Robust optimization-methodology and applications
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(only showing first 100 items - show all)- Robust multi-echelon multi-period inventory control
- Stability and continuity in robust optimization
- On the convergence properties of a smoothing approach for mathematical programs with symmetric cone complementarity constraints
- Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation
- Optimal robust insurance with a finite uncertainty set
- Robustness in deterministic vector optimization
- A multiplicative weights update algorithm for packing and covering semi-infinite linear programs
- Robust binary optimization using a safe tractable approximation
- Characterization of norm-based robust solutions in vector optimization
- Robustness in nonsmooth nonconvex optimization problems
- On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty
- Support vector machine classifiers with uncertain knowledge sets via robust optimization
- A survey of nonlinear robust optimization
- A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees
- Solving multistage quantified linear optimization problems with the alpha-beta nested Benders decomposition
- Robust formulations for economic lot-sizing problem with remanufacturing
- Robust execution strategies for project scheduling with unreliable resources and stochastic durations
- A class of two-stage distributionally robust games
- Robust optimization by fuzzy linear programming
- Some characterizations of approximate solutions for robust semi-infinite optimization problems
- An algorithmic approach to multiobjective optimization with decision uncertainty
- New robust optimization counterpart for linear optimization with uncertain data
- Robust Optimization Model for a Class of Uncertain Linear Programs
- Robust Optimization Models for Flight Rerouting
- Robust combinatorial optimization under budgeted-ellipsoidal uncertainty
- Variable-sized uncertainty and inverse problems in robust optimization
- Robust duality for robust efficient solutions in uncertain vector optimization problems
- Solving equations and optimization problems with uncertainty
- Constrained Markov decision processes with uncertain costs
- A robust optimisation approach to the problem of supplier selection and allocation in outsourcing
- On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints
- A robust probability classifier based on the modified \(\chi^2\)-distance
- Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
- Robust storage assignment in stack- and queue-based storage systems
- Robust optimization approximation for ambiguous P-model and its application
- On approximate solutions and saddle point theorems for robust convex optimization
- A new theoretical framework for robust optimization under multi-band uncertainty
- Supermodular covering knapsack polytope
- Compromise solutions for robust combinatorial optimization with variable-sized uncertainty
- Appointment scheduling with a quantile objective
- On the on-line maintenance scheduling problem
- A survey of robust optimization
- Robust optimization of the rate of penetration of a drill-string using a stochastic nonlinear dynamical model
- Convergence of an SDP hierarchy and optimality of robust convex polynomial optimization problems
- Strong and total Fenchel dualities for robust convex optimization problems
- Cardinality-constrained distributionally robust portfolio optimization
- Method for determining the maximum allowable capacity of wind farm based on box set robust optimization
- Robust optimization of subsurface flow using polynomial chaos and response surface surrogates
- Minimizing worst-case and average-case makespan over scenarios
- Conjugate duality in set optimization via nonlinear scalarization
- Online resource allocation under partially predictable demand
- A robust optimization model for multi-product two-stage capacitated production planning under uncertainty
- Sparse regression modeling for short- and long-term natural gas demand prediction
- Computationally tractable counterparts of distributionally robust constraints on risk measures
- Two-stage linear decision rules for multi-stage stochastic programming
- A dynamic multi-period general routing problem arising in postal service and parcel delivery systems
- Near-optimal solutions of convex semi-infinite programs via targeted sampling
- The wait-and-judge scenario approach applied to antenna array design
- An approach to the distributionally robust shortest path problem
- On the complexity of robust bilevel optimization with uncertain follower's objective
- Tractable approximation to robust nonlinear production frontier problem
- Optimality conditions for robust nonsmooth multiobjective optimization problems in asplund spaces
- A model of distributionally robust two-stage stochastic convex programming with linear recourse
- A certified model reduction approach for robust parameter optimization with PDE constraints
- On some efficiency conditions for vector optimization problems with uncertain cone constraints: a robust approach via set-valued inclusions
- Primal-dual interior-point methods for domain-driven formulations
- Global optimality condition for quadratic optimization problems under data uncertainty
- The new robust conic GPLM method with an application to finance: prediction of credit default
- Characterizing a class of robust vector polynomial optimization via sum of squares conditions
- Derivative-free robust optimization for circuit design
- Weighted robust optimality of convex optimization problems with data uncertainty
- Multistage robust discrete optimization via quantified integer programming
- A general framework for robust topology optimization under load-uncertainty including stress constraints
- A new data-driven robust optimization approach to multi-item newsboy problems
- Characterizing robust weak sharp solution sets of convex optimization problems with uncertainty
- Model order reduction techniques with a posteriori error control for nonlinear robust optimization governed by partial differential equations
- Prescriptive analytics for human resource planning in the professional services industry
- Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function
- Finding robust global optimal values of bilevel polynomial programs with uncertain linear constraints
- An uncertain minimization problem: robust optimization versus optimization of robustness
- Portfolio selection under model uncertainty: a penalized moment-based optimization approach
- Biobjective robust simulation-based optimization for unconstrained problems
- Scalarization and robustness in uncertain vector optimization problems: a non componentwise approach
- LR-NIMBUS: an interactive algorithm for uncertain multiobjective optimization with lightly robust efficient solutions
- The whole random optimization with application
- An interval sequential linear programming for nonlinear robust optimization problems
- Generalized bounded rationality and robust multicommodity network design
- Discretization-based algorithms for generalized semi-infinite and bilevel programs with coupling equality constraints
- An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
- Some characterizations of robust solution sets for uncertain convex optimization problems with locally Lipschitz inequality constraints
- Global optimality conditions and duality theorems for robust optimal solutions of optimization problems with data uncertainty, using underestimators
- Uncertain bidding zone configurations: the role of expectations for transmission and generation capacity expansion
- Online first-order framework for robust convex optimization
- Support vector regression for polyhedral and missing data
- The radius of robust feasibility of uncertain mathematical programs: a survey and recent developments
- Accounting for non-normal distribution of input variables and their correlations in robust optimization
- Norm induced polyhedral uncertainty sets for robust linear optimization
- ROmodel: modeling robust optimization problems in pyomo
- Robust Hedging of Electricity Retail Portfolios with CVaR Constraints
- Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study
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