Optimization Online


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

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society