A Novel Weighted Data-Driven Robust Optimization Approach for Creating Adjustable Uncertainty Sets-Reference-Cited by-同舟云学术

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A Novel Weighted Data-Driven Robust Optimization Approach for Creating Adjustable Uncertainty Sets

Published:2023-10 Issue: Volume:178 Page:108390
ISSN:0098-1354
Container-title:Computers & Chemical Engineering
language:en
Short-container-title:Computers & Chemical Engineering

Author:

Ghiasvand Mohsen Roytvand^ORCID,Rahmani Donya^ORCID

Publisher

Elsevier BV

Subject

Computer Science Applications,General Chemical Engineering

Reference40 articles.

1. Robust Optimization;Ben-Tal,2009

2. Adjustable robust solutions of uncertain linear programs;Ben-Tal,2004

3. Robust solutions of uncertain linear programs;Ben-Tal;Oper. Res. Lett.,1999

4. Data-driven robust optimization;Bertsimas;Math. Program.,2018

5. Robust linear optimization under general norms;Bertsimas;Oper. Res. Lett.,2004

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