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Safe dike heights at minimal costs : the nonhomogeneous case

Brekelmans, Ruud; Hertog, Dirk den; Roos, Kees; … - In: Operations research 60 (2012) 6, pp. 1342-1355

Persistent link: https://www.econbiz.de/10009701931

Why methods for optimization problems with time-consuming function evaluations and integer variables should use global approximation models

Driessen, Lonneke; Brekelmans, Ruud; Gerichhausen, Marloes - 2006

Persistent link: https://www.econbiz.de/10003277659

Optimization of univariate functions on bounded intervals by interpolation and semidefinite programming

Klerk, Etienne de (contributor); Elabwabi, G. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003314846

Enhancement of sandwich algorithms for approximating higher dimensional convex pareto sets

Rennen, Gijs; Dam, Edwin Robert van; Hertog, Dirk den - 2009

Persistent link: https://www.econbiz.de/10003865769

Robust solutions of optimization problems affected by uncertain probabilities

Ben-Tal, Aharon; Hertog, Dirk den; De Waegenaere, Anja; … - 2011

Persistent link: https://www.econbiz.de/10009152559

Immunizing conic quadratic optimization problems against implementation errors

Ben-Tal, Aharon; Hertog, Dirk den - 2011

convex conic quadratic constraints with implementation error are also given. We conclude with showing how the theory …

Persistent link: https://www.econbiz.de/10009152560

Hidden convexity in partially separable optimization

Ben-Tal, Aharon; Hertog, Dirk den; Laurent, Monique - 2011

The paper identifies classes of nonconvex optimization problems whose convex relaxations have optimal solutions which at the same time are global optimal solutions of the original nonconvex problems. Such a hidden convexity property was so far limited to quadratically constrained quadratic...

Persistent link: https://www.econbiz.de/10009156483

Tractable counterparts of distributionally robust constraints on risk measures

Postek, Krzysztof S.; Hertog, Dirk den; Melenberg, Bertrand - 2014

Persistent link: https://www.econbiz.de/10011282869

Multi-stage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set

Postek, Krzysztof Stanisław; Hertog, Dirk den - 2014

Persistent link: https://www.econbiz.de/10011283891

Computationally tractable counterparts of distributionally robust constraints on risk measures

Postek, Krzysztof Stanisław; Hertog, Dirk den; … - 2015 - Revised version of CentER Discussion Paper No. 2014-031

Persistent link: https://www.econbiz.de/10011348902