Pages that link to "Item:Q1306344"

The following pages link to Robust solutions of uncertain linear programs (Q1306344):

Displaying 50 items.

• Copositivity and complete positivity. Abstracts from the workshop held October 29 -- Novermber 4, 2017 (Q1731962) (← links)
• Robust counterpart optimization for the redundancy allocation problem in series-parallel systems with component mixing under uncertainty (Q1732164) (← links)
• Fitting random cash management models to data (Q1734858) (← links)
• The resource constrained shortest path problem with uncertain data: a robust formulation and optimal solution approach (Q1738828) (← links)
• Robust and sustainable supply chains under market uncertainties and different risk attitudes -- a case study of the German biodiesel market (Q1744521) (← links)
• Distributed algorithm for robust resource allocation with polyhedral uncertain allocation parameters (Q1747000) (← links)
• Planning solid waste collection with robust optimization: location-allocation, receptacle type, and service frequency (Q1748512) (← links)
• Compromise solutions for robust combinatorial optimization with variable-sized uncertainty (Q1750469) (← links)
• An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
• A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides (Q1753067) (← links)
• A utility theory based interactive approach to robustness in linear optimization (Q1753136) (← links)
• Anchored reactive and proactive solutions to the CPM-scheduling problem (Q1753557) (← links)
• Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs (Q1754722) (← links)
• Supply location and transportation planning for hurricanes: a two-stage stochastic programming framework (Q1755236) (← links)
• Robust multicovers with budgeted uncertainty (Q1755380) (← links)
• Production planning in furniture settings via robust optimization (Q1761958) (← links)
• Uncertain convex programs: randomized solutions and confidence levels (Q1769067) (← links)
• Inverse conic programming with applications (Q1779714) (← links)
• A decomposition approach for optimal gas network extension with a finite set of demand scenarios (Q1787320) (← links)
• Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study (Q1789594) (← links)
• Likelihood robust optimization for data-driven problems (Q1789597) (← links)
• Log-robust portfolio management with parameter ambiguity (Q1789607) (← links)
• A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches (Q1789611) (← links)
• Regularized decomposition of large scale block-structured robust optimization problems (Q1789623) (← links)
• Centered solutions for uncertain linear equations (Q1789636) (← links)
• A robust service selection method based on uncertain QoS (Q1793806) (← links)
• Robust-based interactive portfolio selection problems with an uncertainty set of returns (Q1794340) (← links)
• A new equivalent transformation for interval inequality constraints of interval linear programming (Q1794830) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Robust assessment of collapse resistance of structures under uncertain loads based on info-gap model (Q1798554) (← links)
• Robust optimization-methodology and applications (Q1849501) (← links)
• Tractable approximation to robust nonlinear production frontier problem (Q1925472) (← links)
• On safe tractable approximations of chance constraints (Q1926690) (← links)
• Robust risk management (Q1926976) (← links)
• Mixed complementarity problems for robust optimization equilibrium in bimatrix game. (Q1928177) (← links)
• A framework for optimization under ambiguity (Q1931627) (← links)
• Linear programming with uncertain data: some extensions to robust optimization (Q1935291) (← links)
• Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (Q1935293) (← links)
• Robust combinatorial optimization with variable budgeted uncertainty (Q1942010) (← links)
• Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267) (← links)
• The whole random optimization with application (Q1949578) (← links)
• Prescriptive analytics for human resource planning in the professional services industry (Q1991173) (← links)
• Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules (Q1996732) (← links)
• A congested capacitated multi-level fuzzy facility location problem: an efficient drone delivery system (Q2003419) (← links)
• A unified model for regularized and robust portfolio optimization (Q2007869) (← links)
• Oracle-based algorithms for binary two-stage robust optimization (Q2023665) (← links)
• Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry (Q2026523) (← links)
• Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making (Q2030473) (← links)
• Strong formulations for conic quadratic optimization with indicator variables (Q2039236) (← links)
• An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation (Q2044572) (← links)