Tractable Approximations to Robust Conic Optimization Problems

By Dimitris J. Bertsimas, Melvyn Sim. Mathematical programming, 2006

333 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Management Science and Operations Research, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/7d128a9b4318ef7fe1333c5615e57a31b3433252

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In Control and Systems Engineering

In Management Science and Operations Research

In Numerical Analysis

Citations in the corpus

Constructing Uncertainty Sets for Robust Linear Optimization (2009, background): “More recent work has focused on the properties of the solutions and the tractability of various robust formulations, as well extending robustness to more general conic problems (e.g., Bertsimas et al. [7], Bertsimas and Sim [8], El Ghaoui and Lebret [15], and El Ghaoui et al. [15]).”
A modified Benders decomposition method for efficient robust optimization under interval uncertainty (2011, background): “…et al. (2009). linear objective function in the problem as reported in the literature (e.g., Balling et al. 1986; Ben-Tal and Nemirovski 2002; Bertsimas and Sim 2006; Soyster 1973) or quadratic (e.g., Li et al. 2010) as well as other versions involving convex programs (e.g., Ganzerli and…”
Robust Optimization (2021, background): “A general scheme for building safe tractable approximations of uncertain conic problems is proposed in [19]; this scheme, however, does not admit good bounds on its”
Selected topics in robust convex optimization (2007, background): “Now, there exist quite general ways to build safe approximations of semiinfinite conic (in particular, conic quadratic) inequalities [26].”
A multi-objective robust optimization model for multi-product multi-site aggregate production planning in a supply chain under uncertainty (2011, background): “…in some cases such as stochastic programming (Kall and Wallace, 1994; Birge and Louveaux, 1997; Kall and Mayer, 2005); fuzzy set theory (Wang and Fang, 2000); robust optimization (Bertsimas and Sim, 2003, 2004, 2006; BenTal and Nemirovski, 1998, 1999, 2000) and stochastic dynamic programming.”
A Robust Optimization Perspective on Stochastic Programming (2007, background): “History : Received December 2004; revisions received June 2005, May 2006; accepted December 2006.”
Distributionally Robust Convex Optimization (2014, neutral): “Robust optimization, ambiguous probability distributions, conic optimization.”
Two-Stage Robust Network Flow and Design Under Demand Uncertainty (2007, background): “Research on robust optimization has recently received renewed attention (Atamtürk 2006; Averbakh 2000, 2001; Ben-Tal and Nemirovski 1998, 2000; Bertsimas and Sim 2003, 2004, 2006; Bertsimas and Thiele 2006; Bienstock and Özbay 2005; Erdo˘ gan and Iyengar 2006; El Ghaoui et al. 1998; Goldfarb and…”