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Interval Uncertainty-Based Robust Optimization for Convex and Non-Convex Quadratic Programs with Applications in Network Infrastructure Planning

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  • Mian Li
  • Steven Gabriel
  • Yohan Shim
  • Shapour Azarm

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  • Mian Li & Steven Gabriel & Yohan Shim & Shapour Azarm, 2011. "Interval Uncertainty-Based Robust Optimization for Convex and Non-Convex Quadratic Programs with Applications in Network Infrastructure Planning," Networks and Spatial Economics, Springer, vol. 11(1), pages 159-191, March.
    • Handle: RePEc:kap:netspa:v:11:y:2011:i:1:p:159-191
    DOI: 10.1007/s11067-010-9150-7
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    References listed on IDEAS

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    1. Dimitris Bertsimas & Melvyn Sim, 2004. "The Price of Robustness," Operations Research, INFORMS, vol. 52(1), pages 35-53, February.
    2. Zhuang, Jifang & Gabriel, Steven A., 2008. "A complementarity model for solving stochastic natural gas market equilibria," Energy Economics, Elsevier, vol. 30(1), pages 113-147, January.
    3. R.H. Tütüncü & M. Koenig, 2004. "Robust Asset Allocation," Annals of Operations Research, Springer, vol. 132(1), pages 157-187, November.
    4. ,, 2000. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 16(2), pages 287-299, April.
    5. Gabriel, Steven A. & Leuthold, Florian U., 2010. "Solving discretely-constrained MPEC problems with applications in electric power markets," Energy Economics, Elsevier, vol. 32(1), pages 3-14, January.
    6. Gabriel, Steven A. & Faria, Jose A. & Moglen, Glenn E., 2006. "A multiobjective optimization approach to smart growth in land development," Socio-Economic Planning Sciences, Elsevier, vol. 40(3), pages 212-248, September.
    7. A. Ben-Tal & A. Nemirovski, 1998. "Robust Convex Optimization," Mathematics of Operations Research, INFORMS, vol. 23(4), pages 769-805, November.
    8. Steven Gabriel & Yohan Shim & Jaime Llorca & Stuart Milner, 2008. "A Multiobjective Optimization Model for Dynamic Reconfiguration of Ring Topologies with Stochastic Load," Networks and Spatial Economics, Springer, vol. 8(4), pages 419-441, December.
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    Cited by:

    1. Christina Büsing & Sigrid Knust & Xuan Thanh Le, 2018. "Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(4), pages 339-365, December.
    2. Joe Naoum-Sawaya & Christoph Buchheim, 2016. "Robust Critical Node Selection by Benders Decomposition," INFORMS Journal on Computing, INFORMS, vol. 28(1), pages 162-174, February.
    3. 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.
    4. F. Domes & A. Goldsztejn, 2017. "A branch and bound algorithm for quantified quadratic programming," Journal of Global Optimization, Springer, vol. 68(1), pages 1-22, May.
    5. Pagès-Bernaus, Adela & Pérez-Valdés, Gerardo & Tomasgard, Asgeir, 2015. "A parallelised distributed implementation of a Branch and Fix Coordination algorithm," European Journal of Operational Research, Elsevier, vol. 244(1), pages 77-85.
    6. Ming Chen & Zhi-Long Chen, 2018. "Robust Dynamic Pricing with Two Substitutable Products," Manufacturing & Service Operations Management, INFORMS, vol. 20(2), pages 249-268, May.
    7. Y. G. Melese & P. W. Heijnen & R. M. Stikkelman & P. M. Herder, 2017. "An Approach for Integrating Valuable Flexibility During Conceptual Design of Networks," Networks and Spatial Economics, Springer, vol. 17(2), pages 317-341, June.
    8. Zhaomiao Guo & Yueyue Fan, 2017. "A Stochastic Multi-agent Optimization Model for Energy Infrastructure Planning under Uncertainty in An Oligopolistic Market," Networks and Spatial Economics, Springer, vol. 17(2), pages 581-609, June.

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