Robust convex quadratically constrained programs

Global Journal of Researches in Engineering. In this paper, an unconstrained quadratic programming problem with uncertain parameters is discussed. For this purpose, the basic idea of optimizing the unconstrained quadratic programming problem is … Expand. Data-driven two-stage conic optimization with zero-one uncertainties. We address high-dimensional zero-one random parameters in two-stage convex conic optimization problems.

Such parameters typically represent failures of network elements and constitute rare, … Expand. We study the problem of finding an ellipsoid with minimum volume that contains a given convex set. We reformulate the problem as a generalized copositive program, and use that reformulation to derive … Expand. Mathematics, Computer Science. Computer Science, Mathematics. This result is then extended to … Expand. Maximizing perturbation radii for robust convex quadratically constrained quadratic programs.

We consider least-squares problems where the coefficient matrices A,b are unknown but bounded. We minimize the worst-case residual error using convex second-order cone programming, yielding an … Expand. Highly Influential.

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A robust optimization model under uncertain environment: An application in production planning. Modeling equitable and effective distribution problem in humanitarian relief logistics by robust goal programming.

Robust optimization for the hierarchical mixed capacitated general routing problem applied to winter road maintenance. Automatic generation of algorithms for robust optimisation problems using grammar-guided genetic programming. Robust facility location decisions for resilient sustainable supply chain performance in the face of disruptions. Managing the unknown: A distributionally robust model for the admission planning problem under uncertain length of stay. Robustness in Nonsmooth Nonconvex Optimization Problems.

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Maximizing perturbation radii for robust convex quadratically constrained quadratic programs. Adjustable robust optimization in enabling optimal day-ahead economic dispatch of CCHP-MG considering uncertainties of wind-solar power and electric vehicle. Robust Conic Satisficing. Robust Estimation of European and Asian Options.

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Integrated distribution expansion planning considering stochastic renewable energy resources and electric vehicles. Exploratory modeling for analyzing coupled human-natural systems under uncertainty.

Necessary optimality conditions for nonsmooth robust optimization problems. Exploiting low-rank structure in semidefinite programming by approximate operator splitting.

On robustness for set-valued optimization problems. A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice.

Particle swarm metaheuristics for robust optimisation with implementation uncertainty. A note on the nonexistence of oracle-polynomial algorithms for robust combinatorial optimization. On approximate solutions and saddle point theorems for robust convex optimization. An incentive model between a contractor and multiple subcontractors in a green supply chain based on robust optimization.

Reducing Conservatism in Robust Optimization. Ernst Roos , Dick den Hertog. Min—max—min robustness for combinatorial problems with discrete budgeted uncertainty. The Black—Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation.

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Robust dynamic traffic assignment for single destination networks under demand and capacity uncertainty. A general corridor method-based approach for capacitated facility location.

Approximate cutting plane approaches for exact solutions to robust optimization problems. Weighted robust optimality of convex optimization problems with data uncertainty. An environmentally conscious photovoltaic supply chain network design under correlated uncertainty: A case study in Iran. A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization.

Absolute value equations with uncertain data. Affinely adjustable robust optimization under dynamic uncertainty set for a novel robust closed-loop supply chain.

Oracle-based algorithms for binary two-stage robust optimization. Robust optimization and mixed-integer linear programming model for LNG supply chain planning problem. A mixed integer robust programming model for two-echelon inventory routing problem of perishable products. Stochastic optimization in supply chain networks: averaging robust solutions. Adjustable robust optimization through multi-parametric programming. Robust multiperiod inventory model considering trade-in program and refurbishment service: Implications to emerging markets.

Robust Nash equilibria in vector-valued games with uncertainty. Massive Machine Type Communication Systems. Personalized optimization and its implementation in computer experiments.

A robust optimization approach for the production-inventory-routing problem with simultaneous pickup and delivery. A survey of nonlinear robust optimization. A robust cardinality-constrained model to address the machine loading problem. Robust cooperative beamforming for MIMO decode-and-forward one-way relay networks.

A two-stage robust optimisation for terminal traffic flow problem. Operations scheduling of waste-to-energy plants under uncertainty. Reliable blood supply chain network design with facility disruption: A real-world application. Master production schedule using robust optimization approaches in an automobile second-tier supplier.

