JCO
2011
13 years 2 months ago
2011
This paper presents mathematical programming techniques for solving a class of multi-sensor scheduling problems. Robust optimization problems are formulated for both deterministic ...
INFOCOM
2011
IEEE
13 years 2 months ago
2011
IEEE
—This paper presents a scheme in which a dedicated backup network is designed to provide protection from random link failures. Upon a link failure in the primary network, traffi...
4OR
2004
13 years 11 months ago
2004
Abstract. Based on the recent approach of Bertsimas and Sim (2004, 2003) to robust optimization in the presence of data uncertainty, we prove an easily computable and simple bound ...
MP
2006
13 years 11 months ago
2006
In this paper, we propose a new methodology for handling optimization problems with uncertain data. With the usual Robust Optimization paradigm, one looks for the decisions ensurin...
MP
2008
13 years 11 months ago
2008
Robust Optimization is a rapidly developing methodology for handling optimization problems affected by non-stochastic "uncertain-butbounded" data perturbations. In this p...
CORR
2010
Springer
13 years 11 months ago
2010
Springer
In this paper we survey the primary research, both theoretical and applied, in the area of Robust Optimization (RO). Our focus is on the computational attractiveness of RO approac...
CORR
2008
Springer
13 years 11 months ago
2008
Springer
We consider two new formulations for classification problems in the spirit of support vector machines based on robust optimization. Our formulations are designed to build in prote...
COR
2008
13 years 11 months ago
2008
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
INFOCOM
2008
IEEE
14 years 5 months ago
2008
IEEE
—Robustness of optimization models for networking problems has been an under-explored area. Yet most existing algorithms for solving robust optimization problems are centralized,...