On Constraint Problems with Incompleteor Erroneous Data
CP '02 Proceedings of the 8th International Conference on Principles and Practice of Constraint Programming
Classical deterministic complexity of Edmonds' Problem and quantum entanglement
Proceedings of the thirty-fifth annual ACM symposium on Theory of computing
Robust portfolio selection problems
Mathematics of Operations Research
On cones of nonnegative quadratic functions
Mathematics of Operations Research
Input modeling: input model uncertainty: why do we care and what should we do about it?
Proceedings of the 35th conference on Winter simulation: driving innovation
Classical complexity and quantum entanglement
Journal of Computer and System Sciences - Special issue: STOC 2003
Mobile Networks and Applications
Geometric programming for communication systems
Communications and Information Theory
Proceedings of the 2006 IEEE/ACM international conference on Computer-aided design
Robust One-Period Option Hedging
Operations Research
The Minmax Relative Regret Median Problem on Networks
INFORMS Journal on Computing
A Robust Optimization Approach to Inventory Theory
Operations Research
Second Order Cone Programming Approaches for Handling Missing and Uncertain Data
The Journal of Machine Learning Research
Robust multiperiod portfolio management in the presence of transaction costs
Computers and Operations Research
Proceedings of the 24th international conference on Machine learning
Robust multiclass kernel-based classifiers
Computational Optimization and Applications
Robust counterparts of errors-in-variables problems
Computational Statistics & Data Analysis
Computers and Operations Research
A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs
Automatica (Journal of IFAC)
STOC '08 Proceedings of the fortieth annual ACM symposium on Theory of computing
Robust support vector machines for classification and computational issues
Optimization Methods & Software - Systems Analysis, Optimization and Data Mining in Biomedicine
An Integer Programming Approach for Linear Programs with Probabilistic Constraints
IPCO '07 Proceedings of the 12th international conference on Integer Programming and Combinatorial Optimization
The Role of Robust Optimization in Single-Leg Airline Revenue Management
Management Science
Operations Research
Robust Optimization for Empty Repositioning Problems
Operations Research
Cutting-set methods for robust convex optimization with pessimizing oracles
Optimization Methods & Software
Robust Unsupervised and Semi-supervised Bounded ν - Support Vector Machines
ISNN 2009 Proceedings of the 6th International Symposium on Neural Networks: Advances in Neural Networks - Part II
Robust portfolio selection based on asymmetric measures of variability of stock returns
Journal of Computational and Applied Mathematics
IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems
A stable primal---dual approach for linear programming under nondegeneracy assumptions
Computational Optimization and Applications
Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
Operations Research
Non-linear transceiver designs with imperfect CSIT using convex optimization
WCNC'09 Proceedings of the 2009 IEEE conference on Wireless Communications & Networking Conference
EURASIP Journal on Wireless Communications and Networking
Robust and chance-constrained optimization under polynomial uncertainty
ACC'09 Proceedings of the 2009 conference on American Control Conference
Exploiting sparsity in the sum-of-squares approximations to robust semidefinite programs
ACC'09 Proceedings of the 2009 conference on American Control Conference
Robust H2performance and design of discrete-time polytopic systems with LFT uncertainty
CCDC'09 Proceedings of the 21st annual international conference on Chinese control and decision conference
Robust portfolio selection using interval random programming
FUZZ-IEEE'09 Proceedings of the 18th international conference on Fuzzy Systems
Robust Optimization for Unconstrained Simulation-Based Problems
Operations Research
Percentile Optimization for Markov Decision Processes with Parameter Uncertainty
Operations Research
Wardrop Equilibria with Risk-Averse Users
Transportation Science
Nonconvex Robust Optimization for Problems with Constraints
INFORMS Journal on Computing
NET-COOP'07 Proceedings of the 1st EuroFGI international conference on Network control and optimization
Dynamic Pricing and Inventory Control: Uncertainty and Competition
Operations Research
Unsupervised and semi-supervised Lagrangian support vector machines with polyhedral perturbations
IITA'09 Proceedings of the 3rd international conference on Intelligent information technology application
A Model and Algorithm for the Courier Delivery Problem with Uncertainty
Transportation Science
Robust Approximation to Multiperiod Inventory Management
Operations Research
A note on robustness tolerances for combinatorial optimization problems
Information Processing Letters
Robust Tomlinson-Harashima Precoders for Multiuser MISO Downlink with Imperfect CSI
Wireless Personal Communications: An International Journal
A robust optimization approach for imprecise data envelopment analysis
Computers and Industrial Engineering
Robust power allocation algorithms for wireless relay networks
IEEE Transactions on Communications
Monotone Approximation of Decision Problems
Operations Research
A Soft Robust Model for Optimization Under Ambiguity
Operations Research
Distributionally Robust Optimization and Its Tractable Approximations
Operations Research
Worst-case VaR and robust portfolio optimization with interval random uncertainty set
Expert Systems with Applications: An International Journal
A relaxation algorithm with a probabilistic guarantee for robust deviation optimization
Computational Optimization and Applications
Robust optimization with simulated annealing
Journal of Global Optimization
Removing redundant quadratic constraints
ICMS'10 Proceedings of the Third international congress conference on Mathematical software
Computers and Electrical Engineering
A robust mean absolute deviation model for portfolio optimization
Computers and Operations Research
Robust semidefinite relaxations for a quadratic OFDMA resource allocation scheme
Computers and Operations Research
Learning with uncertain kernel matrix set
Journal of Computer Science and Technology
INFORMS Journal on Computing
SIAM Journal on Optimization
Mathematics of Operations Research
On 2-stage robust LP with RHS uncertainty: complexity results and applications
Journal of Global Optimization
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Uncertainty and sensitivity analysis issues in support vector machines
