A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints

Tito Homem-de-Mello; Sanjay Mehrotra

doi:10.1137/08074009x

A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints

SIAM Journal on Optimization ◽

10.1137/08074009x ◽

2010 ◽

Vol 20 (3) ◽

pp. 1250-1273 ◽

Cited By ~ 43

Author(s):

Tito Homem-de-Mello ◽

Sanjay Mehrotra

Keyword(s):

Stochastic Dominance ◽

Linear Programs ◽

Surface Method ◽

Cutting Surface ◽

Uncertain Linear Programs

Download Full-text

A second-order cone cutting surface method: complexity and application

Computational Optimization and Applications ◽

10.1007/s10589-007-9141-x ◽

2007 ◽

Vol 43 (3) ◽

pp. 379-409 ◽

Cited By ~ 5

Author(s):

Mohammad R. Oskoorouchi ◽

John E. Mitchell

Keyword(s):

Second Order ◽

Surface Method ◽

Second Order Cone ◽

Cutting Surface

Download Full-text

Robust regret for uncertain linear programs with application to co-production models

European Journal of Operational Research ◽

10.1016/j.ejor.2013.01.014 ◽

2013 ◽

Vol 227 (3) ◽

pp. 483-493 ◽

Cited By ~ 3

Author(s):

Tsan Sheng Ng

Keyword(s):

Linear Programs ◽

Production Models ◽

Uncertain Linear Programs

Download Full-text

Robust Optimization Model for a Class of Uncertain Linear Programs

Combinatorics, Algorithms, Probabilistic and Experimental Methodologies - Lecture Notes in Computer Science ◽

10.1007/978-3-540-74450-4_35 ◽

2007 ◽

pp. 384-395 ◽

Cited By ~ 1

Author(s):

Weimin Miao ◽

Hongxia Yin ◽

Donglei Du ◽

Jiye Han

Keyword(s):

Robust Optimization ◽

Optimization Model ◽

Linear Programs ◽

Uncertain Linear Programs

Download Full-text

Technical Note—Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets

Operations Research ◽

10.1287/opre.2014.1265 ◽

2014 ◽

Vol 62 (3) ◽

pp. 672-679 ◽

Cited By ~ 17

Author(s):

Bram L. Gorissen ◽

Hans Blanc ◽

Dick den Hertog ◽

Aharon Ben-Tal

Keyword(s):

Technical Note ◽

Linear Programs ◽

Robust Solutions ◽

Uncertainty Sets ◽

Uncertain Linear Programs ◽

General Convex

Download Full-text

Robust solutions of uncertain linear programs

Operations Research Letters ◽

10.1016/s0167-6377(99)00016-4 ◽

1999 ◽

Vol 25 (1) ◽

pp. 1-13 ◽

Cited By ~ 991

Author(s):

A. Ben-Tal ◽

A. Nemirovski

Keyword(s):

Linear Programs ◽

Robust Solutions ◽

Uncertain Linear Programs

Download Full-text

Adjustable robust solutions of uncertain linear programs

Mathematical Programming ◽

10.1007/s10107-003-0454-y ◽

2004 ◽

Vol 99 (2) ◽

pp. 351-376 ◽

Cited By ~ 740

Author(s):

A. Ben-Tal ◽

A. Goryashko ◽

E. Guslitzer ◽

A. Nemirovski

Keyword(s):

Linear Programs ◽

Robust Solutions ◽

Uncertain Linear Programs

Download Full-text

An Exact Formula for Radius of Robust Feasibility of Uncertain Linear Programs

Journal of Optimization Theory and Applications ◽

10.1007/s10957-017-1067-6 ◽

2017 ◽

Vol 173 (1) ◽

pp. 203-226 ◽

Cited By ~ 6

Author(s):

T. D. Chuong ◽

V. Jeyakumar

Keyword(s):

Exact Formula ◽

Linear Programs ◽

Uncertain Linear Programs

Download Full-text

Characterizing robust set containments and solutions of uncertain linear programs without qualifications

Operations Research Letters ◽

10.1016/j.orl.2009.12.004 ◽

2010 ◽

Vol 38 (3) ◽

pp. 188-194 ◽

Cited By ~ 37

Author(s):

V. Jeyakumar ◽

Guoyin Li

Keyword(s):

Linear Programs ◽

Uncertain Linear Programs

Download Full-text

Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts

Operations Research ◽

10.1287/opre.1080.0605 ◽

2009 ◽

Vol 57 (6) ◽

pp. 1469-1482 ◽

Cited By ~ 82

Author(s):

Xin Chen ◽

Yuhan Zhang

Keyword(s):

Linear Programs ◽

Uncertain Linear Programs

Download Full-text

Econometric Analysis of Stochastic Dominance

10.1017/9781108602204 ◽

2019 ◽

Cited By ~ 6

Author(s):

Yoon-Jae Whang

Keyword(s):

Stochastic Dominance ◽

Econometric Analysis

Download Full-text