Optimization Online


Robust Optimization Submissions - 2007

January 2007

From CVaR to Uncertainty Set: Implications in Joint Chance
Melyn Sim, Chung Piaw Teo, Wenqing Chen, Sun Jie

February 2007

Experiments in Robust Portfolio Optimization
Daniel Bienstock

April 2007

Robust Inventory Management Using Tractable Replenishment Policies
Chuen-Teck See, Melvyn Sim

May 2007

The Value of Information in Inventory Management
Gokhan Metan, Aurelie Thiele

June 2007

Explicit reformulations for robust optimization problems with general uncertainty sets
Igor Averbakh, Yun-Bin Zhao

July 2007

The Exact Feasibility of Randomized Solutions of Robust Convex Programs
Marco Campi, Simone Garatti

August 2007

A Min-Max Regret Robust Optimization Approach for Large Scale Full Factorial Scenario Design of Data Uncertainty
Tiravat Assavapokee, Matthew Realff, Jane Ammons

Robust Nonconvex Optimization for Simulation-based Problems
Dimitris Bertsimas, Omid Nohadani, Kwong Meng Teo

December 2007

A Log-Robust Optimization Approach to Portfolio Management
Ban Kawas, Aurelie Thiele

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