Results 61 to 70 of about 3,492,516 (198)
Differential Evolution in Robust Optimization Over Time Using a Survival Time Approach
Mathematical and Computational Applications, 2020 This study presents an empirical comparison of the standard differential evolution (DE) against three random sampling methods to solve robust optimization over time problems with a survival time approach to analyze its viability and performance capacity ...
José-Yaír Guzmán-Gaspar +2 more
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Assessment of IMPT versus VMAT plans using different uncertainty scenarios for prostate cancer
Radiation Oncology, 2022 Background To assess the impact of systematic setup and range uncertainties for robustly optimized (RO) intensity modulated proton therapy (IMPT) and volumetric modulated arc therapy (VMAT) plans in patients with localized prostate cancer. Methods Twenty-
Michael P. Butkus +8 more
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A Tractable Format for Distributionally Robust Optimization
, 2019 We present a unified and tractable framework for distributionally robust optimization that could encompass a variety of statistical information including, among others things, constraints on expectation, scenario-wise expectations, Wasserstein metric ...
Sim, Melvyn
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Quantitative Stability Analysis in Distributionally Robust Optimization
, 2018 Ambiguity set is a key element in distributionally robust optimization models. Here we investigate the impact of perturbation of ambiguity set on the optimal value and the optimal solutions. We consider the case where the ambiguity set is defined through
Xu, Huifu
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Bulk-Robust combinatorial optimization [PDF]
Mathematical Programming, 2014 Mathematical Programming, 149 (1-2)
Adjiashvili, David +2 more
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Batch Process Scheduling under Uncertainty using Data-Driven Multistage Adaptive Robust Optimization
Chemical Engineering Transactions, 2017 This paper proposes a novel data-driven batch process scheduling approach based on multistage adaptive robust optimization coupled with robust kernel density estimation (RKDE).
C. Ning, F. You
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Robust Optimization of Currency Portfolios [PDF]
We study a currency investment strategy, where we maximize the return on a portfolio of foreign currencies relative to any appreciation of the corresponding foreign exchange rates. Given the uncertainty in the estimation of the future currency values, we
Berc Rustem +3 more
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ROBUSTNESS MEASURES IN DISTRIBUTIONALLY ROBUST OPTIMIZATION
Distributionally Robust Optimization (DRO) is a worst-case approach to decision making when there is model uncertainty. It is also well known that for certain uncertainty sets, DRO is approximated by a regularized nominal problem. We show that the regularizer is not just a penalty function but the worst-case sensitivity (WCS) of the expected cost with ...
Jun-ya Gotoh +2 more
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Portfolio optimization with pw-robustness
EURO Journal on Computational Optimization, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Virginie Gabrel +2 more
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Robust Solutions of Optimization Problems Affected by Uncertain Probabilities [PDF]
In this paper we focus on robust linear optimization problems with uncertainty regions defined by ø-divergences (for example, chi-squared, Hellinger, Kullback-Leibler).
De Waegenaere, A.M.B. +4 more
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