Optimization Online


Robust Optimization Submissions - 2020

January 2020

Data-Driven Two-Stage Conic Optimization with Rare High-Impact Zero-One Uncertainties
Anirudh Subramanyam, Mohamed El Tonbari, Kibaek Kim

Robust location-transportation problems with integral demand
Ahmadreza Marandi, Geert-Jan van Houtum

Gamma-Robust Electricity Market Equilibrium Models with Transmission and Generation Investments
Emre Çelebi, Vanessa Krebs, Martin Schmidt

February 2020

Active Preference Elicitation via Adjustable Robust Optimization
Phebe Vayanos, Duncan McElfresh, Yingxiao Ye, John P. Dickerson, Eric Rice

March 2020

A Distributionally Robust Optimization Approach for a Stochastic Mobile Facility Routing and Scheduling Problem
Karmel Shehadeh

April 2020

A Robust Optimization Approach to Network Control Using Local Information Exchange
Georgios Darivianakis, Angelos Georghiou, John Lygeros

Regret in the Newsvendor Model Revisited: A Data-Driven Perspective
Zhi Chen, Weijun Xie

May 2020

Reliable Frequency Regulation through Vehicle-to-Grid: From EU Legislation to Robust Optimization
Dirk Lauinger, François Vuille, Daniel Kuhn

Decomposition Methods for Robustified k-Means Clustering Problems: If Less Conservative Does Not Mean Less Bad
Jan Pablo Burgard, Carina Moreira Costa, Schmidt Martin

The Flexible Γ-Approach for Nonlinear Discrete and Nonlinear Combinatorial Optimization
Dennis Adelhütte, Jana Dienstbier, Frauke Liers

Tight Probability Bounds with Pairwise Independence
Arjun Ramachandra, Karthik Natarajan

Adversarial Classification via Distributional Robustness with Wasserstein Ambiguity
Nam Ho-Nguyen, Stephen J. Wright

June 2020

Distributionally Robust Chance-ConstrainedBuilding Load Control under Uncertain Renewables
Yiling Zhang , Jin Dong

ROC++: Robust Optimization in C++
Phebe Vayanos, Qing Jin, George Elissaios

Partial Policy Iteration for L1-Robust Markov Decision Processes
Chin Pang Ho, Marek Petrik, Wolfram Wiesemann

Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete
Wei Wang, Huifu Xu

Regret Minimization and Separation in Multi-Bidder Multi-Item Auctions
Cagil Kocyigit, Daniel Kuhn, Napat Rujeerapaiboon

July 2020

A Unified Framework for Adjustable Robust Optimization with Endogenous Uncertainty and Active Learning
Qi Zhang, Wei Feng

Convex Maximization via Adjustable Robust Optimization
Aras Selvi, Aharon Ben-Tal, Ruud Brekelmans, Dick den Hertog

Statistical Robustness in Utility Preference Robust Optimization Models
Shaoyan Guo, Huifu Xu

August 2020

Robust Convex Optimization: A New Perspective That Unifies And Extends
Dimitris Bertsimas, Dick den Hertog, Jean Pauphilet, Jianzhe Zhen

September 2020

Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality
Rui Gao

October 2020

On Distributionally Robust Multistage Convex Optimization: New Algorithms and Complexity Analysis
Shixuan Zhang, Xu Andy Sun

A General Framework for Optimal Data-Driven Optimization
Tobias Sutter, Bart P.G. Van Parys, Daniel Kuhn

November 2020

Residuals-based distributionally robust optimization with covariate information
Rohit Kannan, Guzin Bayraksan, James Luedtke

December 2020

Pareto Adaptive Robust Optimality via a Fourier-Motzkin Elimination Lens
Dimitris Bertsimas, Stefan ten Eikelder, Dick den Hertog, Nikolaos Trichakis

Kernel Distributionally Robust Optimization
Jia-Jie Zhu, Wittawat Jitkrittum, Bernhard Schölkopf, Moritz Diehl

Data-Driven Optimization with Distributionally Robust Second-Order Stochastic Dominance Constraints
Chun Peng, Erick Delage

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