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

Author:

Khademi AbbasORCID,Marandi AhmadrezaORCID,Soleimani-damaneh MajidORCID

Funder

Iran National Science Foundation

Publisher

Springer Science and Business Media LLC

Reference54 articles.

1. Arslan, A.N., Detienne, B.: Decomposition-based approaches for a class of two-stage robust binary optimization problems. INFORMS J. Comput. 34(2), 857–871 (2022)

2. Auslender, A., Teboulle, M.: Asymptotic Cones and Functions in Optimization and Variational Inequalities. Springer Science & Business Media, New York (2006)

3. Beck, A.: First-Order Methods in Optimization. SIAM, Philadelphia (2017)

4. Beck, A.: Introduction to Nonlinear Optimization: Theory, Algorithms, and Applications with Python and MATLAB, 2nd edn. SIAM, Philadelphia (2023)

5. Ben-Tal, A., El Ghaoui, L., Nemirovski, A.: Robust Optimization. Princeton University Press, Princeton (2009)

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