Robust Optimization for Unconstrained Simulation-Based Problems
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DOI: 10.1287/opre.1090.0715
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References listed on IDEAS
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Cited by:
- Chamari Pamoshika Jayarathna & Duzgun Agdas & Les Dawes & Tan Yigitcanlar, 2021. "Multi-Objective Optimization for Sustainable Supply Chain and Logistics: A Review," Sustainability, MDPI, vol. 13(24), pages 1-31, December.
- Gabrel, Virginie & Murat, Cécile & Thiele, Aurélie, 2014. "Recent advances in robust optimization: An overview," European Journal of Operational Research, Elsevier, vol. 235(3), pages 471-483.
- Gabriele Eichfelder & Corinna Krüger & Anita Schöbel, 2017. "Decision uncertainty in multiobjective optimization," Journal of Global Optimization, Springer, vol. 69(2), pages 485-510, October.
- Dimitris Bertsimas & Omid Nohadani & Kwong Meng Teo, 2010. "Nonconvex Robust Optimization for Problems with Constraints," INFORMS Journal on Computing, INFORMS, vol. 22(1), pages 44-58, February.
- Zheng, Liang & Bao, Ji & Xu, Chengcheng & Tan, Zhen, 2022. "Biobjective robust simulation-based optimization for unconstrained problems," European Journal of Operational Research, Elsevier, vol. 299(1), pages 249-262.
- J. Lasserre, 2011. "Min-max and robust polynomial optimization," Journal of Global Optimization, Springer, vol. 51(1), pages 1-10, September.
- Chung, Byung Do & Yao, Tao & Friesz, Terry L. & Liu, Hongcheng, 2012. "Dynamic congestion pricing with demand uncertainty: A robust optimization approach," Transportation Research Part B: Methodological, Elsevier, vol. 46(10), pages 1504-1518.
- Emilio Carrizosa & Frédéric Messine, 2021. "An interval branch and bound method for global Robust optimization," Journal of Global Optimization, Springer, vol. 80(3), pages 507-522, July.
- Angelo Ciccazzo & Vittorio Latorre & Giampaolo Liuzzi & Stefano Lucidi & Francesco Rinaldi, 2015. "Derivative-Free Robust Optimization for Circuit Design," Journal of Optimization Theory and Applications, Springer, vol. 164(3), pages 842-861, March.
- Ben-Tal, A. & den Hertog, D., 2011. "Immunizing Conic Quadratic Optimization Problems Against Implementation Errors," Other publications TiSEM 9f3fba48-8501-4ec8-9241-5, Tilburg University, School of Economics and Management.
- Ying Cui & Ziyu He & Jong-Shi Pang, 2021. "Nonconvex robust programming via value-function optimization," Computational Optimization and Applications, Springer, vol. 78(2), pages 411-450, March.
- Gabriella Dellino & Jack P. C. Kleijnen & Carlo Meloni, 2012.
"Robust Optimization in Simulation: Taguchi and Krige Combined,"
INFORMS Journal on Computing, INFORMS, vol. 24(3), pages 471-484, August.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009. "Robust Optimization in Simulation : Taguchi and Krige Combined," Other publications TiSEM d919b893-db2b-4d97-a392-4, Tilburg University, School of Economics and Management.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009. "Robust Optimization in Simulation : Taguchi and Krige Combined," Discussion Paper 2009-82, Tilburg University, Center for Economic Research.
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Keywords
robust optimization; nonconvex optimization; robustness; implementation errors; data uncertainty; engineering optimization;All these keywords.
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