Relative Robust and Adaptive Optimization

DOI10.1287/ijoc.2018.0860OpenAlexW2984068585WikidataQ120697863 ScholiaQ120697863MaRDI QIDQ3386774

Iain Dunning, Dimitris J. Bertsimas

Publication date: 7 January 2021

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2018.0860

zbMATH Keywords

algorithmslinear programmingstochastic programminginteger programmingapplications

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Related Items (2)

Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems ⋮ Frameworks and results in distributionally robust optimization

Uses Software

• Gurobi
• JuMP

Cites Work

• Unnamed Item
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• Minimax regret p-center location on a network with demand uncertainty
• Robust stability of the systems with mixed uncertainties under the IQC descriptions
• Finite Adaptability in Multistage Linear Optimization
• JuMP: A Modeling Language for Mathematical Optimization

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