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Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing

Siem, A.Y.D. - 2006

The main contents of this paper is two-fold. First, we present a method to approximate multivariate convex functions by piecewise linear upper and lower bounds. We consider a method that is based on function evaluations only. However, to use this method, the data have to be convex....

Persistent link: https://www.econbiz.de/10012734742

Discrete Least-Norm Approximation by Nonnegative (Trigonometric) Polynomials and Rational Functions

Siem, A.Y.D; de Klerk, Etienne; den Hertog, Dick - 2005

Polynomials, trigonometric polynomials, and rational functions are widely used for the discrete approximation of functions or simulation models. Often, it is known beforehand, that the underlying unknown function has certain properties, e.g., nonnegative or increasing on a certain region....

Persistent link: https://www.econbiz.de/10014063851

Optimal Depot Locations for Humanitarian Logistics Service Providers Using Robust Optimization

Stienen, Valentijn; Wagenaar, Joris; den Hertog, Dick; … - 2020

disaster. We examine the trade-off between the two objectives using the Pareto front. Furthermore, we use robust optimization … examining the added value of using a robust optimization framework. The first result holds for all Uncapacitated Facility … of depots. We conclude that solutions based on nominal and robust optimization may perform similar on individual years …

Persistent link: https://www.econbiz.de/10014092469

Kriging Models that are Robust with Respect to Simulation Errors

Siem, A.Y.D; den Hertog, Dick - 2007

In the field of the Design and Analysis of Computer Experiments (DACE) meta-models are used to approximate time-consuming simulations. These simulations often contain simulation-model errors in the output variables. In the construction of meta-models, these errors are often ignored....

Persistent link: https://www.econbiz.de/10014224357

A Method for Approximating Univariate Convex Functions using Only Function Value Evaluations

Siem, A.Y.D; den Hertog, Dick; Hoffmann, A. L. - 2007

In this paper, piecewise linear upper and lower bounds for univariate convex functions are derived that are only based on function value information. These upper and lower bounds can be used to approximate univariate convex functions. Furthermore, new Sandwich algorithms are proposed, that...

Persistent link: https://www.econbiz.de/10014224359

The Effect of Transformations on the Approximation of Univariate (Convex) Functions With Applications to Pareto Curves

Siem, A.Y.D; den Hertog, Dick; Hoffmann, A. L. - 2007

) Pareto curve that is associated with a (convex) bi-objective optimization problem …

Persistent link: https://www.econbiz.de/10014055847

Why Methods for Optimization Problems with Time-Consuming Function Evaluations and Integer Variables Should Use Global Approximation Models

Driessen, Lonneke - 2006

This paper advocates the use of methods based on global approximation models for optimization problems with time …

Persistent link: https://www.econbiz.de/10012734174

The Nutritious Supply Chain : Optimizing Humanitarian Food Aid

Peters, Koen - 2016

Yemen. We show how we used optimization to reduce the operational costs in Iraq by 17%, while still supplying 98% of the … nutritional targets. Additionally, we show how we are using optimization in Yemen to manage the scale-up of the existing operation …

Persistent link: https://www.econbiz.de/10012978062

Centered Solutions for Uncertain Linear Equations

Zhen, Jianzhe - 2016

Our contribution is twofold. Firstly, for a system of uncertain linear equations where the uncertainties are column-wise and reside in general convex sets, we show that the intersection of the set of possible solutions and any orthant is convex.We derive a convex representation of this...

Persistent link: https://www.econbiz.de/10013003853

Multi-Stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set

Postek, Krzysztof - 2016

multiperiod robust linear optimization problems. This type of problems finds application in, for example, inventory management …

Persistent link: https://www.econbiz.de/10013005868