Regularized optimization with spatial coupling for robust decision making

DOI10.1016/J.EJOR.2017.10.037MaRDI QIDQ723991zbMATH OpenOpenAlexFDO

Authors Yuchen Zheng, Ilbin Lee, Nicoleta Serban

Publication date 25 July 2018

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2017.10.037

zbMATH Keywords

large scale optimizationOR in health servicesuncertainty modelingrobustness and sensitivity analysis

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Large-scale problems in mathematical programming (90C06)

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Cited in

(2)

• Quantifying outcome functions of linear programs: an approach based on interval-valued right-hand sides
• The outcome range problem in interval linear programming

Describes a project that uses

Uses Software

• SUTIL
• glasso

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