Optimization Online


Robust Optimization Submissions - 2011

January 2011

Chance-Constrained Linear Matrix Inequalities with Dependent Perturbations: A Safe Tractable Approximation Approach
Sin-Shuen Cheung, Anthony Man-Cho So, Kuncheng Wang

February 2011

Affine recourse for the robust network design problem: between static and dynamic routing
Michael Poss, Christian Raack

Models and Algorithms for Distributionally Robust Least Squares Problems
Sanjay Mehrotra, He Zhang

Robust Energy Cost Optimization of Water Distribution System with Uncertain Demand
Alexander Goryashko, Arkadi Nemirovski

Robust Production Management
Vincent Guigues

Robust mid-term power generation management
Vincent Guigues, René Aid, Papa Momar Ndiaye, François Oustry, François Romanet

Cutset Inequalities for Robust Network Design
Arie M.C.A. Koster, Manuel Kutschka, Christian Raack

Recoverable Robust KNapsacks: $\Gamma$-Scenarios
Christina Büsing, Arie M.C.A. Koster, Manuel Kutschka

Recoverable Robust Knapsack: the Discrete Scenario Case
Christina Büsing, Arie M.C.A. Koster, Manuel Kutschka

March 2011

Planning Wireless Networks with Demand Uncertainty using Robust Optimization
Grit Claßen, Arie M. C. A. Koster, Anke Schmeink

April 2011

On the Robust Knapsack Problem
Michele Monaci, Ulrich Pferschy

A Robust Robust Optimization Result
Martina Gancarova, Michael Todd

June 2011

Immunizing conic quadratic optimization problems
Aharon Ben-Tal, Dick Den Hertog

Solving Two-stage Robust Optimization Problems by A Constraint-and-Column Generation Method
Bo Zeng

Robust solutions of optimization problems affected by uncertain probabilities
Aharon Ben-Tal, Dick Den Hertog, Anja De Waegenaere, Bertrand Melenberg, Gijs Rennen

August 2011

A Polynomial-Time Solution Scheme for Quadratic Stochastic Programs
Paula Rocha, Daniel Kuhn

Optimal Job Scheduling with Day-ahead Price and Random Local Distributed Generation: A Two-stage Robust Approach
Anna Danandeh, Long Zhao, Bo Zeng, Mehrnaz Abdollahian

September 2011

Robust Network Design: Formulations, Valid Inequalities, and Computations
Arie M.C.A. Koster, Manuel Kutschka, Christian Raack

November 2011

Robust counterparts of inequalities containing sums of maxima of linear functions
Bram L. Gorissen, Dick Den Hertog

December 2011

Robust and Trend-following Student's t Kalman Smoothers
Aleksandr Y. Aravkin, James V. Burke, Gianluigi Pillonetto

The Decision Rule Approach to Optimisation under Uncertainty: Methodology and Applications in Operations Management
Angelos Georghiou, Wolfram Wiesemann, Daniel Kuhn

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