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Robust Optimization Submissions - 2018

January 2018

Multi-model Markov Decision Processes: A New Method for Mitigating Parameter Ambiguity
Lauren N. Steimle, David L. Kaufman, Brian T. Denton


February 2018

Robust Optimal Discrete Arc Sizing for Tree-Shaped Potential Networks
Martin Robinius, Lars Schewe, Martin Schmidt, Detlef Stolten, Johannes Thürauf, Lara Welder


March 2018

Dual approach for two-stage robust nonlinear optimization models
Jianzhe Zhen

Models and algorithms for the robust resource constrained shortest path problem
Da Lu, Fatma Gzara

Dual approach for two-stage robust nonlinear optimization
Frans J.C.T. de Ruiter, Jianzhe Zhen, Dick den Hertog


April 2018

An Active Set Algorithm for Robust Combinatorial Optimization Based on Separation Oracles
Christoph Buchheim, Marianna De Santis

Robust Standard Quadratic Optimization Problems and Dominant Set Clustering
Immanuel M. Bomze, Michael Kahr, Markus Leitner

Monitoring With Limited Information
Dan Iancu, Nikolaos Trichakis, Do Young Yoon

Shortfall Risk Models When Information of Loss Function Is Incomplete
Erick Delage, Guo Shaoyan, Huifu Xu


May 2018

Distributionally robust optimization with polynomial densities: theory, models and algorithms
Etienne de Klerk, Daniel Kuhn, Krzysztof Postek

Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator
Viet Anh Nguyen, Daniel Kuhn, Peyman Mohajerin Esfahani

Piecewise constant decision rules via branch-and-bound based scenario detection for integer adjustable robust optimization
Ward Romeijnders, Krzysztof Postek


June 2018

On the heavy-tail behavior of the distributionally robust newsvendor
Bikramjit Das, Anulekha Dhara, Karthik Natarajan

The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems
Erick Delage, Ahmed Saif

Data-driven Chance Constrained Programs over Wasserstein Balls
Zhi Chen, Daniel Kuhn, Wolfram Wiesemann

Approximation of hard uncertain convex inequalities
Ernst Roos, Dick den Hertog, Aharon Ben-Tal, Frans de Ruiter, Jianzhe Zhen

Disjoint Bilinear Programming: An Adjustable Robust Optimization Perspective
Jianzhe Zhen, Ahmadreza Marandi, Dick den Hertog, Lieven Vandenberghe

On the Optimality of Affine Policies for Budgeted Uncertainty Sets
Omar El Housni, Vineet Goyal


July 2018

Data-Driven Distributionally Robust Chance-Constrained Optimization with Wasserstein Metric
Ran Ji, Miguel Lejeune

Strictly and $\Gamma$-Robust Counterparts of Electricity Market Models: Perfect Competition and Nash-Cournot Equilibria
Anja Kramer, Vanessa Krebs, Martin Schmidt

Robust Multidimensional Pricing: Separation without Regret
Çağıl Koçyiğit, Napat Rujeerapaiboon, Daniel Kuhn


August 2018

The Distributionally Robust Chance Constrained Vehicle Routing Problem
Shubhechyya Ghosal, Wolfram Wiesemann

Improved Decision Rule Approximations for Multi-Stage Robust Optimization via Copositive Programming
Guanglin Xu, Grani Hanasusanto

On robust fractional 0-1 programming
Erfan Mehmanchi, Colin Gillen, Andres Gomez, Oleg Prokopyev


September 2018

Branch-and-cut-and-price for the robust capacitated vehicle routing problem with knapsack uncertainty
Artur Pessoa, Michael Poss, Ruslan Sadykov, François Vanderbeck


October 2018

Robust Optimization of a Broad Class of Heterogeneous Vehicle Routing Problems under Demand Uncertainty
Anirudh Subramanyam, Panagiotis P. Repoussis, Chrysanthos E. Gounaris


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