Proceedings of the 2006 IEEE/ACM international conference on Computer-aided design
Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach
Manufacturing & Service Operations Management
Automatica (Journal of IFAC)
Variability-driven module selection with joint design time optimization and post-silicon tuning
Proceedings of the 2008 Asia and South Pacific Design Automation Conference
Step decision rules for multistage stochastic programming: A heuristic approach
Automatica (Journal of IFAC)
Robust Combinatorial Optimization with Exponential Scenarios
IPCO '07 Proceedings of the 12th international conference on Integer Programming and Combinatorial Optimization
Multi-period portfolio optimization with linear control policies
Automatica (Journal of IFAC)
System-level mitigation of WID leakage power variability using body-bias islands
CODES+ISSS '08 Proceedings of the 6th IEEE/ACM/IFIP international conference on Hardware/Software codesign and system synthesis
Brief paper: Affine and predictive control policies for a class of nonlinear systems
Automatica (Journal of IFAC)
Operations Research
Robust Optimization for Empty Repositioning Problems
Operations Research
Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
Operations Research
A Model and Algorithm for the Courier Delivery Problem with Uncertainty
Transportation Science
Robust Approximation to Multiperiod Inventory Management
Operations Research
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
Distributionally Robust Optimization and Its Tractable Approximations
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
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
Production planning in furniture settings via robust optimization
Computers and Operations Research
Robust Optimization Made Easy with ROME
Operations Research
Affine recourse for the robust network design problem: between static and dynamic routing
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
Efficient robust linear optimization for large repositioning problems
INOC'11 Proceedings of the 5th international conference on Network optimization
Theory and Applications of Robust Optimization
SIAM Review
Stochastic receding horizon control with output feedback and bounded controls
Automatica (Journal of IFAC)
Information Sciences: an International Journal
A constraint sampling approach for multi-stage robust optimization
Automatica (Journal of IFAC)
Robust heterogeneous data center design: a principled approach
ACM SIGMETRICS Performance Evaluation Review
Robust Adversarial Risk Analysis: A Level-k Approach
Decision Analysis
A Distributional Interpretation of Robust Optimization
Mathematics of Operations Research
Computers and Operations Research
Optimization over state feedback policies for robust control with constraints
Automatica (Journal of IFAC)
Mathematical and Computer Modelling: An International Journal
A dynamic programming approach to adjustable robust optimization
Operations Research Letters
Convexity and convex approximations of discrete-time stochastic control problems with constraints
Automatica (Journal of IFAC)
Computing robust basestock levels
Discrete Optimization
Robust profit opportunities in risky financial portfolios
Operations Research Letters
IEEE/ACM Transactions on Networking (TON)
Robust Inventory Routing Under Demand Uncertainty
Transportation Science
Computers and Operations Research
Localized solutions to interval linear equations
Journal of Computational and Applied Mathematics
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
Maritime repositioning of empty containers under uncertain port disruptions
Computers and Industrial Engineering
Thrifty algorithms for multistage robust optimization
IPCO'13 Proceedings of the 16th international conference on Integer Programming and Combinatorial Optimization
Multiple Objectives Satisficing Under Uncertainty
Operations Research
System-level leakage variability mitigation for MPSoC platforms using body-bias islands
IEEE Transactions on Very Large Scale Integration (VLSI) Systems
Journal of Computational and Applied Mathematics
Robust location transportation problems under uncertain demands
Discrete Applied Mathematics
The maximum flow problem of uncertain network
Information Sciences: an International Journal
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We consider linear programs with uncertain parameters, lying in some prescribed uncertainty set, where part of the variables must be determined before the realization of the uncertain parameters (‘‘non-adjustable variables’’), while the other part are variables that can be chosen after the realization (‘‘adjustable variables’’). We extend the Robust Optimization methodology ([1, 3-6, 9, 13, 14]) to this situation by introducing the Adjustable Robust Counterpart (ARC) associated with an LP of the above structure. Often the ARC is significantly less conservative than the usual Robust Counterpart (RC), however, in most cases the ARC is computationally intractable (NP-hard). This difficulty is addressed by restricting the adjustable variables to be affine functions of the uncertain data. The ensuing Affinely Adjustable Robust Counterpart (AARC) problem is then shown to be, in certain important cases, equivalent to a tractable optimization problem (typically an LP or a Semidefinite problem), and in other cases, having a tight approximation which is tractable. The AARC approach is illustrated by applying it to a multi-stage inventory management problem.