Search Results - "Robustness in mathematical programming"

Sparse Polynomial Optimization with Unbounded Sets: Sparse polynomial optimization with unbounded sets

Authors: Lei Huang Shucheng Kang Jie Wang et al.

Source: SIAM Journal on Optimization. 35:593-621

Subject Terms: unbounded set, 90C23, 90C17, 90C22, 90C26, Polynomial optimization, semidefinite relaxation, Optimization and Control (math.OC), polynomial optimization, sparsity, FOS: Mathematics, moment-SOS hierarchy, Semidefinite programming, Robustness in mathematical programming, Nonconvex programming, global optimization, Mathematics - Optimization and Control

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Access URL: http://arxiv.org/abs/2401.15837

Distributionally robust sparse portfolio optimization model under satisfaction criterion

Authors: Wang, Zhongyan Zhu, Xiaodong Qu, Shaojian et al.

Source: Mathematical Foundations of Computing. 8:347-371

Subject Terms: sparse portfolio selection, distributionally robust optimization, satisfaction criterion, Stochastic programming, Benders' decomposition, Robustness in mathematical programming, Multi-objective and goal programming

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Access URL: https://zbmath.org/8008530
https://doi.org/10.3934/mfc.2023043

Distributionally robust model predictive control for constrained robotic manipulators based on neural network modeling

Authors: Yang, Yiheng Zhang, Kai Chen, Zhihua et al.

Source: Applied Mathematics and Mechanics. 45:2183-2202

Subject Terms: model predictive control (MPC), neural network (NN), trajectory tracking control, Sensitivity (robustness), Automated systems (robots, etc.) in control theory, Model predictive control, Quadratic programming, robotic manipulator, distributionally robust optimization (DRO), Robustness in mathematical programming

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Access URL: https://zbmath.org/7987299
https://doi.org/10.1007/s10483-024-3191-6

Combinatorial Robust Optimization with Decision-Dependent Information Discovery and Polyhedral Uncertainty: Combinatorial robust optimization with decision-dependent information discovery and polyhedral uncertainty

Authors: Omer, Jérémy Poss, Michael Rougier, Maxime et al.

Contributors: Omer, Jérémy Poss, Michael Rougier, Maxime et al.

Source: Open Journal of Mathematical Optimization, Vol 5, Iss, Pp 1-25 (2024)

Subject Terms: Robust combinatorial optimization, Combinatorial optimization, column generation, Column generation, robust combinatorial optimization, cutting plane, Cutting plane, Compact formulations, Robustness in mathematical programming, [INFO.INFO-RO] Computer Science [cs]/Operations Research [math.OC], compact formulations, Mixed integer programming, [INFO.INFO-RO]Computer Science [cs]/Operations Research [math.OC], QA1-939, Polyhedral combinatorics, branch-and-bound, branch-and-cut, Mathematics

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Access URL: https://doaj.org/article/cf7c5ee482f544aaba5eb285a04e0147

Robust approximation of chance constrained optimization with polynomial perturbation

Authors: Bo Rao Liu Yang Suhan Zhong et al.

Source: Computational Optimization and Applications. 89:977-1003

Subject Terms: 0209 industrial biotechnology, Polynomial optimization, semidefinite relaxation, chance constrained optimization, 0211 other engineering and technologies, Stochastic programming, robust optimization, 02 engineering and technology, Robustness in mathematical programming, Approximation methods and heuristics in mathematical programming, Optimization and Control (math.OC), FOS: Mathematics, Semidefinite programming, nonnegative polynomial, Mathematics - Optimization and Control

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Access URL: http://arxiv.org/abs/2211.13395
https://zbmath.org/7948917
https://doi.org/10.1007/s10589-024-00602-7

An Adaptive Distributionally Robust Optimization Approach for Optimal Sizing of Hybrid Renewable Energy Systems: An adaptive distributionally robust optimization approach for optimal sizing of hybrid renewable energy systems

Authors: Ali Keyvandarian Ahmed Saif

Source: Journal of Optimization Theory and Applications. 203:2055-2082

Subject Terms: robust-stochastic optimization, distributionally robust optimization, stochastic programming, Environmental economics (natural resource models, harvesting, pollution, etc.), Stochastic programming, hybrid renewable energy systems, optimization under uncertainty, Robustness in mathematical programming

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The Stability of Robustness for Conic Linear Programs with Uncertain Data: The stability of robustness for conic linear programs with uncertain data

Authors: Miguel A. Goberna Vaithilingam Jeyakumar Guoyin Li et al.

