Sparse Polynomial Optimization with Unbounded Sets: Sparse polynomial optimization with unbounded sets

Συγγραφείς: Lei Huang, Shucheng Kang, Jie Wang, Heng Yang

Πηγή: SIAM Journal on Optimization. 35:593-621

Θεματικοί όροι: unbounded set, 90C23, 90C17, 90C22, 90C26, Polynomial optimization, semidefinite relaxation, Optimization and Control (math.OC), polynomial optimization, sparsity, FOS: Mathematics, moment-SOS hierarchy, Semidefinite programming, Robustness in mathematical programming, Nonconvex programming, global optimization, Mathematics - Optimization and Control

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: http://arxiv.org/abs/2401.15837

Distributionally robust sparse portfolio optimization model under satisfaction criterion

Συγγραφείς: Wang, Zhongyan, Zhu, Xiaodong, Qu, Shaojian, Nadeem, M. Faisal, Zhang, Beibei

Πηγή: Mathematical Foundations of Computing. 8:347-371

Θεματικοί όροι: sparse portfolio selection, distributionally robust optimization, satisfaction criterion, Stochastic programming, Benders' decomposition, Robustness in mathematical programming, Multi-objective and goal programming

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: https://zbmath.org/8008530
https://doi.org/10.3934/mfc.2023043

Distributionally robust model predictive control for constrained robotic manipulators based on neural network modeling

Συγγραφείς: Yang, Yiheng, Zhang, Kai, Chen, Zhihua, Li, Bin

Πηγή: Applied Mathematics and Mechanics. 45:2183-2202

Θεματικοί όροι: model predictive control (MPC), neural network (NN), trajectory tracking control, Sensitivity (robustness), Automated systems (robots, etc.) in control theory, Model predictive control, Quadratic programming, robotic manipulator, distributionally robust optimization (DRO), Robustness in mathematical programming

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: https://zbmath.org/7987299
https://doi.org/10.1007/s10483-024-3191-6

Combinatorial Robust Optimization with Decision-Dependent Information Discovery and Polyhedral Uncertainty: Combinatorial robust optimization with decision-dependent information discovery and polyhedral uncertainty

Συγγραφείς: Omer, Jérémy, Poss, Michael, Rougier, Maxime

Συνεισφορές: Omer, Jérémy, Institut de Recherche Mathématique de Rennes (IRMAR), Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-Institut Agro Rennes Angers, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro), Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-INSTITUT AGRO Agrocampus Ouest, Methods, Algorithms for Operations REsearch (LIRMM, Laboratoire d'Informatique de Robotique et de Microélectronique de Montpellier (LIRMM), Centre National de la Recherche Scientifique (CNRS)-Université de Montpellier (UM)-Centre National de la Recherche Scientifique (CNRS)-Université de Montpellier (UM), Hexaly

Πηγή: Open Journal of Mathematical Optimization, Vol 5, Iss, Pp 1-25 (2024)

Θεματικοί όροι: Robust combinatorial optimization, Combinatorial optimization, column generation, Column generation, robust combinatorial optimization, cutting plane, Cutting plane, Compact formulations, Robustness in mathematical programming, [INFO.INFO-RO] Computer Science [cs]/Operations Research [math.OC], compact formulations, Mixed integer programming, [INFO.INFO-RO]Computer Science [cs]/Operations Research [math.OC], QA1-939, Polyhedral combinatorics, branch-and-bound, branch-and-cut, Mathematics

Περιγραφή αρχείου: application/xml; application/pdf

Σύνδεσμος πρόσβασης: https://doaj.org/article/cf7c5ee482f544aaba5eb285a04e0147

Robust approximation of chance constrained optimization with polynomial perturbation

Συγγραφείς: Bo Rao, Liu Yang, Suhan Zhong, Guangming Zhou

Πηγή: Computational Optimization and Applications. 89:977-1003

Θεματικοί όροι: 0209 industrial biotechnology, Polynomial optimization, semidefinite relaxation, chance constrained optimization, 0211 other engineering and technologies, Stochastic programming, robust optimization, 02 engineering and technology, Robustness in mathematical programming, Approximation methods and heuristics in mathematical programming, Optimization and Control (math.OC), FOS: Mathematics, Semidefinite programming, nonnegative polynomial, Mathematics - Optimization and Control

