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123
Voted
NIPS
2008
15 years 5 months ago
2008
We consider robust least-squares regression with feature-wise disturbance. We show that this formulation leads to tractable convex optimization problems, and we exhibit a particul...
132
Voted
TIT
2011
14 years 10 months ago
2011
—The popular criteria of optimality for quickest change detection procedures are the Lorden criterion, the Pollak criterion, and the Bayesian criterion. In this paper, a robust v...
160
Voted
MOR
2008
15 years 3 months ago
2008
The flow set with partial order is a mixed-integer set described by a budget on total flow and a partial order on the arcs that may carry positive flow. This set is a common substr...
143
Voted
FOCS
2005
IEEE
15 years 9 months ago
2005
IEEE
Robust optimization has traditionally focused on uncertainty in data and costs in optimization problems to formulate models whose solutions will be optimal in the worstcase among ...
128
Voted
MP
2002
15 years 3 months ago
2002
Abstract. Robust Optimization (RO) is a modeling methodology, combined with computational tools, to process optimization problems in which the data are uncertain and is only known ...