Robust optimization-methodology and applications
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(only showing first 100 items - show all)- Duality in robust optimization: Primal worst equals dual best
- Robust improvement schemes for road networks under demand uncertainty
- Robust optimization - a comprehensive survey
- The submodular knapsack polytope
- Robust multi-echelon multi-period inventory control
- A dual-interval vertex analysis method and its application to environmental decision making under uncertainty
- Robust solutions of uncertain linear programs
- On the formulation and solution of robust performance problems
- Robust solutions of linear programming problems contaminated with uncertain data
- Solving equations and optimization problems with uncertainty
- Robust optimization of mixed CVaR STARR ratio using copulas
- Robust optimization of subsurface flow using polynomial chaos and response surface surrogates
- Robust vehicle routing problem with hard time windows under demand and travel time uncertainty
- Method for determining the maximum allowable capacity of wind farm based on box set robust optimization
- Decision uncertainty in multiobjective optimization
- Variable-sized uncertainty and inverse problems in robust optimization
- Minimizing worst-case and average-case makespan over scenarios
- Data-driven robust optimization
- On the convergence properties of a smoothing approach for mathematical programs with symmetric cone complementarity constraints
- 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
- Primal worst and dual best in robust vector optimization
- Robust optimization approximation for ambiguous P-model and its application
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
- Robustness in deterministic vector optimization
- Robust combinatorial optimization under budgeted-ellipsoidal uncertainty
- Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation
- A survey of adjustable robust optimization
- On the on-line maintenance scheduling problem
- Compromise solutions for robust combinatorial optimization with variable-sized uncertainty
- Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances
- Supermodular covering knapsack polytope
- A utility theory based interactive approach to robustness in linear optimization
- A survey on robustness in railway planning
- Robust storage assignment in stack- and queue-based storage systems
- Robust binary optimization using a safe tractable approximation
- Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
- On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty
- A robust optimization model for multi-product two-stage capacitated production planning under uncertainty
- Tractable approximation to robust nonlinear production frontier problem
- Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty
- Robust combinatorial optimization with variable budgeted uncertainty
- The whole random optimization with application
- Portfolio selection under model uncertainty: a penalized moment-based optimization approach
- Prescriptive analytics for human resource planning in the professional services industry
- A certified model reduction approach for robust parameter optimization with PDE constraints
- Robust formulations for economic lot-sizing problem with remanufacturing
- Robust multi-period and multi-objective portfolio selection
- Global optimality condition for quadratic optimization problems under data uncertainty
- An interval branch and bound method for global robust optimization
- Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function
- On the complexity of robust bilevel optimization with uncertain follower's objective
- An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
- Global optimality conditions and duality theorems for robust optimal solutions of optimization problems with data uncertainty, using underestimators
- Biobjective robust simulation-based optimization for unconstrained problems
- Scalarization and robustness in uncertain vector optimization problems: a non componentwise approach
- A new data-driven robust optimization approach to multi-item newsboy problems
- Near-optimal solutions of convex semi-infinite programs via targeted sampling
- Norm induced polyhedral uncertainty sets for robust linear optimization
- Accounting for non-normal distribution of input variables and their correlations in robust optimization
- ROmodel: modeling robust optimization problems in pyomo
- An interval sequential linear programming for nonlinear robust optimization problems
- Two-stage linear decision rules for multi-stage stochastic programming
- Optimality conditions for robust nonsmooth multiobjective optimization problems in asplund spaces
- On approximate efficiency for nonsmooth robust vector optimization problems
- LR-NIMBUS: an interactive algorithm for uncertain multiobjective optimization with lightly robust efficient solutions
- An algorithmic approach to multiobjective optimization with decision uncertainty
- Characterization of norm-based robust solutions in vector optimization
- Uncertain bidding zone configurations: the role of expectations for transmission and generation capacity expansion
- Weighted robust optimality of convex optimization problems with data uncertainty
- A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization
- Robust spotter scheduling in trailer yards
- On approximate solutions and saddle point theorems 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
- Characterizing robust weak sharp solution sets of convex optimization problems with uncertainty
- Robust linear optimization under matrix completion
- Strong and total Fenchel dualities for robust convex optimization problems
- Robust optimization of the rate of penetration of a drill-string using a stochastic nonlinear dynamical model
- Discretization-based algorithms for generalized semi-infinite and bilevel programs with coupling equality constraints
- A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty
- Maximum excess dominance: identifying impractical solutions in linear problems with interval coefficients
- An integrated supply chain configuration model and procurement management under uncertainty: a set-based robust optimization methodology
- A model of distributionally robust two-stage stochastic convex programming with linear recourse
- A general framework for robust topology optimization under load-uncertainty including stress constraints
- Exploiting problem structure in optimization under uncertainty via online convex optimization
- The wait-and-judge scenario approach applied to antenna array design
- Dynamic network design problem under demand uncertainty: an adjustable robust optimization approach
- On \(\epsilon\)-solutions for robust semi-infinite optimization problems
- Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems
- Some characterizations of robust solution sets for uncertain convex optimization problems with locally Lipschitz inequality constraints
- Derivative-free robust optimization for circuit design
- RMARS: robustification of multivariate adaptive regression spline under polyhedral uncertainty
- Strong duality for robust minimax fractional programming problems
- Robust nonlinear optimization with conic representable uncertainty set
- Optimality conditions and duality for arcwise connected interval optimization problems
- Robust and reliable portfolio optimization formulation of a chance constrained problem
- Distribution-robust loss-averse optimization
- Finding robust global optimal values of bilevel polynomial programs with uncertain linear constraints
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