Contributors: Miguel A. Goberna Vaithilingam Jeyakumar Guoyin Li et al.

Source: RUA. Repositorio Institucional de la Universidad de Alicante
Universidad de Alicante (UA)

Subject Terms: Convex programming, parametric optimization, 0211 other engineering and technologies, robust optimization, 02 engineering and technology, stability, Robustness in mathematical programming, 01 natural sciences, Parametric optimization, Linear programming, Sensitivity, stability, parametric optimization, Linear conic programs, linear conic programs, Semidefinite programming, 0101 mathematics, Robust optimization, Stability

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Access URL: http://hdl.handle.net/10045/145497
https://zbmath.org/7950121
https://doi.org/10.1007/s10957-024-02492-5

A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization

Authors: Abbas Khademi Ahmadreza Marandi Majid Soleimani-damaneh

Source: Journal of Global Optimization. 89:559-595

Subject Terms: 90C17, adjustable robust optimization, 0211 other engineering and technologies, 90C30, 02 engineering and technology, biconvex programming, 90C46, Robustness in mathematical programming, Nonconvex programming, global optimization, 01 natural sciences, perspective function, 90C26, alternating method, Biconvex programming, Fenchel duality, Adjustable robust optimization, Perspective function, Nonlinear programming, cutting plane methods, Alternating method, Cutting plane methods, Optimality conditions and duality in mathematical programming, 0101 mathematics

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Access URL: https://zbmath.org/7878111
https://doi.org/10.1007/s10898-023-01360-2
https://research.tue.nl/en/publications/b3d959e6-b8f1-496c-be41-cbb585a49c6b
https://doi.org/10.1007/s10898-023-01360-2

Fractionally Subadditive Maximization under an Incremental Knapsack Constraint with Applications to Incremental Flows: Fractionally subadditive maximization under an incremental knapsack constraint with applications to incremental flows

Authors: Yann Disser Max Klimm Annette Lutz et al.

Source: SIAM Journal on Discrete Mathematics. 38:764-789

Subject Terms: flow, fractional subadditivity, Online algorithms, streaming algorithms, Analysis of algorithms, competitive analysis, Robustness in mathematical programming, incremental optimization

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Distributionally robust optimization using optimal transport for Gaussian mixture models

Authors: Kammammettu, Sanjula Yang, Shu-Bo Li, Zukui

Source: Optimization and Engineering. 25:1571-1596

Subject Terms: distributionally robust optimization, Optimal transportation, Gaussian mixture model, optimal transport, Stochastic programming, ambiguity set, Robustness in mathematical programming

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A mixed-integer approximation of robust optimization problems with mixed-integer adjustments

Authors: Jan Kronqvist Boda Li Jan Rolfes

Source: Optimization and Engineering. 25:1271-1296

Subject Terms: Mixed integer programming, Optimization and Control (math.OC), adjustable robustness, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, FOS: Mathematics, robust optimization, mixed integer optimization, 02 engineering and technology, Robustness in mathematical programming, Mathematics - Optimization and Control, 90C17, 90C11, 90-10

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Access URL: http://arxiv.org/abs/2302.13962

Optimization Problems in Graphs with Locational Uncertainty: Optimization problems in graphs with locational uncertainty

Authors: Bougeret, Marin Omer, Jérémy Poss, Michael et al.

Contributors: Bougeret, Marin Omer, Jérémy Poss, Michael et al.

