Globalized Robust Optimization for Nonlinear Uncertain Inequalities
Published Online:12 Apr 2017https://doi.org/10.1287/ijoc.2016.0735
References
- (2010) Robust optimization for environmental and energy planning. Filar JA, Haurie A, eds. Uncertainty and Environmental Decision Making, International Series in Operations Research and Management Science, Vol. 138 (Springer, New York), 79–126.Google Scholar
- (2006) Extending scope of robust optimization: Comprehensive robust counterparts of uncertain problems. Math. Programming 107(1):63–89.Crossref, Google Scholar
- (2015) Deriving robust counterparts of nonlinear uncertain inequalities. Math. Programming 149(1–2):265–299.Crossref, Google Scholar
- (2013) Robust solutions of optimization problems affected by uncertain probabilities. Management Sci. 59(2):341–357.Link, Google Scholar
- (2009a) Robust Optimization. Princeton Series in Applied Mathematics (Princeton University Press, Princeton, NJ).Crossref, Google Scholar
- (2009b) Robust multi-echelon multi-period inventory control. Eur. J. Oper. Res. 199(3):922–935.Crossref, Google Scholar
- (2004) Adjustable robust solutions of uncertain linear programs. Math. Programming 99(2):351–376.Crossref, Google Scholar
- (2004) The price of robustness. Oper. Res. 52(1):35–53.Link, Google Scholar
- (2011) Theory and applications of robust optimization. SIAM Rev. 53(3):464–501.Crossref, Google Scholar
- (2012) Robust optimization and machine learning. Lecture slides, UC Berkeley, TRANSP-OR Seminar, Zinal, Switzerland. Accessed February 14, 2017, http://www.eecs.berkeley.edu/~elghaoui/Teaching/Zinal2012/index.html.Google Scholar
- (2011) Robust UAV mission planning. Econometric Institute Report EI 2011-07, Econometric Institute, Erasmus University, Rotterdam, Netherlands.Google Scholar
- (2009) Light robustness. Ahuja RK, Möhring RH, Zaroliagis CD, eds. Robust and Online Large-Scale Optimization: Models and Techniques for Transportation Systems (Springer, Berlin), 61–84.Crossref, Google Scholar
- (2014) Recent advances in robust optimization: An overview. Eur. J. Oper. Res. 235(3):471–483.Crossref, Google Scholar
- (2014) Pareto efficiency in robust optimization. Management Sci. 60(1):130–147.Link, Google Scholar
- (2011) Robust facility location under service constraints. MSOM Annual Conf., Ann Arbor, MI.Google Scholar
- (1970) Convex Analysis. Princeton Mathematical Series (Princeton University Press, Princeton, NJ).Crossref, Google Scholar
- (2014) Generalized light robustness and the trade-off between robustness and nominal quality. Math. Methods Oper. Res. 80(2):161–191.Crossref, Google Scholar
- (2012) Optimization under probabilistic envelope constraints. Oper. Res. 60(3):682–699.Link, Google Scholar
- (2011) Robust portfolio optimization with derivative insurance guarantees. Eur. J. Oper. Res. 210(2):410–424.Crossref, Google Scholar