Varying confidence levels for CVaR risk measures and minimax limits. Solving the vehicle routing problem with multi-compartment vehicles for city logistics. Robust optimization for hurricane preparedness. Submodularity in Conic Quadratic Mixed 0—1 Optimization. A look-ahead dispatch method accounting for improved primary frequency response. Hierarchical reinforcement learning via dynamic subspace search for multi-agent planning. Selection of building thermal insulation materials using robust optimization.

Energy management system for hybrid PV-wind-battery microgrid using convex programming, model predictive and rolling horizon predictive control with experimental validation. Aggregate production planning considering implementation error: A robust optimization approach using bi-level particle swarm optimization.

Global minimum variance portfolios under uncertainty: a robust optimization approach. Approximate convex hull based scenario truncation for chance constrained trajectory optimization.

Game formulations for structural optimization under uncertainty. Uncertainty representation and risk management for direct segmented marketing.

Optimizing a robust bi-objective supply chain network considering environmental aspects: a case study in plastic injection industry. A robust optimization approach for multi-objective, multi-product, multi-period, closed-loop green supply chain network designs under uncertainty and discount. Improving consistency in hierarchical tactical and operational planning using Robust Optimization.

Hybrid stochastic and robust optimization model for lot-sizing and scheduling problems under uncertainties. On Robust Fractional Programming. Erfan Mehmanchi , Colin P. Penalty Method for Games of Constraints. Robust modeling and planning: Insights from three industrial applications. Virtual Power Plants.

An integrated multi-echelon robust closed- loop supply chain under imperfect quality production. Multi-Period energy procurement policies for smart-grid communities with deferrable demand and supplementary uncertain power supplies. A unified model for regularized and robust portfolio optimization.

Robust bus bridging service design under rail transit system disruptions. Mixed robust possibilistic flexible chance constraint optimization model for emergency blood supply chain network design. Robust optimization of the insecticide-treated bed nets procurement and distribution planning under uncertainty for malaria prevention and control. An active set algorithm for robust combinatorial optimization based on separation oracles.

Energy systems engineering - a guided tour. Light Robust Goal Programming. Intelligent charge scheduling of electric vehicles in residential areas. Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty.

Improving portfolio performance of renewable energy stocks using robust portfolio approach: Evidence from China. A robust bi-objective multi-trip periodic capacitated arc routing problem for urban waste collection using a multi-objective invasive weed optimization.

A copositive Farkas lemma and minimally exact conic relaxations for robust quadratic optimization with binary and quadratic constraints. A new idea for ambulance location problem in an environment under uncertainty in both path and average speed: Absolutely robust planning. Robust consensus models based on minimum cost with an application to marketing plan. The design of the vaccine supply network under uncertain condition.

Jiankun Sun , Jan A. Van Mieghem. Optimization under turbulence model uncertainty for aerospace design. Robust optimization of a bi-objective closed-loop supply chain network for perishable goods considering queue system. Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models. On approximate solutions for nonsmooth robust multiobjective optimization problems.

Exploiting problem structure in optimization under uncertainty via online convex optimization. Robust voltage control algorithm incorporating model uncertainty impacts. A multi-objective robust supply chain design considering reliability.

A congested capacitated multi-level fuzzy facility location problem: An efficient drone delivery system. Light robustness in the optimization of Markov decision processes with uncertain parameters. Robust Optimization for the Pooling Problem. Optimizing sustainable development problem under uncertainty: Robust vs fuzzy optimization methods.

Robust design of a strategic network planning for photovoltaic module recycling considering reclaimed resource price uncertainty. Tatsuya Hirano , Yasushi Narushima. Socially optimal IT investment for cybersecurity. Almost Robust Discrete Optimization.

The robust multiple-choice multidimensional knapsack problem. Robust multiobjective portfolio optimization: a set order relations approach. The robust analysis of supply chain based on uncertainty computation: insight from open innovation. The wait-and-judge scenario approach applied to antenna array design. Energy maximising robust control for spectral and pseudospectral methods with application to wave energy systems. Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality.

