ROME

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Official website http://www.robustopt.com/

Cited in

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• Carbontracker
• drill-scheduling
• ROGP
• PyROS
• SIPAMPL
• BAYES-NEAREST
• Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches
• A robust optimization approach to diet problem with overall glycemic load as objective function
• A largest empty hypersphere metaheuristic for robust optimisation with implementation uncertainty
• Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
• Incorporating model uncertainty into optimal insurance contract design
• Optimising for energy or robustness? Trade-offs for VM consolidation in virtualized datacenters under uncertainty
• Supply chain network design under uncertainty: a comprehensive review and future research directions
• Binary decision rules for multistage adaptive mixed-integer optimization
• AIMMS
• A unified framework for stochastic optimization
• DDSIP
• A perfect information lower bound for robust lot-sizing problems
• Multipolar robust optimization
• Optimal initial capital induced by the optimized certainty equivalent
• Risk-averse model predictive control
• A survey of adjustable robust optimization
• Compromise solutions for robust combinatorial optimization with variable-sized uncertainty
• A utility theory based interactive approach to robustness in linear optimization
• Decision rule approximations for the risk averse reservoir management problem
• Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
• Decomposition for adjustable robust linear optimization subject to uncertainty polytope
• Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
• IPSSIS
• Robotics
• Distributionally robust joint chance constraints with second-order moment information
• The decision rule approach to optimization under uncertainty: methodology and applications
• The value of the right distribution in stochastic programming with application to a Newsvendor problem
• Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems
• Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization
• Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making
• Data-driven distributionally robust capacitated facility location problem
• A data-driven approach for a class of stochastic dynamic optimization problems
• Structural reliability under uncertainty in moments: distributionally-robust reliability-based design optimization
• KDE distributionally robust portfolio optimization with higher moment coherent risk
• A multi-objective distributionally robust model for sustainable last mile relief network design problem
• Distributionally robust optimization. A review on theory and applications
• A two-stage robust approach to integrated station location and rebalancing vehicle service design in bike-sharing systems
• Data-driven stochastic optimization for distributional ambiguity with integrated confidence region
• Kernel density estimation based distributionally robust mean-CVaR portfolio optimization
• Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets
• ROmodel: modeling robust optimization problems in pyomo
• Distributionally robust multi-period location-allocation with multiple resources and capacity levels in humanitarian logistics
• Multistage adaptive robust optimization for the hydrothermal scheduling problem
• Nutri-Educ
• Risk and complexity in scenario optimization
• Robust grouped variable selection using distributionally robust optimization
• Robust linear classification from limited training data
• Distributionally robust optimization with polynomial densities: theory, models and algorithms
• \(K\)-adaptability in two-stage mixed-integer robust optimization
• Robust post-disaster route restoration
• Multistage robust mixed-integer optimization under endogenous uncertainty
• Multi-factor dependence modelling with specified marginals and structured association in large-scale project risk assessment
• Recent advances in robust optimization: an overview
• New safe approximation of ambiguous probabilistic constraints for financial optimization problem
• Bolstad
• Robust global sourcing under compliance legislation
• ROPI
• Distributionally robust \(L_1\)-estimation in multiple linear regression
• A new approach for worst-case regret portfolio optimization problem
• Environmental game modeling with uncertainties
• T-optimal designs for multi-factor polynomial regression models via a semidefinite relaxation method
• On distributionally robust multiperiod stochastic optimization
• Robust and reliable portfolio optimization formulation of a chance constrained problem
• GUSS
• Distributions with maximum spread subject to Wasserstein distance constraints
• A class of two-stage distributionally robust games
• Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
• Deriving robust counterparts of nonlinear uncertain inequalities
• Robust worst-case optimal investment
• adsimp
• RanGen
• Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball
• Distributionally robust fault detection design and assessment for dynamical systems
• On the complexity of min-max-min robustness with two alternatives and budgeted uncertainty
• SpicyMKL
• An approach to the distributionally robust shortest path problem
• A value function-based approach for robust surgery planning
• Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities
• Robust and distributionally robust optimization models for linear support vector machine
• Robust design of service systems with immobile servers under demand uncertainty
• Risk bounded nonlinear robot motion planning with integrated perception \& control
• Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
• On the multistage shortest path problem under distributional uncertainty
• Two-stage distributionally robust optimization model for warehousing-transportation problem under uncertain environment
• The worst-case discounted regret portfolio optimization problem
• A robust optimization model for managing elective admission in a public hospital
• Multistage adaptive robust optimization for the unit commitment problem
• Convergence analysis for distributionally robust optimization and equilibrium problems
• PROBE
• Robust sensitivity analysis for stochastic systems
• Robust MDPs with k-rectangular uncertainty
• Robust optimization made easy with ROME
• A distributional interpretation of robust optimization
• Price of correlations in stochastic optimization

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