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: http://arxiv.org/abs/2211.13395
https://zbmath.org/7948917
https://doi.org/10.1007/s10589-024-00602-7

An Adaptive Distributionally Robust Optimization Approach for Optimal Sizing of Hybrid Renewable Energy Systems: An adaptive distributionally robust optimization approach for optimal sizing of hybrid renewable energy systems

Συγγραφείς: Ali Keyvandarian, Ahmed Saif

Πηγή: Journal of Optimization Theory and Applications. 203:2055-2082

Θεματικοί όροι: robust-stochastic optimization, distributionally robust optimization, stochastic programming, Environmental economics (natural resource models, harvesting, pollution, etc.), Stochastic programming, hybrid renewable energy systems, optimization under uncertainty, Robustness in mathematical programming

Περιγραφή αρχείου: application/xml

The Stability of Robustness for Conic Linear Programs with Uncertain Data: The stability of robustness for conic linear programs with uncertain data

Συγγραφείς: Miguel A. Goberna, Vaithilingam Jeyakumar, Guoyin Li

Συνεισφορές: Universidad de Alicante. Departamento de Matemáticas, Laboratorio de Optimización (LOPT)

Πηγή: RUA. Repositorio Institucional de la Universidad de Alicante
Universidad de Alicante (UA)

Θεματικοί όροι: Convex programming, parametric optimization, 0211 other engineering and technologies, robust optimization, 02 engineering and technology, stability, Robustness in mathematical programming, 01 natural sciences, Parametric optimization, Linear programming, Sensitivity, stability, parametric optimization, Linear conic programs, linear conic programs, Semidefinite programming, 0101 mathematics, Robust optimization, Stability

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: http://hdl.handle.net/10045/145497
https://zbmath.org/7950121
https://doi.org/10.1007/s10957-024-02492-5

Nonlinear distributionally robust optimization

Συγγραφείς: Sheriff, Mohammed Rayyan, Mohajerin Esfahani, Peyman^{Aff1, IDs10107024021517_cor1}

Πηγή: Mathematical Programming: A Publication of the Mathematical Optimization Society. :1-60

A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization

Συγγραφείς: Abbas Khademi, Ahmadreza Marandi, Majid Soleimani-damaneh

Πηγή: Journal of Global Optimization. 89:559-595

Θεματικοί όροι: 90C17, adjustable robust optimization, 0211 other engineering and technologies, 90C30, 02 engineering and technology, biconvex programming, 90C46, Robustness in mathematical programming, Nonconvex programming, global optimization, 01 natural sciences, perspective function, 90C26, alternating method, Biconvex programming, Fenchel duality, Adjustable robust optimization, Perspective function, Nonlinear programming, cutting plane methods, Alternating method, Cutting plane methods, Optimality conditions and duality in mathematical programming, 0101 mathematics

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: https://zbmath.org/7878111
https://doi.org/10.1007/s10898-023-01360-2
https://research.tue.nl/en/publications/b3d959e6-b8f1-496c-be41-cbb585a49c6b
https://doi.org/10.1007/s10898-023-01360-2

Fractionally Subadditive Maximization under an Incremental Knapsack Constraint with Applications to Incremental Flows: Fractionally subadditive maximization under an incremental knapsack constraint with applications to incremental flows

Συγγραφείς: Yann Disser, Max Klimm, Annette Lutz, David Weckbecker

Πηγή: SIAM Journal on Discrete Mathematics. 38:764-789

Θεματικοί όροι: flow, fractional subadditivity, Online algorithms, streaming algorithms, Analysis of algorithms, competitive analysis, Robustness in mathematical programming, incremental optimization

Περιγραφή αρχείου: application/xml

Distributionally robust optimization using optimal transport for Gaussian mixture models