Overhead minimization of online codes. Min-ordering and max-ordering scalarization methods for multi-objective robust optimization. Distributionally Robust Radio Frequency Localization. Strategies for choosing an uncertainty budget in log-robust portfolio management. Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra.

A multi-objective invasive weed optimization algorithm for robust aggregate production planning under uncertain seasonal demand. Delineating robust rectangular management zones based on column generation algorithm. A note on a robust inventory model with stock-dependent demand. A survey of type-2 fuzzy aggregation and application for multiple criteria decision making.

Robust multicovers with budgeted uncertainty. Complexity of strict robust integer minimum cost flow problems: An overview and further results.

Supply location and transportation planning for hurricanes: A two-stage stochastic programming framework. Algorithms and uncertainty sets for data-driven robust shortest path problems. Optimal ATM replenishment policies under demand uncertainty. Stability advances in robust portfolio optimization under parallelepiped uncertainty.

Energy technology environment model with smart grid and robust nodal electricity prices. Computer-aided molecular product-process design under property uncertainties — A Monte Carlo based optimization strategy.

A largest empty hypersphere metaheuristic for robust optimisation with implementation uncertainty. Exact relaxations for parametric robust linear optimization problems.

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Data-driven decision making in power systems with probabilistic guarantees: Theory and applications of chance-constrained optimization. Robust optimization with nonnegative decision variables: A DEA approach. Distributionally robust optimization of an emergency medical service station location and sizing problem with joint chance constraints. Robust stock and bond allocation with end-of-horizon effects.

On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints. On the complexity of robust geometric programming with polyhedral uncertainty.

The Dao of Robustness. Renewable and Energy Storage in System Restoration. Robust multiobjective optimization with application to Internet routing.

A perfect information lower bound for robust lot-sizing problems. Large-scale unit commitment under uncertainty: an updated literature survey. Robust allocation of operating rooms: A cutting plane approach to handle lognormal case durations. Robust power allocation for two-tier heterogeneous networks under channel uncertainties. Robust optimization model for uncertain multiobjective linear programs. Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation.

Robust combinatorial optimization under budgeted—ellipsoidal uncertainty. Multipolar robust optimization.

Customer relationship management and new product development in designing a robust supply chain. The robust machine availability problem — bin packing under uncertainty. Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches.

Robust optimization for non-linear impact of data variation. Consensus-based distributed learning for robust convex optimization with a scenario approach. Coalescing Data and Decision Sciences for Analytics. Decision-dependent probabilities in stochastic programs with recourse. Robust optimization: Lessons learned from aircraft routing. Conditions under which adjustability lowers the cost of a robust linear program. An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty.

Robustness of eco-industrial symbiosis network: a case study of China. Hybrid robust, stochastic and possibilistic programming for closed-loop supply chain network design. Agribusiness supply chain risk management: A review of quantitative decision models. Compromise solutions for robust combinatorial optimization with variable-sized uncertainty.

Robust balanced optimization. Robust combinatorial optimization under convex and discrete cost uncertainty. When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent? Risk-averse formulations and methods for a virtual power plant.

The insertion of biogas in the sugarcane mill product portfolio: A study using the robust optimization approach. Generalized robust counterparts for constraints with bounded and unbounded uncertain parameters. Robust Optimization: Concepts and Applications.

Data-driven distributionally robust optimization approach for reliable travel-time-information-gain-oriented traffic sensor location model. Data-driven rolling-horizon robust optimization for petrochemical scheduling using probability density contours. Road screening and distribution route multi-objective robust optimization for hazardous materials based on neural network and genetic algorithm.

Zenios , Sundeep Singh , David Moore. Piecewise static policies for two-stage adjustable robust linear optimization. Expanding scope and computational challenges in process scheduling. Robust multiobjective portfolio with higher moments. A novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertainty.

Optimizing make-to-stock policies through a robust lot-sizing model. Data-driven approaches to integrated closed-loop sustainable supply chain design under multi-uncertainties. A robust optimization model for multi-objective multi-period supply chain planning under uncertainty considering quantity discounts. Robust bi-objective optimization of uncapacitated single allocation p-hub median problem using a hybrid heuristic algorithm.

Model-based multi-objective decision making under deep uncertainty from a multi-method design lens. Towards more resilient integrated power grid capacity expansion: A robust optimization approach with operational flexibility.

