On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
From MaRDI portal
Publication:747776
DOI10.1007/s10107-014-0818-5zbMath1341.90094OpenAlexW2162210915MaRDI QIDQ747776
Hoda Bidkhori, Dimitris J. Bertsimas
Publication date: 19 October 2015
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-014-0818-5
a priori boundssymmetry factoradjustable linear optimizationaffine policiesrobust linear optimizationsimplex dilation factortranslation factor
Minimax problems in mathematical programming (90C47) Linear programming (90C05) Stochastic programming (90C15)
Related Items (14)
Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization ⋮ Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective ⋮ When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent? ⋮ LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization ⋮ Decision rule-based method in solving adjustable robust capacity expansion problem ⋮ A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization ⋮ Robust convex optimization: a new perspective that unifies and extends ⋮ Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection ⋮ Multipolar robust optimization ⋮ A survey of adjustable robust optimization ⋮ Saddle point approximation approaches for two-stage robust optimization problems ⋮ Two-stage robust mixed integer programming problem with objective uncertainty ⋮ Multistage Robust Mixed-Integer Optimization with Adaptive Partitions ⋮ On the Optimality of Affine Policies for Budgeted Uncertainty Sets
Cites Work
- Primal and dual linear decision rules in stochastic and robust optimization
- On the power and limitations of affine policies in two-stage adaptive optimization
- Optimization over state feedback policies for robust control with constraints
- Selected topics in robust convex optimization
- Adjustable robust solutions of uncertain linear programs
- On the symmetry function of a convex set
- Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
- Distributionally Robust Control of Constrained Stochastic Systems
- On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems
- A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive Optimization
- Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization
- Two-Stage Robust Network Design with Exponential Scenarios
- Bounds for Lattice Polytopes Containing a Fixed Number of Interior Points in a Sublattice
- The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints
- Design of Affine Controllers via Convex Optimization
- Min-max control of constrained uncertain discrete-time linear systems
- Constrained Stochastic LQC: A Tractable Approach
- An Efficient Method to Estimate the Suboptimality of Affine Controllers
- Robust Combinatorial Optimization with Exponential Scenarios
This page was built for publication: On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