Συγγραφείς: Kammammettu, Sanjula, Yang, Shu-Bo, Li, Zukui

Πηγή: Optimization and Engineering. 25:1571-1596

Θεματικοί όροι: distributionally robust optimization, Optimal transportation, Gaussian mixture model, optimal transport, Stochastic programming, ambiguity set, Robustness in mathematical programming

Περιγραφή αρχείου: application/xml

A mixed-integer approximation of robust optimization problems with mixed-integer adjustments

Συγγραφείς: Jan Kronqvist, Boda Li, Jan Rolfes

Πηγή: Optimization and Engineering. 25:1271-1296

Θεματικοί όροι: Mixed integer programming, Optimization and Control (math.OC), adjustable robustness, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, FOS: Mathematics, robust optimization, mixed integer optimization, 02 engineering and technology, Robustness in mathematical programming, Mathematics - Optimization and Control, 90C17, 90C11, 90-10

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: http://arxiv.org/abs/2302.13962

Optimization Problems in Graphs with Locational Uncertainty: Optimization problems in graphs with locational uncertainty

Συγγραφείς: Bougeret, Marin, Omer, Jérémy, Poss, Michael

Συνεισφορές: Sciencesconf.org, CCSD, Omer, Jérémy, Algorithmes, Graphes et Combinatoire (LIRMM, Laboratoire d'Informatique de Robotique et de Microélectronique de Montpellier (LIRMM), Centre National de la Recherche Scientifique (CNRS)-Université de Montpellier (UM)-Centre National de la Recherche Scientifique (CNRS)-Université de Montpellier (UM), Institut de Recherche Mathématique de Rennes (IRMAR), Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-Institut Agro Rennes Angers, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro), Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA), Methods, Algorithms for Operations REsearch (LIRMM

Πηγή: INFORMS Journal on Computing. 35:578-592

Θεματικοί όροι: FOS: Computer and information sciences, Combinatorial optimization, 0211 other engineering and technologies, robust optimization, 0102 computer and information sciences, 02 engineering and technology, Dynamic programming, 01 natural sciences, NP, [INFO.INFO-RO] Computer Science [cs]/Operations Research [math.OC], Cutting plane algorithms, Hardness, 68W25, 68Q27, Computer Science - Data Structures and Algorithms, [INFO.INFO-RO]Computer Science [cs]/Operations Research [math.OC], NP-hardness, Cutting plane algorithm, Data Structures and Algorithms (cs.DS), dynamic programming, cutting plane algorithms, Programming involving graphs or networks, Robustness in mathematical programming, Approximation algorithms, [MATH.MATH-CO] Mathematics [math]/Combinatorics [math.CO], combinatorial optimization, F.2.2, Robust optimization

Περιγραφή αρχείου: application/xml; application/pdf

Σύνδεσμος πρόσβασης: http://arxiv.org/abs/2109.00389
https://hal.science/hal-03595364v1

A two-stage robust approach for minimizing the weighted number of tardy jobs with objective uncertainty

Συγγραφείς: Lefebvre, Henri, Clautiaux, François, Detienne, Boris

Συνεισφορές: Detienne, Boris

Πηγή: Journal of Scheduling. 26:169-191

Θεματικοί όροι: Two-stage optimization, 0209 industrial biotechnology, Deterministic scheduling theory in operations research, one-machine scheduling, 0211 other engineering and technologies, robust optimization, Integer programming, [MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC], exact approach, 02 engineering and technology, One-machine scheduling · Robust optimization · Two-stage optimization · Mixed-integer recourse · Exact approach · Integer programming, Exact approach, Robustness in mathematical programming, [INFO.INFO-RO] Computer Science [cs]/Operations Research [math.OC], mixed integer recourse, Mixed-integer recourse, two-stage optimization, One-machine scheduling, Robust optimization, integer programming, Performance evaluation, queueing, and scheduling in the context of computer systems