Source: INFORMS Journal on Computing. 35:578-592

Subject Terms: FOS: Computer and information sciences, Combinatorial optimization, 0211 other engineering and technologies, robust optimization, 0102 computer and information sciences, 02 engineering and technology, Dynamic programming, 01 natural sciences, NP, [INFO.INFO-RO] Computer Science [cs]/Operations Research [math.OC], Cutting plane algorithms, Hardness, 68W25, 68Q27, Computer Science - Data Structures and Algorithms, [INFO.INFO-RO]Computer Science [cs]/Operations Research [math.OC], NP-hardness, Cutting plane algorithm, Data Structures and Algorithms (cs.DS), dynamic programming, cutting plane algorithms, Programming involving graphs or networks, Robustness in mathematical programming, Approximation algorithms, [MATH.MATH-CO] Mathematics [math]/Combinatorics [math.CO], combinatorial optimization, F.2.2, Robust optimization

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Access URL: http://arxiv.org/abs/2109.00389
https://hal.science/hal-03595364v1

A two-stage robust approach for minimizing the weighted number of tardy jobs with objective uncertainty

Authors: Lefebvre, Henri Clautiaux, François Detienne, Boris

Contributors: Lefebvre, Henri Clautiaux, François Detienne, Boris

Source: Journal of Scheduling. 26:169-191

Subject Terms: Two-stage optimization, 0209 industrial biotechnology, Deterministic scheduling theory in operations research, one-machine scheduling, 0211 other engineering and technologies, robust optimization, Integer programming, [MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC], exact approach, 02 engineering and technology, One-machine scheduling · Robust optimization · Two-stage optimization · Mixed-integer recourse · Exact approach · Integer programming, Exact approach, Robustness in mathematical programming, [INFO.INFO-RO] Computer Science [cs]/Operations Research [math.OC], mixed integer recourse, Mixed-integer recourse, two-stage optimization, One-machine scheduling, Robust optimization, integer programming, Performance evaluation, queueing, and scheduling in the context of computer systems

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Access URL: https://zbmath.org/7703053
https://doi.org/10.1007/s10951-022-00775-1
https://hal.science/hal-02905849v2
https://hal.science/hal-02905849v2/document
https://doi.org/10.1007/s10951-022-00775-1
https://link.springer.com/article/10.1007/s10951-022-00775-1?utm_source=getftr&utm_medium=getftr&utm_campaign=getftr_pilot
https://doi.org/10.1007/s10951-022-00775-1
https://hdl.handle.net/11585/918275

Outer approximation for generalized convex mixed-integer nonlinear robust optimization problems

Authors: Martina Kuchlbauer

Source: Operations Research Letters. 60:107243

Subject Terms: generalized convexity, Nonlinear programming, Mixed integer programming, robust optimization, bundle method, mixed-integer nonlinear optimization, outer approximation, Robustness in mathematical programming, Minimax problems in mathematical programming, Operations research, mathematical programming

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A novel robust network data envelopment analysis approach for performance assessment of mutual funds under uncertainty

Authors: Pejman Peykani Ali Emrouznejad Emran Mohammadi et al.

Source: Annals of Operations Research. 339:1149-1175

Subject Terms: Noncooperative games, network data envelopment analysis, Financial markets, mutual fund, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, robust optimization, extended two-stage structure, 02 engineering and technology, Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.), uncertainty, Robustness in mathematical programming

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Goal-based investing based on multi-stage robust portfolio optimization

Authors: Jang Ho Kim Yongjae Lee Woo Chang Kim et al.

Source: Annals of Operations Research. 313:1141-1158

Subject Terms: Portfolio theory, personalized financial planning, 0502 economics and business, 05 social sciences, 0211 other engineering and technologies, robust optimization, 02 engineering and technology, Robustness in mathematical programming, portfolio optimization, goal-based investing

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Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems: Decomposition-based approaches for a class of two-stage robust binary optimization problems

Authors: Arslan, Ayşe Detienne, Boris Institut de Recherche Mathématique de Rennes (IRMAR) et al.

Contributors: Arslan, Ayşe Detienne, Boris Institut de Recherche Mathématique de Rennes (IRMAR) et al.

