Suchergebnisse - Robustness in mathematical programming
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Robustness analysis in Multi-Objective Mathematical Programming using Monte Carlo simulation
ISSN: 0377-2217, 1872-6860Veröffentlicht: Amsterdam Elsevier B.V 01.01.2015Veröffentlicht in European journal of operational research (01.01.2015)“… •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
ISSN: 0025-5610, 1436-4646Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.11.2025Veröffentlicht in Mathematical programming (01.11.2025)“… 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
ISSN: 0025-5610, 1436-4646Veröffentlicht: Heidelberg Springer Nature B.V 16.04.2025Veröffentlicht in Mathematical programming (16.04.2025)“… 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
ISSN: 0894-069X, 1520-6750Veröffentlicht: Hoboken Wiley Subscription Services, Inc., A Wiley Company 01.06.2006Veröffentlicht in Naval research logistics (01.06.2006)“… 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
ISSN: 0025-5610, 1436-4646Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.11.2023Veröffentlicht in Mathematical programming (01.11.2023)“… 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
ISSN: 0025-5610, 1436-4646Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.04.2023Veröffentlicht in Mathematical programming (01.04.2023)“… 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
ISSN: 0025-5610, 1436-4646Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.11.2021Veröffentlicht in Mathematical programming (01.11.2021)“… 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
ISSN: 0025-5610, 1436-4646Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.01.2023Veröffentlicht in Mathematical programming (01.01.2023)“… 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
ISSN: 0025-5610, 1436-4646Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.10.2014Veröffentlicht in Mathematical programming (01.10.2014)“… 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
ISSN: 0377-2217Veröffentlicht: Elsevier B.V 01.08.2024Veröffentlicht in European journal of operational research (01.08.2024)“… 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
ISSN: 0025-5610, 1436-4646Veröffentlicht: Netherlands Springer Science + Business Media 05.04.2022Veröffentlicht in Mathematical programming (05.04.2022)“… 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
ISSN: 1435-246X, 1613-9178Veröffentlicht: Heidelberg Springer Nature B.V 01.06.2025Veröffentlicht in Central European journal of operations research (01.06.2025)“… 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
ISSN: 1932-6203, 1932-6203Veröffentlicht: United States Public Library of Science 10.07.2012Veröffentlicht in PloS one (10.07.2012)“… 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
ISSN: 0029-5981, 1097-0207Veröffentlicht: Bognor Regis Wiley Subscription Services, Inc 06.04.2018Veröffentlicht in International journal for numerical methods in engineering (06.04.2018)“… 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
ISSN: 0254-5330, 1572-9338Veröffentlicht: New York Springer US 01.11.2021Veröffentlicht in Annals of operations research (01.11.2021)“… 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
ISSN: 0960-0035, 1758-664XVeröffentlicht: Bradford Emerald Group Publishing Limited 24.04.2007Veröffentlicht in International journal of physical distribution & logistics management (24.04.2007)“… 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
ISSN: 0305-0548, 1873-765X, 0305-0548Veröffentlicht: Kidlington Elsevier Ltd 01.09.2012Veröffentlicht in Computers & operations research (01.09.2012)“… 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
ISSN: 0191-2615, 1879-2367Veröffentlicht: Oxford Elsevier Ltd 01.11.2017Veröffentlicht in Transportation research. Part B: methodological (01.11.2017)“… •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
ISSN: 0360-8352, 1879-0550Veröffentlicht: New York Elsevier Ltd 01.08.2016Veröffentlicht in Computers & industrial engineering (01.08.2016)“… 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
ISSN: 0377-2217, 1872-6860Veröffentlicht: Amsterdam Elsevier B.V 16.11.2014Veröffentlicht in European journal of operational research (16.11.2014)“… In this paper, we extend the concept of minmax robustness (Ben-Tal, Ghaoui, & Nemirovski …”
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