policies in multistage robust optimization
- Primal and dual linear decision rules in stochastic and robust optimization
- Robust Combinatorial Optimization with Exponential Scenarios
- Selected topics in robust convex optimization
- The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints
- Two-Stage Robust Network Design with Exponential Scenarios
Cited in
(60)- An effective global algorithm for worst-case linear optimization under polyhedral uncertainty
- LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
- Quantifying outcome functions of linear programs: an approach based on interval-valued right-hand sides
- On Finite Adaptability in Two-Stage Distributionally Robust Optimization
- Pareto adaptive robust optimality via a Fourier-Motzkin elimination lens
- Behavioral analytics for myopic agents
- A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization
- Adjustability in robust linear optimization
- Designing tractable piecewise affine policies for multi-stage adjustable robust optimization
- Optimal-transport satisficing with applications to capacitated hub location
- The decision rule approach to optimization under uncertainty: methodology and applications
- Duality in two-stage adaptive linear optimization: faster computation and stronger bounds
- Optimization under uncertainty and risk: quadratic and copositive approaches
- Conditions under which adjustability lowers the cost of a robust linear program
- A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
- Supermodularity and affine policies in dynamic robust optimization
- 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?
- On the optimality of affine policies for budgeted uncertainty sets
- A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
- Decision rule-based method in solving adjustable robust capacity expansion problem
- Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem
- Risk-averse two-stage stochastic program with distributional ambiguity
- Technical note -- two-stage sample robust optimization
- Robust optimization for the vehicle routing problem with multiple deliverymen
- Designing response supply chain against bioattacks
- Prescriptive analytics for human resource planning in the professional services industry
- A primal-dual lifting scheme for two-stage robust optimization
- Adjustable robust optimization reformulations of two-stage worst-case regret minimization problems
- Robust recycling facility location with clustering
- Multipolar robust optimization
- Min-Max-Min Optimization with Smooth and Strongly Convex Objectives
- A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization
- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
- Computing the maximum volume inscribed ellipsoid of a polytopic projection
- Robust post-disaster route restoration
- A survey of adjustable robust optimization
- Distribution-dependent robust linear optimization with applications to inventory control
- Oracle-based algorithms for binary two-stage robust optimization
- Robust optimal control with adjustable uncertainty sets
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
- Robust homecare service capacity planning
- Robust Optimization with Continuous Decision-Dependent Uncertainty with applications to demand response management
- Design of near optimal decision rules in multistage adaptive mixed-integer optimization
- Affine routing for robust network design
- Expansion planning for waste-to-energy systems using waste forecast prediction sets
- On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
- Adjustable robust optimization via Fourier-Motzkin elimination
- Optimality of affine policies in multistage robust optimization
- Generalized decision rule approximations for stochastic programming via liftings
- Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective
- LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
- Robust capacity planning for project management
- Multistage robust mixed-integer optimization with adaptive partitions
- Affine recourse for the robust network design problem: between static and dynamic routing
- Probability estimation via policy restrictions, convexification, and approximate sampling
- On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
- Robust convex optimization: a new perspective that unifies and extends
- Piecewise static policies for two-stage adjustable robust linear optimization
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