Výsledky vyhledávání - Robustness in mathematical programming

Robustness analysis in Multi-Objective Mathematical Programming using Monte Carlo simulation Autor Mavrotas, George, Pechak, Olena, Siskos, Eleftherios, Doukas, Haris, Psarras, John

“…•Robustness analysis of Pareto optimal solutions with perturbations on weights.•Systematic Monte Carlo simulation…”
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Preference ambiguity and robustness in multistage decision making: Preference ambiguity and robustness in multistage Autor Liu, Jia, Chen, Zhiping, Xu, Huifu

“…In this paper, we consider a multistage expected utility maximization problem where the decision maker’s utility function at each stage depends on historical…”
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Preference ambiguity and robustness in multistage decision making Autor Liu, Jia, Chen, Zhiping, Xu, Huifu

“…In this paper, we consider a multistage expected utility maximization problem where the decision maker’s utility function at each stage depends on historical…”
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A mathematical programming approach for improving the robustness of least sum of absolute deviations regression Autor Giloni, Avi, Sengupta, Bhaskar, Simonoff, Jeffrey S.

“…This paper discusses a novel application of mathematical programming techniques to a regression problem…”
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Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models Autor Guo, Shaoyan, Xu, Huifu

“…Sample average approximation which is also known as Monte Carlo method has been widely used for solving stochastic programming and equilibrium problems…”
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Adversarial classification via distributional robustness with Wasserstein ambiguity Autor Ho-Nguyen, Nam, Wright, Stephen J.

“…We study a model for adversarial classification based on distributionally robust chance constraints. We show that under Wasserstein ambiguity, the model aims…”
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Statistical robustness in utility preference robust optimization models Autor Guo, Shaoyan, Xu, Huifu

“…Utility preference robust optimization (PRO) concerns decision making problems where information on decision maker’s utility preference is incomplete and has…”
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On the robustness of potential-based flow networks Autor Klimm, Max, Pfetsch, Marc E., Raber, Rico, Skutella, Martin

“…Potential-based flows provide a simple yet realistic mathematical model of transport in many real-world infrastructure networks such as, e.g…”
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Geometric measures of convex sets and bounds on problem sensitivity and robustness for conic linear optimization Autor Vera, Jorge R.

“…The effect of data perturbation and uncertainty has always been an important consideration in Optimization. It is important to know whether a given problem is…”
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Mathematical programming for simultaneous feature selection and outlier detection under l1 norm Autor Barbato, Michele, Ceselli, Alberto

“… The use of mathematical programming, although pertinent, is scarce in this context and mostly focusing on the least…”
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Adversarial classification via distributional robustness with Wasserstein ambiguity Autor Ho-Nguyen, Nam, Wright, Stephen J.

“…Abstract We study a model for adversarial classification based on distributionally robust chance constraints. We show that under Wasserstein ambiguity, the…”
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A robust infinite-horizon optimal control approach to climate economics Autor Babonneau, Frédéric, Haurie, Alain, Vielle, Marc

“… The turnpike can be obtained by solving an “implicit” mathematical programming problem where we introduce robustness for taking into account some important uncertainties on the availability of $$\hbox {CO}_2$$ CO 2  storage…”
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Robustness Elasticity in Complex Networks Autor Matisziw, Timothy C., Grubesic, Tony H., Guo, Junyu

“… In particular, a mathematical programming approach is used to identify…”
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Parametric shape and topology optimization: A new level set approach based on cardinal basis functions Autor Jiang, Long, Chen, Shikui, Jiao, Xiangmin

“… By parameterizing the level set function, level set methods can be directly coupled with mathematical programming to achieve better numerical robustness and computational efficiency…”
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Enriched preference modeling and robustness analysis for the ELECTRE Tri-B method Autor Kadziński, Miłosz, Martyn, Magdalena

“… While significantly extending the ELECTRE Tri-B method, we present an integrated framework for modeling indirect preference information and conducting robustness analysis…”
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Logistical network design with robustness and complexity considerations Autor Meepetchdee, Yongyut, Shah, Nilay

“… A mathematical model is then constructed based on the conceptual framework and applied to a hypothetical case study with varying robustness requirements…”
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Modifying lines-of-flight in the planning process for improved maintenance robustness Autor Lapp, Marcial, Cohn, Amy

“…As a part of their planning process, airlines construct lines-of-flight ( LOFs ) – daily repeating sequences of flights, each of which will be flown by a…”
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Managing disruptions in the multi-depot vehicle scheduling problem Autor Uçar, Ezgi, İlker Birbil, Ş., Muter, İbrahim

“…•A unique recovery method can be used to handle different types of disruptions.•A strong termination condition is developed for column-and-row…”
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A robust bi-objective model for concurrent planning of project scheduling and material procurement Autor Tabrizi, Babak H., Ghaderi, Seyed Farid

“… Hence, the issue has been addressed in this paper by a robust mixed-integer programming mathematical model, which aims to minimize the corresponding costs and maximize the schedule robustness…”
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Minmax robustness for multi-objective optimization problems Autor Ehrgott, Matthias, Ide, Jonas, Schöbel, Anita

“… In this paper, we extend the concept of minmax robustness (Ben-Tal, Ghaoui, & Nemirovski…”
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