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Robust Optimization Submissions - 2013

January 2013

Robust Least Square Semidefinite Programming with Applications to Correlation Stress Testing
G. Li, K.C. Ma, T.K. Pong

Robust Optimization under Multi-band Uncertainty - Part I: Theory
Christina B├╝sing, Fabio D'Andreagiovanni


February 2013

Distributionally Robust Convex Optimization
Wolfram Wiesemann, Daniel Kuhn, Melvyn Sim

Robust combinatorial optimization with cost uncertainty
Michael Poss


March 2013

Adjustable Robust Parameter Design with Unknown Distributions
ihsan Yanikoglu, Dick den Hertog, Jack P.C. Kleijnen


April 2013

Robust Shortest Path Problems with Two Uncertain Multiplicative Cost Coefficients
Changhyun Kwon, Tae Han Lee, Paul Berglund


May 2013

Distributionally robust control of constrained stochastic systems
Bart P.G. Van Parys, Kuhn Daniel, Paul J. Goulart, Manfred Morari

Asymptotic Convergence Analysis for Distributional Robust Optimization and Equilibrium Problems
Hailin Sun, Huifu Xu

Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals
Xiaobo Li, Karthik Natarajan, Xuan Vinh Doan

CVaR Approximations for Minimax and Robust Convex Optimization
Edward Anderson, Huifu Xu, Dali Zhang


June 2013

A Robust Formulation of the Uncertain Set Covering Problem
Dirk Degel, Pascal Lutter

Robust Optimization of a Class of Bi-Convexe Functions with Application to Inventory Problems
Amir Ardestani-Jaafari, Erick Delage


August 2013

Flexible Solutions to Maritime Inventory Routing Problems with Delivery Time Windows
Chengliang Zhang, George Nemhauser, Joel Sokol, Myun-Seok Cheon, Ahmet Keha

Robust Critical Node Selection by Benders Decomposition
Joe Naoum-Sawaya, Christoph Buchheim


September 2013

Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization
Dimitris Bertsimas, Angelos Georghiou

A Convex Optimization Approach for Computing Correlated Choice Probabilities with Many Alternatives
Selin Ahipasaoglu, Xiaobo Li, Karthik Natarajan


October 2013

Robust Data-Driven Dynamic Programming
Grani A. Hanasusanto, Daniel Kuhn


November 2013

Decision Making Based on a Nonparametric Shape-Preserving Perturbation of a Reference Utility Function
Jian Hu


December 2013

Polynomial time algorithms for the Minimax Regret Uncapacitated Lot Sizing Model
Dong Li, Dolores Romero Morales

Lagrangean Decomposition for Mean-Variance Combinatorial Optimization
Frank Baumann, Christoph Buchheim, Anna Ilyina

An Improvised Approach to Robustness in Linear Optimization
Mehdi Karimi, Somayeh Moazeni, Levent Tuncel

Robust optimization based self scheduling of hydro-thermal Genco in smart grids
Alireza Soroudi


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