Optimization Online


Robust Optimization Submissions - 2015

January 2015

A Composite Risk Measure Framework for Decision Making under Uncertainty
Pengyu Qian, Zizhuo Wang, Zaiwen Wen

Safe Approximations of Chance Constraints Using Historical Data
İhsan Yanıkoğlu, Dick den Hertog

Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection
Jianzhe Zhen, Dick den Hertog

A Semi-Infinite Programming Approach for Distributionally Robust Reward-Risk Ratio Optimization with Matrix Moments Constraints
Yongchao Liu, Rudabeh Meskarian, Huifu Xu

March 2015

Robust optimization based EV charging
Alireza Soroudi, andrew keane

April 2015

K-Adaptability in Two-Stage Distributionally Robust Binary Programming
Grani A. Hanasusanto, Daniel Kuhn, Wolfram Wiesemann

Robust nonlinear optimization via the dual
Bram L Gorissen, Dick Den Hertog

May 2015

Data-driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations
Peyman Mohajerin Esfahani, Daniel Kuhn

Multi-period robust risk measures and portfolio selection models with regime-switching
Zhiping Chen, Jia Liu

Distributionally Robust Optimization with Matrix Moment Constraints: Lagrange Duality and Cutting Plane Methods
Huifu Xu, Yongchao Liu, Hailin Sun

June 2015

Exact robust counterparts of ambiguous stochastic constraints under mean and dispersion information
Krzysztof Postek, Aharon Ben-Tal, Dick den Hertog, Bertrand Melenberg

Min-max-min Robust Combinatorial Optimization
Christoph Buchheim, Jannis Kurtz

July 2015

Near-Optimal Ambiguity sets for Distributionally Robust Optimization
Vishal Gupta

When are static and adjustable robust optimization with constraint-wise uncertainty equivalent?
Ahmadreza Marandi, Dick den Hertog

Robust Solutions for Systems of Uncertain Linear Equations
Jianzhe Zhen, Dick den Hertog

When are static and adjustable robust optimization with constraint-wise uncertainty equivalent?
Ahmadreza Marandi, Dick den Hertog

A Data Driven Functionally Robust Approach for Coordinating Pricing and Order Quantity Decisions with Unknown Demand Function
Jian Hu, Junxuan Li, Sanjay Mehrotra

August 2015

September 2015

The impact of the existence of multiple adjustable robust solutions
Frans J.C.T. de Ruiter, Ruud C.M. Brekelmans, Dick den Hertog

Quantitative Stability Analysis for Distributionally Robust Optimization With Moment Constraints
Jie Zhang, Hui-fu Xu, Li-wei Zhang

Stability Analysis for Mathematical Programs with Distributionally Robust Chance Constraint
Shaoyan Guo, Huifu Xu, Liwei Zhang

Adaptive Elective Surgery Planning Under Duration and Length-Of-Stay Uncertainty: A Robust Optimization Approach
Saba Neyshabouri, Bjorn Berg

Distributionally Robust Logistic Regression
Soroosh Shafieezadeh Abadeh, Peyman Mohajerin Esfahani, Daniel Kuhn

November 2015

Ambiguous Joint Chance Constraints under Mean and Dispersion Information
Grani Hanasusanto, Vladimir Roitch, Daniel Kuhn, Wolfram Wiesemann

Robust Optimal Control with Adjustable Uncertainty Sets
Xiaojing Zhang, Maryam Kamgarpour, Angelos Georghiou, John Lygeros

Decomposition for adjustable robust linear optimization subject to uncertainty polytope
Josette Ayoub, Michael Poss

Data-Driven Patient Scheduling in Emergency Departments: A Hybrid Robust-Stochastic Approach
Shuangchi He, Melvyn Sim, Meilin Zhang

Distributionally robust inventory control when demand is a martingale
Linwei Xin, David Goldberg

Piecewise static policies for two-stage adjustable robust linear optimization problems under uncertainty
Omar El Housni, Vineet Goyal

December 2015

Data-Driven Inverse Optimization with Incomplete Information
Peyman Mohajerin Esfahani, Soroosh Shafieezadeh-Abadeh, Grani A. Hanasusanto, Daniel Kuhn

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