Optimization Online


Robust Optimization Submissions - 2021

January 2021

Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein distance
Yu Mei, Jia Liu, Chen Zhiping

First-order algorithms for robust optimization problems via convex-concave saddle-point Lagrangian reformulation
Krzysztof Postek, Shimrit Shtern

A Robust Approach for Modeling Limited Observability in Bilevel Optimization
Yasmine Beck, Martin Schmidt

Reliable Off-policy Evaluation for Reinforcement Learning
Jie Wang, Rui Gao, Hongyuan Zha

Utility Preference Robust Optimization with Moment-Type Information Structure
Guo Shaoyan, Xu Huifu

February 2021

Optimal Transport in the Face of Noisy Data
Bart Paul Gerard Van Parys

An adaptive robust optimization model for parallel machine scheduling
Izack Cohen, Krzysztof Postek, Shimrit Shtern

March 2021

A nonparametric algorithm for optimal stopping based on robust optimization
Bradley Sturt

Semi-Discrete Optimal Transport: Hardness, Regularization and Numerical Solution
Bahar Taskesen, Soroosh Shafieezadeh-Abadeh, Daniel Kuhn

April 2021

The Analytics of Robust Satisficing
Melvyn Sim, Qinshen Tang, Minglong Zhou, Taozeng Zhu

Mathematical Foundations of Robust and Distributionally Robust Optimization
Jianzhe Zhen, Daniel Kuhn, Wolfram Wiesemann

May 2021

Robust Conic Satisficing
Arjun Ramachandra, Napat Rujeerapaiboon, Melvyn Sim

On the Optimality of Affine Decision Rules in Robust and Distributionally Robust Optimization
Angelos Georghiou, Angelos Tsoukalas, Wolfram Wiesemann

A Generic Optimization Framework for Resilient Systems
Marc E. Pfetsch, Andreas Schmitt

June 2021

Sequential Domain Adaptation by Synthesizing Distributionally Robust Experts
Bahar Taskesen, Man-Chung Yue, Jose Blanchet, Daniel Kuhn, Viet Anh Nguyen

Robust Generalization despite Distribution Shift via Minimum Discriminating Information
Tobias Sutter, Andreas Krause, Daniel Kuhn

New complexity results and algorithms for min-max-min robust combinatorial optimization
Jannis Kurtz

Distributionally Robust Optimization with Markovian Data
Mengmeng Li, Tobias Sutter, Daniel Kuhn

RSOME in Python: An Open-Source Package for Robust Stochastic Optimization Made Easy
Peng Xiong, Zhi Chen

Robust Stochastic Optimization with Rare-Event Modeling
Aakil Caunhye, Douglas Alem

Practicable Robust Stochastic Optimization under Divergence Measures
Aakil Caunhye, Douglas Alem

Adjustable Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets
Haolin Ruan, Zhi Chen, Chin Pang Ho

July 2021

Exact and Approximate Schemes for Robust Optimization Problems with Decision Dependent Information Discovery
Rosario Paradiso, Angelos Georghiou, Said Dabia, Denise Tönissen

August 2021

Extremal Probability Bounds in Combinatorial Optimization
Divya Padmanabhan, Selin Damla Ahipasaoglu, Arjun Ramachandra, Karthik Natarajan

September 2021

Pareto Robust Optimization on Euclidean Vector Spaces
Dennis Adelhütte, Christian Biefel, Martina Kuchlbauer, Jan Hendrik Rolfes

Data-Driven Distributionally Preference Robust Optimization Models Based on Random Utility Representation in Multi-Attribute Decision Making
Jian Hu, Dali Zhang, Huifu Xu

Sinkhorn Distributionally Robust Optimization
Jie Wang, Rui Gao, Yao Xie

October 2021

Robust CARA Optimization
Li Chen, Melvyn Sim

Adjustability in Robust Optimization
Ningji Wei, Peter Zhang

Screening with Limited Information: The Minimax Theorem and A Geometric Approach
Zhi Chen, Zhenyu Hu, Ruiqin Wang

Adjustability in Robust Linear Optimization
Ningji Wei, Peter Zhang

Contextual Decision-making with Parametric Uncertainty and Data-driven Optimistic Optimization
Junyu Cao, Rui Gao

European Gas Infrastructure Expansion Planning: An Adaptive Robust Optimization Approach
Iegor Riepin, Matthew Schmidt, Luis Baringo, Felix Müsgens

November 2021

Globalized Distributionally Robust Counterpart: Model, Reformulation, and Applications
Feng Liu, Zhi Chen, Shuming Wang

A Column Generation Scheme for Distributionally Robust Multi-Item Newsvendor Problems
Shanshan Wang, Erick Delage

Distributionally Robust Optimization with Expected Constraints via Optimal Transport
Diego Fonseca, Mauricio Junca

On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization
Baha Alzalg, Amira Achouak Oulha

Adaptive robust optimization with discrete uncertainty
Henri Lefebvre, Enrico Malaguti, Michele Monaci

Reformulation for a two-stage robust facility location problem
Henri Lefebvre, Enrico Malaguti, Michele Monaci

December 2021

Quantitative Statistical Robustness in Distributionally Robust Optimization Models
Xu Huifu, Zhang Sainan

Robust Concave Utility Maximization over a Chance-Constraint
Shanshan Wang, Sanjay Mehrotra

Tractable Robust Supervised Learning Models
Melvyn Sim, Long Zhao, Minglong Zhou

The Value of Robust Assortment Optimization Under Ranking-based Choice Models
Bradley Sturt

Mean-Covariance Robust Risk Measurement
Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Damir Filipovic, Daniel Kuhn

An oracle-based framework for robust combinatorial optimization
Enrico Bettiol, Christoph Buchheim, Marianna De Santis, Francesco Rinaldi

A Lagrangian Dual Method for Two-Stage Robust Optimization with Binary Uncertainties
Anirudh Subramanyam

Optimal Robust Policy for Feature-Based Newsvendor
Rui Gao, Jincheng Yang, Luhao Zhang

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