Source: INFORMS Journal on Computing. 34:857-871

Subject Terms: 0209 industrial biotechnology, column generation, 0211 other engineering and technologies, [MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC], 02 engineering and technology, Robustness in mathematical programming, [INFO.INFO-RO] Computer Science [cs]/Operations Research [math.OC], exact solution methods, Mixed integer programming, [INFO.INFO-RO]Computer Science [cs]/Operations Research [math.OC], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], two-stage robust optimization, mathematical programming

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Access URL: https://hal.inria.fr/hal-02190059v4/file/Decomposition_based_approaches_for_a_class_of_two_stage_robust_binary_optimization_problems_revision_2-2.pdf
https://zbmath.org/7551214
https://doi.org/10.1287/ijoc.2021.1061
https://inria.hal.science/hal-02190059v4
https://doi.org/10.1287/ijoc.2021.1061
https://inria.hal.science/hal-02190059v4/document
https://hal.inria.fr/hal-02190059v2
https://hal.inria.fr/hal-02190059/document
https://hal.archives-ouvertes.fr/hal-02190059v4
https://hal.univ-rennes2.fr/hal-02190059v4
https://pubsonline.informs.org/doi/abs/10.1287/ijoc.2021.1061
https://oskar-bordeaux.fr/handle/20.500.12278/113271?show=full&locale-attribute=es

Data envelopment analysis model with decision makers’ preferences: a robust credibility approach: Data envelopment analysis model with decision makers' preferences: a robust credibility approach

Authors: Hashem Omrani Ali Emrouznejad Tamara Teplova et al.

Source: Annals of Operations Research. 339:1269-1306

Subject Terms: DEA, efficiency, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, robust optimization, 02 engineering and technology, BWM, Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.), 16. Peace & justice, Decision theory, Robustness in mathematical programming, credibility theory

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Access URL: https://publications.aston.ac.uk/id/eprint/43217/1/ANOR_D_20_01334_Accepted_Version.pdf
https://research.aston.ac.uk/en/publications/data-envelopment-analysis-model-with-decision-makers-preferences-
https://publications.aston.ac.uk/id/eprint/43217/
https://link.springer.com/article/10.1007/s10479-021-04262-2

Robust optimization approaches for portfolio selection: a comparative analysis

Authors: Antonios Georgantas Michalis Doumpos Constantin Zopounidis

Source: Ann Oper Res
Annals of Operations Research

Subject Terms: comparative analysis, Portfolio theory, financial risk management, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, portfolio selection, robust optimization, 02 engineering and technology, Robustness in mathematical programming, Original Research

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Access URL: https://link.springer.com/content/pdf/10.1007/s10479-021-04177-y.pdf
https://pubmed.ncbi.nlm.nih.gov/34188344
https://zbmath.org/7910151
https://doi.org/10.1007/s10479-021-04177-y
https://link.springer.com/article/10.1007/s10479-021-04177-y
https://www.ncbi.nlm.nih.gov/pubmed/34188344
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8224264
https://link.springer.com/content/pdf/10.1007/s10479-021-04177-y.pdf
https://europepmc.org/article/PMC/PMC8224264

Robust pricing for airlines with partial information

Authors: Bo Feng Jixin Zhao Zheyu Jiang

Source: Ann Oper Res

Subject Terms: 0209 industrial biotechnology, air cargo, Sensitivity, stability, parametric optimization, distributional robust stochastic programming, S.i.: Mim2019, 0211 other engineering and technologies, Stochastic programming, Inventory, storage, reservoirs, Microeconomic theory (price theory and economic markets), 02 engineering and technology, robust pricing, partial information, Robustness in mathematical programming

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Access URL: https://link.springer.com/content/pdf/10.1007/s10479-020-03926-9.pdf
https://pubmed.ncbi.nlm.nih.gov/33654338
https://zbmath.org/7494063
https://doi.org/10.1007/s10479-020-03926-9
https://www.ncbi.nlm.nih.gov/pubmed/33654338
https://europepmc.org/article/MED/33654338
https://link.springer.com/article/10.1007/s10479-020-03926-9
http://www.ncbi.nlm.nih.gov/pubmed/33654338
https://link.springer.com/content/pdf/10.1007/s10479-020-03926-9.pdf
https://paperity.org/p/260780597/robust-pricing-for-airlines-with-partial-information