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Adjustable robust optimization with objective uncertainty (Q6069242)

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scientific article; zbMATH DE number 7764630

Language	Label	Description	Also known as
English	Adjustable robust optimization with objective uncertainty	scientific article; zbMATH DE number 7764630

Statements

scholarly article

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Adjustable robust optimization with objective uncertainty (English)

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Enrico Malaguti

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European Journal of Operational Research

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publication date

14 November 2023

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zbMATH Keywords

uncertainty modelling

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two-stage robust optimization

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reformulation

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Fenchel duality

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branch-and-price

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computational experiments

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MaRDI profile type

MaRDI publication profile

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Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems

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Decomposition for adjustable robust linear optimization subject to uncertainty polytope

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Adjustable robust solutions of uncertain linear programs

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Theory and Applications of Robust Optimization

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Finite Adaptability in Multistage Linear Optimization

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The Price of Robustness

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Convex programming for disjunctive convex optimization

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A comparison of heuristics and relaxations for the capacitated plant location problem

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The congested facility location problem

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Benders decomposition without separability: a computational study for capacitated facility location problems

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Robust location transportation problems under uncertain demands

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Generalized Disjunctive Programming: A Framework for Formulation and Alternative Algorithms for MINLP Optimization

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<i>K</i>-Adaptability in Two-Stage Robust Binary Programming

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Min-max and min-max regret versions of combinatorial optimization problems: A survey

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Two-stage network constrained robust unit commitment problem

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Oracle-based algorithms for binary two-stage robust optimization

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A survey of nonlinear robust optimization

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A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables

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Convex Analysis

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A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse

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On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables

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Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming

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\(K\)-adaptability in two-stage mixed-integer robust optimization

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A survey of adjustable robust optimization

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Solving two-stage robust optimization problems using a column-and-constraint generation method

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.EJOR.2023.06.042

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Sitelinks

Mathematics(1 entry)

mardi Publication:6069242

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