Complexity of min—max—min robustness for combinatorial optimization under discrete uncertainty. Erick Delage , Luca G. Flexibility evaluation of multiechelon supply chains.

Designing a capacitated multi-configuration logistics network under disturbances and parameter uncertainty: a real-world case of a drug supply chain. The design of a reliable and robust hierarchical health service network using an accelerated Benders decomposition algorithm. Resilient solar photovoltaic supply chain network design under business-as-usual and hazard uncertainties. Quadratic two-stage stochastic optimization with coherent measures of risk.

Longsheng Sun , Mark H. Karwan , Changhyun Kwon. Binary decision rules for multistage adaptive mixed-integer optimization. Ranking robustness and its application to evacuation planning. A novel robust optimization approach for an integrated municipal water distribution system design under uncertainty: A case study of Mashhad. On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization.

Equilibrium versions of variational principles in quasi-metric spaces and the robust trap problem. How to Manage the Complexity of the Grid? Randomization in Robustness, Estimation, and Optimization. Classical Methods in Vector Optimization. Robust Train Timetabling. Robust simulation-based scheduling methodology to reduce the impact of manual installation tasks on low-volume aerospace production flows.

An outlook on robust model predictive control algorithms: Reflections on performance and computational aspects. Consistency of the Scenario Approach. Robust Balanced Optimization. A robust crude oil supply chain design under uncertain demand and market price: A case study.

Robust optimization: Sensitivity to uncertainty in scalar and vector cases, with applications. Closed-loop supply chain network design with multiple transportation modes under stochastic demand and uncertain carbon tax.

Robust optimization in spline regression models for multi-model regulatory networks under polyhedral uncertainty. Yun Fong Lim , Chen Wang. Convergent hierarchy of SDP relaxations for a class of semi-infinite convex polynomial programs and applications.

A capacitated hub location problem under hose demand uncertainty. Production-process optimization algorithm: Application to fed-batch bioprocess. Network design in scarce data environment using moment-based distributionally robust optimization.

Adjustable Robust Optimisation approach to optimise discounts for multi-period supply chain coordination under demand uncertainty. Robust games: theory and application to a Cournot duopoly model. Supply chain network design under uncertainty: A comprehensive review and future research directions.

A multi-objective robust optimization model for site-selection and capacity allocation of municipal solid waste facilities: A case study in Tehran. A robust approach to airport gate assignment with a solution-dependent uncertainty budget. Affinely adjustable robust optimal dispatch for island microgrids with wind power, energy storage and diesel generators.

Data-driven robust optimization based on kernel learning. Distributionally robust games with an application to supply chain. Time consistent fuzzy multi-period rolling portfolio optimization with adaptive risk aversion factor. Robust goal programming using different robustness echelons via norm-based and ellipsoidal uncertainty sets. Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization.

Staffing and scheduling flexible call centers by two-stage robust optimization. Robust planning of dynamic wireless charging infrastructure for battery electric buses. Robust network data envelopment analysis approach to evaluate the efficiency of regional electricity power networks under uncertainty. Non-probabilistic robust optimization approach for flood control system design. Error regions in quantum state tomography: computational complexity caused by geometry of quantum states.

Early identification of mild cognitive impairment using incomplete random forest-robust support vector machine and FDG-PET imaging. An approach based on robust optimization and decision rules for analyzing real options in engineering systems design. How to solve a design centering problem. Distributed Robust Optimization in Networked System. New a priori and a posteriori probabilistic bounds for robust counterpart optimization: III.

Exact and near-exact a posteriori expressions for known probability distributions. Optimal allocation with costly inspection and discrete types under ambiguity. Robust two-stage DEA models under discrete uncertain data. Regularized decomposition of large scale block-structured robust optimization problems.

Robust bi-objective macroscopic municipal water supply network redesign and rehabilitation. Incorporating transaction costs, weighting management, and floating required return in robust portfolios. Two-stage robust optimization approach to elective surgery and downstream capacity planning.

Node selection for target tracking in passive multiple radar systems. Robust spherical separation. A Genco self-scheduling problem with correlated prices using a new robust optimization approach.

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