How to Pay, Come What May: Approximation Algorithms for Demand-Robust Covering Problems
FOCS '05 Proceedings of the 46th Annual IEEE Symposium on Foundations of Computer Science
A robust approach for the single machine scheduling problem
Journal of Scheduling
Computers and Operations Research
Unified adaptivity optimization of clock and logic signals
Proceedings of the 2007 IEEE/ACM international conference on Computer-aided design
An Integer Programming Approach for Linear Programs with Probabilistic Constraints
IPCO '07 Proceedings of the 12th international conference on Integer Programming and Combinatorial Optimization
Robust Combinatorial Optimization with Exponential Scenarios
IPCO '07 Proceedings of the 12th international conference on Integer Programming and Combinatorial Optimization
Delay Management Problem: Complexity Results and Robust Algorithms
COCOA 2008 Proceedings of the 2nd international conference on Combinatorial Optimization and Applications
Reliable water supply system design under uncertainty
Environmental Modelling & Software
Journal of Computational and Applied Mathematics
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
Managing Risk in Recurrent Auctions for Robust Resource Allocation
Proceedings of the 2008 conference on STAIRS 2008: Proceedings of the Fourth Starting AI Researchers' Symposium
Robustness in Recurrent Auctions for Resource Allocation
Proceedings of the 2008 conference on Artificial Intelligence Research and Development: Proceedings of the 11th International Conference of the Catalan Association for Artificial Intelligence
Toward Robust Revenue Management: Competitive Analysis of Online Booking
Operations Research
Constructing Risk Measures from Uncertainty Sets
Operations Research
A robust transportation signal control problem accounting for traffic dynamics
Computers and Operations Research
Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
Operations Research
Robust Controls for Network Revenue Management
Manufacturing & Service Operations Management
Communication: Robust network optimization under polyhedral demand uncertainty is NP-hard
Discrete Applied Mathematics
Solving chance-constrained combinatorial problems to optimality
Computational Optimization and Applications
Robustness and Regularization of Support Vector Machines
The Journal of Machine Learning Research
Dynamic Pricing and Inventory Control: Uncertainty and Competition
Operations Research
α-Conservative approximation for probabilistically constrained convex programs
Computational Optimization and Applications
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
Robust spectrum management for DMT-based systems
IEEE Transactions on Signal Processing
A declarative approach to robust weighted Max-SAT
Proceedings of the 12th international ACM SIGPLAN symposium on Principles and practice of declarative programming
On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems
Mathematics of Operations Research
Optimality of Affine Policies in Multistage Robust Optimization
Mathematics of Operations Research
A robust optimization approach for imprecise data envelopment analysis
Computers and Industrial Engineering
Monotone Approximation of Decision Problems
Operations Research
A Soft Robust Model for Optimization Under Ambiguity
Operations Research
Optimal Allocation of Surgery Blocks to Operating Rooms Under Uncertainty
Operations Research
Distributionally Robust Optimization and Its Tractable Approximations
Operations Research
A robust mean absolute deviation model for portfolio optimization
Computers and Operations Research
Robust optimization of graph partitioning and critical node detection in analyzing networks
COCOA'10 Proceedings of the 4th international conference on Combinatorial optimization and applications - Volume Part I
Robust semidefinite relaxations for a quadratic OFDMA resource allocation scheme
Computers and Operations Research
INFORMS Journal on Computing
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
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
Robust Optimization Made Easy with ROME
Operations Research
Recoverable robustness by column generation
ESA'11 Proceedings of the 19th European conference on Algorithms
Cutset inequalities for robust network design
INOC'11 Proceedings of the 5th international conference on Network optimization
Affine decision rules for tractable approximations to robust capacity planning in telecommunications
INOC'11 Proceedings of the 5th international conference on Network optimization
Recoverable robust knapsacks: Γ-scenarios
INOC'11 Proceedings of the 5th international conference on Network optimization
Robust optimization framework for cardinality constrained portfolio problem
Applied Soft Computing
Theory and Applications of Robust Optimization
SIAM Review
STACS'06 Proceedings of the 23rd Annual conference on Theoretical Aspects of Computer Science
Information Sciences: an International Journal
A Distributional Interpretation of Robust Optimization
Mathematics of Operations Research
IPCO'10 Proceedings of the 14th international conference on Integer Programming and Combinatorial Optimization
Computers and Electronics in Agriculture
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
Railway Rolling Stock Planning: Robustness Against Large Disruptions
Transportation Science
Engineering Applications of Artificial Intelligence
Solving asymmetric variational inequalities via convex optimization
Operations Research Letters
Single-path routing of stochastic flows in networks
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
A robust approach to the chance-constrained knapsack problem
Operations Research Letters
Computing robust basestock levels
Discrete Optimization
Robust linear optimization under general norms
Operations Research Letters
IEEE/ACM Transactions on Networking (TON)
Robust optimization of graph partitioning involving interval uncertainty
Theoretical Computer Science
Price of Correlations in Stochastic Optimization
Operations Research
Optimization Under Probabilistic Envelope Constraints
Operations Research
Robustness for a single railway line: Analytical and simulation methods
Expert Systems with Applications: An International Journal
Robust Inventory Routing Under Demand Uncertainty
Transportation Science
New results about multi-band uncertainty in robust optimization
SEA'12 Proceedings of the 11th international conference on Experimental Algorithms
Layered formulation for the robust vehicle routing problem with time windows
ISCO'12 Proceedings of the Second international conference on Combinatorial Optimization
Computers and Operations Research
Computers and Operations Research
A pattern based, robust approach to cyclic master surgery scheduling
Journal of Scheduling
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
The robust vehicle routing problem with time windows
Computers and Operations Research
Robust Simulation of Global Warming Policies Using the DICE Model
Management Science
Proceedings of the 4th conference on Innovations in Theoretical Computer Science
Direct data-driven portfolio optimization with guaranteed shortfall probability
Automatica (Journal of IFAC)
Worst-Case Value at Risk of Nonlinear Portfolios
Management Science
Reformulation based MaxSAT robustness
Constraints
A scenario-based robust model for the next release problem
Proceedings of the 15th annual conference on Genetic and evolutionary computation
Multiple Objectives Satisficing Under Uncertainty
Operations Research
SDP reformulation for robust optimization problems based on nonconvex QP duality
Computational Optimization and Applications
Exact solution of the robust knapsack problem
Computers and Operations Research
Robust cross layer optimization in relay aided cellular networks
Wireless Networks
Regularized robust optimization: the optimal portfolio execution case
Computational Optimization and Applications
Common weights data envelopment analysis with uncertain data: A robust optimization approach
Computers and Industrial Engineering
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
Robust location transportation problems under uncertain demands
Discrete Applied Mathematics
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A robust approach to solving linear optimization problems with uncertain data was proposed in the early 1970s and has recently been extensively studied and extended. Under this approach, we are willing to accept a suboptimal solution for the nominal values of the data in order to ensure that the solution remains feasible and near optimal when the data changes. A concern with such an approach is that it might be too conservative. In this paper, we propose an approach that attempts to make this trade-off more attractive; that is, we investigate ways to decrease what we call the price of robustness. In particular, we flexibly adjust the level of conservatism of the robust solutions in terms of probabilistic bounds of constraint violations. An attractive aspect of our method is that the new robust formulation is also a linear optimization problem. Thus we naturally extend our methods to discrete optimization problems in a tractable way. We report numerical results for a portfolio optimization problem, a knapsack problem, and a problem from the Net Lib library.