ICS'06 Proceedings of the 10th WSEAS international conference on Systems
Robust kernel-based regression
CIMMACS'05 Proceedings of the 4th WSEAS international conference on Computational intelligence, man-machine systems and cybernetics
A scenario-based approach for robust linear optimization
TAPAS'11 Proceedings of the First international ICST conference on Theory and practice of algorithms in (computer) systems
Discounted Robust Stochastic Games and an Application to Queueing Control
Operations Research
Performance Analysis of Queueing Networks via Robust Optimization
Operations Research
Convexity conditions of Kantorovich function and related semi-infinite linear matrix inequalities
Journal of Computational and Applied Mathematics
Production planning in furniture settings via robust optimization
Computers and Operations Research
Quantum Information & Computation
Computational complexity of the quantum separability problem
Quantum Information & Computation
Robust Optimization Made Easy with ROME
Operations Research
Robust portfolio selection problem for an insurer with exponential utility preference
WSEAS Transactions on Mathematics
Robust optimization framework for cardinality constrained portfolio problem
Applied Soft Computing
Vehicle routing problem with uncertain demands: An advanced particle swarm algorithm
Computers and Industrial Engineering
SIAM Journal on Optimization
Theory and Applications of Robust Optimization
SIAM Review
Information Sciences: an International Journal
Computers and Operations Research
Hybrid Adaptive Large Neighborhood Search for the Optimal Statistic Median Problem
Computers and Operations Research
Robust portfolio selection involving options under a " marginal+joint " ellipsoidal uncertainty set
Journal of Computational and Applied Mathematics
Hypercontractivity, sum-of-squares proofs, and their applications
STOC '12 Proceedings of the forty-fourth annual ACM symposium on Theory of computing
A new uncertainty budgeting based method for robust analog/mixed-signal design
Proceedings of the 49th Annual Design Automation Conference
Optimization over integers with robustness in cost and few constraints
WAOA'11 Proceedings of the 9th international conference on Approximation and Online Algorithms
Asset allocation using reliability method
Mathematical and Computer Modelling: An International Journal
Railway Rolling Stock Planning: Robustness Against Large Disruptions
Transportation Science
Operations Research Letters
Duality in robust optimization: Primal worst equals dual best
Operations Research Letters
Design of trees in the hose model: The balanced case
Operations Research Letters
Robust univariate spline models for interpolating interval data
Operations Research Letters
Polymatroids and mean-risk minimization in discrete optimization
Operations Research Letters
Minmax regret bottleneck problems with solution-induced interval uncertainty structure
Discrete Optimization
Computing robust basestock levels
Discrete Optimization
Facility location problems with uncertainty on the plane
Discrete Optimization
Robust solutions of uncertain linear programs
Operations Research Letters
Robust linear optimization under general norms
Operations Research Letters
Minmax regret linear resource allocation problems
Operations Research Letters
Inverse conic programming with applications
Operations Research Letters
Robust profit opportunities in risky financial portfolios
Operations Research Letters
Journal of Global Optimization
Dynamic power allocation under arbitrary varying channels: an online approach
IEEE/ACM Transactions on Networking (TON)
Price of Correlations in Stochastic Optimization
Operations Research
Optimization Under Probabilistic Envelope Constraints
Operations Research
Robust Inventory Routing Under Demand Uncertainty
Transportation Science
Robust twin support vector machine for pattern classification
Pattern Recognition
Robust Storage Assignment in Unit-Load Warehouses
Management Science
Robust optimization model for a class of uncertain linear programs
ESCAPE'07 Proceedings of the First international conference on Combinatorics, Algorithms, Probabilistic and Experimental Methodologies
Robust Simulation of Global Warming Policies Using the DICE Model
Management Science
A lifting method for generalized semi-infinite programs based on lower level Wolfe duality
Computational Optimization and Applications
Worst-Case Value at Risk of Nonlinear Portfolios
Management Science
Robust simulatoin of environmental policies using the dice model
Proceedings of the Winter Simulation Conference
Worst-case global optimization of black-box functions through Kriging and relaxation
Journal of Global Optimization
Regularized multiple-criteria linear programming via second order cone programming formulations
DM-IKM '12 Proceedings of the Data Mining and Intelligent Knowledge Management Workshop
Multiple Objectives Satisficing Under Uncertainty
Operations Research
SDP reformulation for robust optimization problems based on nonconvex QP duality
Computational Optimization and Applications
Journal of the ACM (JACM)
Reliable approximations of probability-constrained stochastic linear-quadratic control
Automatica (Journal of IFAC)
Regularized robust optimization: the optimal portfolio execution case
Computational Optimization and Applications
The new robust conic GPLM method with an application to finance: prediction of credit default
Journal of Global Optimization
Common weights data envelopment analysis with uncertain data: A robust optimization approach
Computers and Industrial Engineering
Journal of Computational and Applied Mathematics
RMARS: Robustification of multivariate adaptive regression spline under polyhedral uncertainty
Journal of Computational and Applied Mathematics
Robust investment decisions under supply disruption in petroleum markets
Computers and Operations Research
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We study convex optimization problems for which the data is not specified exactly and it is only known to belong to a given uncertainty set U, yet the constraints must hold for all possible values of the data from U. The ensuing optimization problem is called robust optimization. In this paper we lay the foundation of robust convex optimization. In the main part of the paper we show that if U is an ellipsoidal uncertainty set, then for some of the most important generic convex optimization problems (linear programming, quadratically constrained programming, semidefinite programming and others) the corresponding robust convex program is either exactly, or approximately, a tractable problem which lends itself to efficientalgorithms such as polynomial time interior point methods.