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First-order algorithms for robust optimization problems via convex-concave saddle-point Lagrangian reformulation

Postek, Krzysztof; Shtern, Shimrit - In: INFORMS journal on computing : JOC ; charting new … 37 (2025) 3, pp. 557-581

Persistent link: https://www.econbiz.de/10015434710

Convergent nested alternating minimization algorithms for nonconvex optimization problems

Gur, Eyal; Sabach, Shoham; Shtern, Shimrit - In: Mathematics of operations research 48 (2023) 1, pp. 53-77

Persistent link: https://www.econbiz.de/10014312326

A data-driven approach to multistage stochastic linear optimization

Bertsimas, Dimitris; Shtern, Shimrit; Sturt, Bradley - In: Management science : journal of the Institute for … 69 (2023) 1, pp. 51-74

Persistent link: https://www.econbiz.de/10014288428

An adaptive robust optimization model for parallel machine scheduling

Cohen, Izack; Postek, Krzysztof; Shtern, Shimrit - In: European journal of operational research : EJOR 306 (2023) 1, pp. 83-104

Persistent link: https://www.econbiz.de/10014266920

Technical note: two-stage sample robust optimization

Bertsimas, Dimitris; Shtern, Shimrit; Sturt, Bradley - In: Operations research 70 (2022) 1, pp. 624-640

Persistent link: https://www.econbiz.de/10012820676

Robust multi-echelon multi-period inventory control

Aharon, Ben-Tal; Boaz, Golany; Shimrit, Shtern - In: European journal of operational research : EJOR 199 (2009) 3, pp. 922-935

Persistent link: https://www.econbiz.de/10003900569

Robust multi-echelon multi-period inventory control

Aharon, Ben-Tal; Boaz, Golany; Shimrit, Shtern - In: European Journal of Operational Research 199 (2009) 3, pp. 922-935

We consider the problem of minimizing the overall cost of a supply chain, over a possible long horizon, under demand uncertainly which is known only crudely. Under such circumstances, the method of choice is Robust Optimization, in particular the Affinely Adjustable Robust Counterpart (AARC)...

Persistent link: https://www.econbiz.de/10004973603

Robust multi-echelon multi-period inventory control

Aharon, Ben-Tal; Boaz, Golany; Shimrit, Shtern - In: European journal of operational research : EJOR 199 (2009) 3, pp. 922-935

Persistent link: https://www.econbiz.de/10008259529