Adjustable robust optimization via Fourier-Motzkin elimination
Year of publication: |
July-August 2018
|
---|---|
Authors: | Zhen, Jianzhe ; Hertog, Dirk den ; Sim, Melvyn |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 66.2018, 4, p. 1086-1100
|
Subject: | Fourier-Motzkin elimination | adjustable robust optimization | linear decision rules | redundant constraint identification | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory |
-
Technical note: dual approach for two-stage robust nonlinear optimization
Ruiter, Frans J. C. T. de, (2023)
-
Zhen, Jianzhe, (2022)
-
A sample robust optimal bidding model for a virtual power plant
Kim, Seokwoo, (2024)
- More ...
-
Computing the maximum volume inscribed ellipsoid of a polytopic projection
Zhen, Jianzhe, (2015)
-
Robust solutions for systems of uncertain linear equations
Zhen, Jianzhe, (2015)
-
Computing the maximum volume inscribed ellipsoid of a polytopic projection
Zhen, Jianzhe, (2018)
- More ...