Technical Note—Two-Stage Sample Robust Optimization [PDF]
Operations Research, 2022 In “Two-Stage Sample Robust Optimization,” Bertsimas, Shtern, and Sturt investigate a simple approximation scheme, based on overlapping linear decision rules, for solving data-driven two-stage distributionally robust optimization problems with the type-infinity Wasserstein ambiguity set.
Dimitris Bertsimas +2 more
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Two-Stage Robust Optimization for the Orienteering Problem with Stochastic Weights [PDF]
Complexity, 2020 In this paper, the two-stage orienteering problem with stochastic weights is studied, where the first-stage problem is to plan a path under the uncertain environment and the second-stage problem is a recourse action to make sure that the length ...
Ke Shang +5 more
doaj +4 more sources
Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective [PDF]
INFORMS Journal on Computing, 2022 In this paper, we focus on a subclass of quadratic optimization problems, that is, disjoint bilinear optimization problems. We first show that disjoint bilinear optimization problems can be cast as two-stage robust linear optimization problems with fixed-recourse and right-hand-side uncertainty, which enables us to apply robust optimization techniques
Jianzhe Zhen +4 more
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Exploiting the Structure of Two-Stage Robust Optimization Models with Exponential Scenarios [PDF]
INFORMS Journal on Computing, 2021 This paper addresses a class of two-stage robust optimization models with an exponential number of scenarios given implicitly. We apply Dantzig–Wolfe decomposition to exploit the structure of these models and show that the original problem reduces to a single-stage robust problem.
Hossein Hashemi Doulabi +2 more
exaly +4 more sources
A distributionally robust optimization approach for two-stage facility location problems [PDF]
EURO Journal on Computational Optimization, 2020 In this paper, we consider a facility location problem where customer demand constitutes considerable uncertainty, and where complete information on the distribution of the uncertainty is unavailable.
Arash Gourtani +2 more
doaj +6 more sources
Two-Stage Robust Optimization Model for Uncertainty Investment Portfolio Problems [PDF]
Journal of Mathematics, 2021 Investment portfolio can provide investors with a more robust financial management plan, but the uncertainty of its parameters is a key factor affecting performance.
Dongqing Luan +3 more
doaj +2 more sources
FedCVG: a two-stage robust federated learning optimization algorithm
Scientific ReportsFederated learning provides an effective solution to the data privacy issue in distributed machine learning. However, distributed federated learning systems are inherently susceptible to data poisoning attacks and data heterogeneity.
Runze Zhang +4 more
doaj +3 more sources
A two-stage robust optimization model for emergency service facilities location-allocation problem under demand uncertainty and sustainable development [PDF]
Scientific ReportsUnder the backdrop of frequent emergencies, the rational layout of emergency service facilities (ESF) and the effective allocation of emergency supplies have emerged as crucial in determining the timeliness of post-disaster response.
Hongyan Li +3 more
doaj +2 more sources
Two-Stage robust optimization problems with two-stage uncertainty [PDF]
European Journal of Operational Research, 2022 We consider two-stage robust optimization problems, which can be seen as games between a decision maker and an adversary. After the decision maker fixes part of the solution, the adversary chooses a scenario from a specified uncertainty set. Afterwards, the decision maker can react to this scenario by completing the partial first-stage solution to a ...
Marc Goerigk, Stefan Lendl, Lasse Wulf
openaire +3 more sources
Two-Stage and Robust Stochastic Optimization of Closed-Loop Supply Chain Network under Uncertainty [PDF]
مدیریت تولید و عملیات, 2018 : In this paper, a network of closed-loop supply chain is considered, including external supplier, production/recovery facilities, hybrid distribution/collection centers, disposal centers and customers.
Mona Behzadi, Mehdi Seifabrghy
doaj +1 more source