Περιγραφή αρχείου: application/xml; application/pdf

Σύνδεσμος πρόσβασης: https://zbmath.org/7703053
https://doi.org/10.1007/s10951-022-00775-1
https://hal.science/hal-02905849v2
https://hal.science/hal-02905849v2/document
https://doi.org/10.1007/s10951-022-00775-1
https://link.springer.com/article/10.1007/s10951-022-00775-1?utm_source=getftr&utm_medium=getftr&utm_campaign=getftr_pilot
https://doi.org/10.1007/s10951-022-00775-1
https://hdl.handle.net/11585/918275

Outer approximation for generalized convex mixed-integer nonlinear robust optimization problems

Συγγραφείς: Martina Kuchlbauer

Πηγή: Operations Research Letters. 60:107243

Θεματικοί όροι: generalized convexity, Nonlinear programming, Mixed integer programming, robust optimization, bundle method, mixed-integer nonlinear optimization, outer approximation, Robustness in mathematical programming, Minimax problems in mathematical programming, Operations research, mathematical programming

Περιγραφή αρχείου: application/xml

A novel robust network data envelopment analysis approach for performance assessment of mutual funds under uncertainty

Συγγραφείς: Pejman Peykani, Ali Emrouznejad, Emran Mohammadi, Jafar Gheidar-Kheljani

Πηγή: Annals of Operations Research. 339:1149-1175

Θεματικοί όροι: Noncooperative games, network data envelopment analysis, Financial markets, mutual fund, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, robust optimization, extended two-stage structure, 02 engineering and technology, Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.), uncertainty, Robustness in mathematical programming

Περιγραφή αρχείου: application/xml

Goal-based investing based on multi-stage robust portfolio optimization

Συγγραφείς: Jang Ho Kim, Yongjae Lee, Woo Chang Kim, Frank J. Fabozzi

Πηγή: Annals of Operations Research. 313:1141-1158

Θεματικοί όροι: Portfolio theory, personalized financial planning, 0502 economics and business, 05 social sciences, 0211 other engineering and technologies, robust optimization, 02 engineering and technology, Robustness in mathematical programming, portfolio optimization, goal-based investing

Περιγραφή αρχείου: application/xml

Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems: Decomposition-based approaches for a class of two-stage robust binary optimization problems

Συγγραφείς: Arslan, Ayşe, Detienne, Boris

Συνεισφορές: Detienne, Boris, Institut de Recherche Mathématique de Rennes (IRMAR), Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-INSTITUT AGRO Agrocampus Ouest, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro), Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA), Institut de Mathématiques de Bordeaux (IMB), Université Bordeaux Segalen - Bordeaux 2-Université Sciences et Technologies - Bordeaux 1 (UB)-Université de Bordeaux (UB)-Institut Polytechnique de Bordeaux (Bordeaux INP)-Centre National de la Recherche Scientifique (CNRS), Reformulations based algorithms for Combinatorial Optimization (Realopt), Laboratoire Bordelais de Recherche en Informatique (LaBRI), Université de Bordeaux (UB)-École Nationale Supérieure d'Électronique, Informatique et Radiocommunications de Bordeaux (ENSEIRB)-Centre National de la Recherche Scientifique (CNRS)-Université de Bordeaux (UB)-École Nationale Supérieure d'Électronique, Informatique et Radiocommunications de Bordeaux (ENSEIRB)-Centre National de la Recherche Scientifique (CNRS)-Institut de Mathématiques de Bordeaux (IMB), Université Bordeaux Segalen - Bordeaux 2-Université Sciences et Technologies - Bordeaux 1 (UB)-Université de Bordeaux (UB)-Institut Polytechnique de Bordeaux (Bordeaux INP)-Centre National de la Recherche Scientifique (CNRS)-Université Bordeaux Segalen - Bordeaux 2-Université Sciences et Technologies - Bordeaux 1 (UB)-Institut Polytechnique de Bordeaux (Bordeaux INP)-Centre National de la Recherche Scientifique (CNRS)-Centre Inria de l'Université de Bordeaux, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Formulations étendues et méthodes de décomposition pour des problèmes génériques d'optimisation (EDGE), Université Bordeaux Segalen - Bordeaux 2-Université Sciences et Technologies - Bordeaux 1 (UB)-Université de Bordeaux (UB)-Institut Polytechnique de Bordeaux (Bordeaux INP)-Centre National de la Recherche Scientifique (CNRS)-Université Bordeaux Segalen - Bordeaux 2-Université Sciences et Technologies - Bordeaux 1 (UB)-Université de Bordeaux (UB)-Institut Polytechnique de Bordeaux (Bordeaux INP)-Centre National de la Recherche Scientifique (CNRS)-Centre Inria de l'Université de Bordeaux, plafrim, realopt, ANR-11-LABX-0020,LEBESGUE,Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation(2011)

