Technical note: dual approach for two-stage robust nonlinear optimization
Alternative title: | Dual approach for two-stage robust nonlinear optimization |
---|---|
Year of publication: |
2023
|
Authors: | Ruiter, Frans J. C. T. de ; Zhen, Jianzhe ; Hertog, Dirk den |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 71.2023, 5, p. 1794-1799
|
Subject: | adjustable robust optimization | duality | linear decision rules | nonlinear inequalities | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Entscheidung | Decision | Nichtlineare Regression | Nonlinear regression |
-
Decision rule-based method in solving adjustable robust capacity expansion problem
Zhao, Sixiang, (2023)
-
Adjustable robust optimization via Fourier-Motzkin elimination
Zhen, Jianzhe, (2018)
-
Zhen, Jianzhe, (2022)
- More ...
-
Zhen, Jianzhe, (2022)
-
Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection
Zhen, Jianzhe, (2016)
-
Robust solutions for systems of uncertain linear equations
Zhen, Jianzhe, (2015)
- More ...