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Robust Optimization Submissions - 2014

January 2014

Adjustable robust optimization with decision rules based on inexact revealed data
Frans de Ruiter, Aharon Ben-Tal, Ruud Brekelmans, Dick den Hertog

Confidence Levels for CVaR Risk Measures and Minimax Limits
Edward Anderson, Huifu Xu, Dali Zhang


February 2014

Polyhedral Approximation of Ellipsoidal Uncertainty Sets via Extended Formulations - a computational case study -
Andreas Bärmann, Andreas Heidt, Alexander Martin, Sebastian Pokutta, Christoph Thurner

The Multi-Band Robust Knapsack Problem -- A Dynamic Programming Approach --
Grit Claßen, Arie M.C.A. Koster, Anke Schmeink


March 2014

Robust Stable Payoff Distribution in Stochastic Cooperative Games
Xuan Vinh Doan, Tri-Dung Nguyen

Two-Stage Robust Integer Programming
Grani Adiwena Hanasusanto, Daniel Kuhn, Wolfram Wiesemann


April 2014

Reformulations versus cutting planes for robust optimization: A computational and machine learning perspective
Dimitris Bertsimas, Iain Dunning, Miles Lubin


May 2014

Distributionally Robust Discrete Optimization with Entropic Value-at-Risk
Long Daniel Zhuoyu, QI Jin

The Robust Cold Standby Redundancy Allocation in Series-Parallel Systems with Budgeted Uncertainty
Mohammad Javad Feizollahi, Roya Soltani, Hadi Feyzollahi

Tractable counterparts of distributionally robust constraints on risk measures
Krzysztof Postek, Dick den Hertog, Bertrand Melenberg

Robust Growth-Optimal Portfolios
Napat Rujeerapaiboon, Daniel Kuhn, Wolfram Wiesemann

Robust Quadratic Assignment Problem with Budgeted Uncertain Flows
Mohammad Javad Feizollahi, Hadi Feyzollahi


June 2014

Robust optimization criteria: state-of-the-art and new issues
Amadeu Almeida Coco, Elyn L. Solano-Charris, Andréa Cynthia Santos, Christian Prins, Thiago Noronha


July 2014

A Lagrangean Decomposition Approach for Robust Combinatorial Optimization
Frank Baumann, Christoph Buchheim, Anna Ilyina


August 2014

Binary Decision Rules for Multistage Adaptive Mixed-Integer Optimization
Dimitris Bertsimas, Angelos Georghiou


October 2014

Multi-stage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
Krzysztof Postek, Dick den Hertog

A discussion on the conservatism of robust linear optimization problems
Pengfei Liu, Wenguo Yang, Tiande Guo

New Discoveries of Domination between Traffic Matrices
Pengfei Liu, Wenguo Yang


November 2014

Multistage Robust Mixed Integer Optimization with Adaptive Partitions
Dimitris Bertsimas, Iain Dunning

The Value of Flexibility in Robust Location-Transportation Problem
Amir Ardestani-Jaafari, Erick Delage

Robust network design with uncertain outsourcing cost
Artur Alves Pessoa, Michael Poss

Min-max-min robustness: a new approach to combinatorial optimization under uncertainty based on multiple solutions
Christoph Buchheim, Jannis Kurtz


December 2014

Robust Binary Optimization using a Safe Tractable Approximation
Ruken Duzgun, Aurelie Thiele

On the Adaptivity Gap in Two-stage Robust Linear Optimization under Uncertain Constraints
Vineet Goyal, Brian Lu


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