Πηγή: INFORMS Journal on Computing. 34:857-871

Θεματικοί όροι: 0209 industrial biotechnology, column generation, 0211 other engineering and technologies, [MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC], 02 engineering and technology, Robustness in mathematical programming, [INFO.INFO-RO] Computer Science [cs]/Operations Research [math.OC], exact solution methods, Mixed integer programming, [INFO.INFO-RO]Computer Science [cs]/Operations Research [math.OC], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], two-stage robust optimization, mathematical programming

Περιγραφή αρχείου: application/xml; application/pdf

Σύνδεσμος πρόσβασης: https://hal.inria.fr/hal-02190059v4/file/Decomposition_based_approaches_for_a_class_of_two_stage_robust_binary_optimization_problems_revision_2-2.pdf
https://zbmath.org/7551214
https://doi.org/10.1287/ijoc.2021.1061
https://inria.hal.science/hal-02190059v4
https://doi.org/10.1287/ijoc.2021.1061
https://inria.hal.science/hal-02190059v4/document
https://hal.inria.fr/hal-02190059v2
https://hal.inria.fr/hal-02190059/document
https://hal.archives-ouvertes.fr/hal-02190059v4
https://hal.univ-rennes2.fr/hal-02190059v4
https://pubsonline.informs.org/doi/abs/10.1287/ijoc.2021.1061
https://oskar-bordeaux.fr/handle/20.500.12278/113271?show=full&locale-attribute=es

Data envelopment analysis model with decision makers’ preferences: a robust credibility approach: Data envelopment analysis model with decision makers' preferences: a robust credibility approach

Συγγραφείς: Hashem Omrani, Ali Emrouznejad, Tamara Teplova, Arash Alizadeh

Πηγή: Annals of Operations Research. 339:1269-1306

Θεματικοί όροι: DEA, efficiency, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, robust optimization, 02 engineering and technology, BWM, Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.), 16. Peace & justice, Decision theory, Robustness in mathematical programming, credibility theory

Περιγραφή αρχείου: application/xml; application/pdf

Σύνδεσμος πρόσβασης: https://publications.aston.ac.uk/id/eprint/43217/1/ANOR_D_20_01334_Accepted_Version.pdf
https://research.aston.ac.uk/en/publications/data-envelopment-analysis-model-with-decision-makers-preferences-
https://publications.aston.ac.uk/id/eprint/43217/
https://link.springer.com/article/10.1007/s10479-021-04262-2

Robust optimization approaches for portfolio selection: a comparative analysis

Συγγραφείς: Antonios Georgantas, Michalis Doumpos, Constantin Zopounidis

Πηγή: Ann Oper Res
Annals of Operations Research

Θεματικοί όροι: comparative analysis, Portfolio theory, financial risk management, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, portfolio selection, robust optimization, 02 engineering and technology, Robustness in mathematical programming, Original Research

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: https://link.springer.com/content/pdf/10.1007/s10479-021-04177-y.pdf
https://pubmed.ncbi.nlm.nih.gov/34188344
https://zbmath.org/7910151
https://doi.org/10.1007/s10479-021-04177-y
https://link.springer.com/article/10.1007/s10479-021-04177-y
https://www.ncbi.nlm.nih.gov/pubmed/34188344
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8224264
https://link.springer.com/content/pdf/10.1007/s10479-021-04177-y.pdf
https://europepmc.org/article/PMC/PMC8224264