Robust linear optimization under general norms.
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Cites work
- scientific article; zbMATH DE number 3235634 (Why is no real title available?)
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- Delegated portfolio management under ambiguity aversion
- On approximate solutions for robust convex semidefinite optimization problems
- Robust goal programming using different robustness echelons via norm-based and ellipsoidal uncertainty sets
- Variable-sized uncertainty and inverse problems in robust optimization
- Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs
- Robust optimization approximation for ambiguous P-model and its application
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- Robust combinatorial optimization under budgeted-ellipsoidal uncertainty
- DC formulations and algorithms for sparse optimization problems
- An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets
- Robust portfolio selection problem under temperature uncertainty
- A utility theory based interactive approach to robustness in linear optimization
- Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study
- Linear Huber M-estimator under ellipsoidal data uncertainty
- Mixed complementarity problems for robust optimization equilibrium in bimatrix game.
- Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty
- Prescriptive analytics for human resource planning in the professional services industry
- Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making
- Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function
- On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization
- Norm induced polyhedral uncertainty sets for robust linear optimization
- An efficient algorithm for the extended trust-region subproblem with two linear constraints
- Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
- On approximate efficiency for nonsmooth robust vector optimization problems
- Frameworks and results in distributionally robust optimization
- A robust multi-objective model for managing the distribution of perishable products within a green closed-loop supply chain
- Hybrid stochastic and robust optimization model for lot-sizing and scheduling problems under uncertainties
- Characterization of norm-based robust solutions in vector optimization
- Two-stage robust optimization for the orienteering problem with stochastic weights
- Recent developments in robust portfolios with a worst-case approach
- Robust counterparts of inequalities containing sums of maxima of linear functions
- Robust linear optimization under matrix completion
- Robust SOS-convex polynomial optimization problems: exact SDP relaxations
- Robust investment decisions under supply disruption in petroleum markets
- Strong and total Fenchel dualities for robust convex optimization problems
- A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty
- An integrated supply chain configuration model and procurement management under uncertainty: a set-based robust optimization methodology
- Uniform distributions and random variate generation over generalized \(l_p\) balls and spheres
- Robust linear programming with norm uncertainty
- Robust nonlinear optimization with conic representable uncertainty set
- Robust and reliable portfolio optimization formulation of a chance constrained problem
- Robust multiperiod portfolio management in the presence of transaction costs
- A composite risk measure framework for decision making under uncertainty
- 2-stage robust MILP with continuous recourse variables
- Consistent and robust ranking in imprecise data envelopment analysis under perturbations of random subsets of data
- Robust multiclass kernel-based classifiers
- Solving asymmetric variational inequalities via convex optimization
- Tractable approximations to robust conic optimization problems
- Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
- Robust game theory
- Strong formulations of robust mixed 0-1 programming
- Deriving robust counterparts of nonlinear uncertain inequalities
- On -solutions for robust fractional optimization problems
- Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization
- Dual characterizations of set containments involving uncertain polyhedral sets in Banach spaces with applications
- A robust optimization model for distribution network design under a mixed integer set of scenarios
- An iterative security game for computing robust and adaptive network flows
- Joint robust optimization of bed capacity, nurse staffing, and care access under uncertainty
- On -solutions for convex optimization problems with uncertainty data
- Trust region subproblem with an additional linear inequality constraint
- Robust optimization in countably infinite linear programs
- Robust scheduling with logic-based Benders decomposition
- Technical note: Deriving robust and globalized robust solutions of uncertain linear programs with general convex uncertainty sets
- Robust option pricing
- Robust portfolio selection under norm uncertainty
- Robustness in Multi-criteria Decision Aiding
- Uncertain linear programs: extended affinely adjustable robust counterparts
- CVaR (superquantile) norm: stochastic case
- A brief overview of interdiction and robust optimization
- On the integration of row and column uncertainty in robust linear programming
- A robust asset-liability management framework for investment products with guarantees
- Polytopal balls arising in optimization
- Robust Norm Equivalencies and Preconditioning
- Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets
- Metric-preserving reduction of earth mover's distance
- Robust Optimization Model for a Class of Uncertain Linear Programs
- Robust optimization with applications to game theory
- scientific article; zbMATH DE number 19662 (Why is no real title available?)
- Mixed complementarity problems for robust optimization equilibrium under \(l_1\cap l_\infty\)-norm
- Cardinality of upper average and its application to network optimization
- Optimization with reference-based robust preference constraints
- On the Leibniz rule for random variables
- Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
- Some singular value inequalities via convexity
- A robust optimization approach to emergency vehicle scheduling
- CVaR norm and applications in optimization
- Linear fractional program under interval and ellipsoidal uncertainty
- A general solution for robust linear programs with distortion risk constraints
- Generalized bounded rationality and robust multicommodity network design
- Technical note: A robust perspective on transaction costs in portfolio optimization
- Distribution-dependent robust linear optimization with applications to inventory control
- Online resource allocation under partially predictable demand
- Probabilistic guarantees in robust optimization
- Solving a new robust green cellular manufacturing problem with environmental issues under uncertainty using Benders decomposition
- Parallel Machine Scheduling Under Uncertainty: Models and Exact Algorithms
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